Castle Alpha Fund

The Prudent Approach to Currency Investing

Castle Alpha Fund benefits from combining the proven manager talent in DynexCorp and the financial strength of Deutsche Bank.  DynexCorp, a recognized currency manager, was invited by Deutsche Bank to create a custom investible currency index using selected top managers. The result, Dynex DCA (Dynamic Currency Alpha), offers investors a unique and exciting opportunity

Salient Fund Objectives and Characteristics

• Dynex DCA uses proprietary algorithms and 30 years hands-on knowledge of the currency manager universe to allocate, de-allocate and re-allocate 4 to 15 currency manager talents (out of over 70) on any day, responding quickly to underperforming components.
• The FXSelect Platform, pioneered by Deutsche Bank in 2004, offers cost-effective creation of manager baskets – currently the only one of its kind.  FXSelect promises probably the best risk-adjusted alpha returns available in the currency field.
• Does not rely on episodic single manager performance
• A Stop-Loss Amount is built in and guaranteed by Deutsche Bank.
• Deutsche Bank, the index sponsor, supplies daily Reports
• All managers must use Deutsche Bank as the Prime Broker
• The fund “Integrity Filter” is Deutsche Bank – providing transparency as to the validity of all underlying manager performance.
• Superior Performance = High Sharpe Ratio + Low Downside Volatility