/ 13 February 1998

Managing currency with care

Managed currency funds provide limited-risk offshore investments, writes Dan Atkinson from London

As the turmoil on the currency markets abates, there can still be few easier places to make or lose a million.

Novice investors are ill-advised to take a ride on roller-coastering foreign exchanges. But managed currency funds will allow the adventurous to play the markets from their armchairs while limiting the risk.

It is a paradox of the financial world that, whereas currencies are hugely volatile, managed currency funds have a valuable if niche role to play in most portfolios. They are really versions of ordinary cash funds. Currency-fund managers are adamant that their funds are a form of prudent risk.

The funds may seem placid on the surface, but there has been some fairly frenetic swan-like paddling below. The name of the game has been to pile out of the Japanese yen and into the US dollar, with sterling a second preference. However, should Asian flu spread to equity markets, managed currency funds could become a much more popular haven.

Tom Barman, money-fund manager at Rothschild, says that, until now, equities had been a more attractive home, but sliding stock markets could propel investors into managed money funds.

The key feature of a fund is its “base currency”. At any one time, the fund will have a hefty proportion of cash under management in the base currency, far more than an outsider may assume.

This has prompted the criticism that people who think they are spreading their investment risk outside the country may still be stuck with local assets. Worse, they may be paying the fund manager for the privilege of holding their own national currency.

Not all funds operate in this way, and a few have no base currency at all. In the current turmoil, that seems to mean the dollar.

It is a fair bet that dollar-based funds have stepped up their dollar holdings, and non-dollar funds are known to have done likewise. Investors can accept this shift with equanimity as long as the dollar appreciates more rapidly than their own currency.

Investors have a choice between “distributive” funds, which distribute income, and “roll-up” funds, which allow profits to accumulate.

For all currency funds the greatest threat may come not from the Far East at all, but from Europe. Whatever the nominal base currency of each fund, all are, effectively, dollar funds. Two-thirds of world trade is in dollars and the dollar remains de facto a world currency. But for how much longer?

In the February 5 issue of The New York Review of Books, economics professor Lester Thurow warns: “Because it can print the world’s reserve currency, the United States has been able to run very large trade deficits for a very long time … [This] comes to an end on January 1 1999, when the Euro is to come into existence.

“For the first time since World War II, there may be a desirable place to go if one wants to get out of dollars … More than a few governments and investors throughout the world are going to want to get out of dollars.”

Currency-fund investors must be hoping their funds’ managers are making the necessary adjustments.