ashr

Name: ashr

Domain: currency, owner

Description: asset split among currencies

Calibration Values:

  USA JPN AUS EUW GBR CAN NZL CHN IND VNM OIL ROW
USA 0.0 1.0 0.859197118185367 0.8139211743480907 0.519513840018709 0.48848805249035976 0.4701056712031942 0.4680415734737467 0.35397354827813526 0.337947552784861 0.3360927505118448 0.31466276612312855
JPN 0.0 0.0 0.1408028818146329 0.1333831835472202 0.0851365120633923 0.08005209057023549 0.07703963602975147 0.0767013773199608 0.05800822026612027 0.0553819238067384 0.055077963865871056 0.05156607643595669
AUS 0.0 0.0 0.0 0.05269564210468894 0.03363484849007078 0.03162614808131252 0.03043601884537482 0.030302383109325582 0.022917284870407062 0.02187971495639009 0.02175962962155148 0.020372189629513742
EUW 0.0 0.0 0.0 0.0 0.3617147994278279 0.34011289848039006 0.3273140491560804 0.3258769080470396 0.24645632349962288 0.2352981226992896 0.23400670487654557 0.21908594260267272
GBR 0.0 0.0 0.0 0.0 0.0 0.05972081037770213 0.05747344587913418 0.057221096638507024 0.04327554593744766 0.0413162647777787 0.04108950325460487 0.038469549649698856
CAN 0.0 0.0 0.0 0.0 0.0 0.0 0.0376311788864649 0.0374659512883864 0.028334995155958716 0.027052140810259032 0.026903666966162976 0.025188232276762337
NZL 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.00439071012303397 0.0033206350243120872 0.003170294745516398 0.003152894797353854 0.002951859558766711
CHN 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.2437134469679961 0.2326794286868038 0.23140238338892843 0.21664767815954059
IND 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.04527455673236308 0.04502607039167208 0.04215511294284498
VNM 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.005488432325465032 0.005138478275953048
OIL 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.06376211434516187
ROW 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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