About the Alpha Blend® Indices

The Alpha Blend® investible FX indices provide easy access to the return streams of top G10 and EM currency programs in a simple, cost effective, and transparent way.

ARS constructs its indices using a dedicated quantitative application, COMPASS, which analyzes performance and exposure data from 40 of the leading currency managers on a daily basis to identify programs having a high potential for peer outperformance.

The Alpha Blend® indices are consistently monitored and regularly rebalanced using discliplined, quantitative methodologies.

Investment Objective

The objective of the Alpha Blend® indices is to deliver attractive risk-adjusted returns, with liquidity and complete valuation transparency. This is achieved by combining diverse “best of breed” systematic and discretionary programs with low or negatively correlated performance.