However, Fergie believes that United would need some unprecedented luck to win all five trophies in one season.
"The thing about cup football is you need to be the best but you also need a lot of luck," the United boss has told the New Statesman.
"I think it's asking too much for all the games to go your way.
"The one thing I will say is, this squad is the best I have ever had.
"Every game we play, I feel confident.
"At the moment, every attack fears our defence and every defence fears our midfield and attack.
"That gives you confidence but it is too tough a call."