What is your currency risk today

Hedge Study Calculator






Please use this calculator to identify your funds' appropriate strategic currency exposure

Input


To use this tool, Input your assets into mix column and click calculate.
 

Assets



Asset Class Mix (%) Risk (%) Return (%) Initial Asset  
Domestic Bonds        
Domestic Equity        
Real Estate        
Emerging Markets        
Hedged Int'l Equity        
Hedged Int'l Fixed Income        
Currency        

Correlations



Asset Class Domestic Bonds Domestic Equity Real Estate Emerging Markets Hedged Int'l Equity Hedged Int'l Fixed Ir
Domestic Bonds            
Domestic Equity            
Real Estate            
Emerging Markets            
Hedged Int'l Equity            
Hedged Int'l Fixed Income            
Currency            

  Transaction Cost   bp  

 

Sensitivity Analysis



   
 
  International Weight %
Outputs      
Currency Beta CB Optimal Exposure OptH
Risk Aversion Coefficient RA Hedge Ratio n/a
    Hedge Ratio
Transaction Costs bp n/a
  bp n/a
  bp n/a
    Hedge Ratio
Stock/Bond Mix % n/a
  % n/a
  % n/a
Stock/Bond Premium bp n/a
  bp n/a
  bp n/a
Currency Volatility % n/a
  % n/a
  % n/a
Domestic Correlations bp n/a
  bp n/a
  bp n/a
International Correlations     n/a
      n/a
      n/a
Currency Outlook Compound Return 0%   n/a
Arithmetic Return % n/a
  % n/a
International Allocation % n/a
  % n/a
  % n/a