Our Expertise
Our expertise is in currency trading and we trade the ten most common currencies, known as the G10. The most traded spot currency pairs are major and minor crosses which include AUD, CAD, EUR, GBP, JPY, NZD and USD. In addition to these pairs, spot gold (XAUUSD) is also traded regularly. Cryptocurrencies are not traded.
Currency Alpha
March 2026
Fund Manager
Robert J. Teuwissen
Click on the graph to enlarge the image
Fact Sheet
Risk information
Past performance is neither a guarantee nor an indication of future results or profits. Your investments may increase or decrease in value and it is never certain that you will recover all or part of your invested capital.
Standard deviation
Standard deviation is a measure of a fund's risk and reflects volatility, that is, the fluctuations in returns. The higher the standard deviation, the higher the risk.
A low standard deviation means that the value of the fund has fluctuated less. For equity funds, a standard deviation below ten can be said to represent relatively low risk, while a standard deviation above twenty represents relatively high risk.
Sharpe ratio
The Sharpe ratio is a measure used to assess the risk-adjusted return. It shows the relationship between the return you get and the risk you take when investing. As an investor, you can use the Sharpe ratio to get an idea of how well your investments are performing in relation to the risk you are taking.
The higher the Sharpe ratio, the better. A Sharpe ratio of zero or lower is not good. For long-term savings, a Sharpe ratio above 0.5 is good, while a Sharpe ratio of 1 or higher is very good.
The Sharpe ratio is a great metric for comparing investments to each other, as it takes into account fee, return and risk - all in a single figure. If you're only going to look at one number when evaluating an investment, it's the Sharpe ratio you should use.
Are you interested in investing in Currency Sigma?
Becoming a client with us is easy and we will guide you through the process.
