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 0.8591736693507759 0.813881961131966 0.5194952439187793 0.48847004748952694 0.47008535468353335 0.46802126192174665 0.3539651841435596 0.3379402605779265 0.3360844210575556 0.3146470610739055
JPN 0.0 0.0 0.14082633064922415 0.13340261027135228 0.08514996629969675 0.08006465616198673 0.07705123882816917 0.07671291536676503 0.05801809324322193 0.055391463418325564 0.055087274545632184 0.051573497467727575
AUS 0.0 0.0 0.0 0.052715428596681796 0.03364789459030144 0.03163838141127781 0.030447598217682566 0.030313906183951335 0.02292645282920287 0.02188851274165442 0.02176830934559076 0.020379803796275322
EUW 0.0 0.0 0.0 0.0 0.36170689519122257 0.3401051045983578 0.32730446738032 0.3258673096912127 0.2464539363181802 0.23529632627948646 0.23400416824965958 0.21907806255080753
GBR 0.0 0.0 0.0 0.0 0.0 0.059721810338850725 0.0574740427581351 0.05722168059780455 0.043276843078963366 0.04131758795001538 0.041090687454428065 0.03846969164580242
CAN 0.0 0.0 0.0 0.0 0.0 0.0 0.03763729813215987 0.03747203692188435 0.028340157869807998 0.02705712528907413 0.026908537836566347 0.025192159521793604
NZL 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.004390889316635507 0.003320836192644475 0.003170493309940134 0.0031530821652200696 0.002951960800471438
CHN 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.24369849632441964 0.23266563221348302 0.23138792095600977 0.21662869426590123
IND 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.04527259822009442 0.045023978310696704 0.04215209502641568
VNM 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.005491620078640859 0.0051413335757770325
OIL 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.06378564027512255
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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