Sarasin’s newly-launched Currency Opportunities Fund offers eight different trading strategies for four currency pairings: USD/CHF, EUR/USD, GBP/USD and USD/JPY. A short-and a long-term strategy is available for each currency pair in the Luxembourg-domiciled fund. The Swiss private bank says that extensive back testing has demonstrated an excellent risk/reward relationship and that eturns are stable over the long term and are not dependent on other asset classes. This makes the fund particularly suitable for diversification purposes and gives investors access to currencies as a separate asset class. The quantitative investment process follows an absolute return approach and its investment target is the 3-month Libor rate plus 200 basis points.