| Parameter Analysis | Using the Calculator | Support |
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When buying an international asset, an investor immediately produces a currency risk. Studies have shown that the long-term return of this risk is zero, but we believe that actively managing this risk can produce excess returns. This tool developed by Lee Overlay Partners can be used to develop an investor’s optimal hedge ratio. By inputting the percentage of your asset held in bonds and equities at home and abroad, the calculator will work out an investor’s optimal hedge ratio.
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