What is your currency risk today

Hedge Study Calculator

Please use our calculator to show you how much your exact currency exposure can make or lose



  Input Sensitivity Analysis  
  Assets Correlations  
 
     
  Asset Class Mix (%) Risk (%) Return (%) Initial Asset  
  Domestic Bonds 0.00 0.00 0.00 0  
  Domestic Equity 0.00 0.00 0.00 0  
  Real Estate 0.00 0.00 0.00 0  
     
 
 
  Transaction Cost   20 bp  
 

 



Input


  

Assets

Asset Class Mix (%) Risk (%) Return (%) Int'l
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 20 bp
 

Sensitivity Analysis


   
International Weight 20 %
   
Outputs      
Currency Beta Optimal Exposure
Risk Aversion Coefficient Hedge Ratio
    Hedge Ratio
Transaction Costs 10 bp
  20 bp
  30 bp
    Hedge Ratio
Stock/Bond Mix 35 %
  40 %
  45 %
Stock/Bond Premium 200 bp
  300 bp
  400 bp
Currency Volatility 5 %
  6 %
  7 %
Domestic Correlations -0.1 bp
  0 bp
  0.1 bp
International Correlations -0.1    
  0    
  0.1    
Currency Outlook Compound Return 0%  
Arithmetic Return 0 %
  -0.5 %
International Allocation 15 %
  20 %
  25 %