ashr

Name: ashr

Domain: currency, owner

Description: asset split among currencies

Calibration Values:

  USA JPN AUS EUW GBR CAN NZL CHN IND VNM ROW OIL
USA 0.0 1.0 0.868473997560447 0.8236425048379767 0.5272229593214528 0.49510825841808853 0.4765553480468418 0.474498470499922 0.36170078306923564 0.3453212737895441 0.34347099989247815 0.27772612857905443
JPN 0.0 0.0 0.13152600243955298 0.12473649919852589 0.07984525550412389 0.07498164618337688 0.07217190157201957 0.07186039785168487 0.054777757549432406 0.05229716356097572 0.052016948920372855 0.04206022007293766
AUS 0.0 0.0 0.0 0.05162099596349726 0.033043188149146765 0.031030430385962118 0.029867644704359087 0.029738731897014543 0.02266924612697563 0.0216426762529775 0.02152671212920927 0.01740621601984626
EUW 0.0 0.0 0.0 0.0 0.35988859702527654 0.33796672422430224 0.3253022892519764 0.3238982404306458 0.24690121145191635 0.23572036564387827 0.23445734690549752 0.18957912398241503
GBR 0.0 0.0 0.0 0.0 0.0 0.06091294078827031 0.058630384778187494 0.05837732808181051 0.04449988059694707 0.04248471712122039 0.04225707877664064 0.0341685175673358
CAN 0.0 0.0 0.0 0.0 0.0 0.0 0.03747243164661575 0.03731069554691965 0.028441203997897607 0.027153252777952386 0.027007762306762658 0.02183812103318353
NZL 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.004316135692002673 0.0032901047246488447 0.0031411133389757117 0.003124282867006659 0.002526253993819728
CHN 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.23771981248294652 0.22695474351768075 0.22573869206177774 0.18252933446038458
IND 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.045284693996795106 0.04504205303141411 0.03642041108443826
VNM 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0053581231088403675 0.004332507803960282
ROW 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.19141316540262443
OIL 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0

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