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What is your currency risk today?
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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