ashr

Name: ashr

Domain: currency, owner

Description: asset split among currencies

Calibration Values:

  USA JPN DEU GBR FRA ITA EUR CAN AUS ADV KOR TUR CHN IND IDN ROA MEX ARG BRA RUS SAU ZAF OIL ROW
USA 0.0 1.0 0.7154450671588163 0.610047773714138 0.5522030909849531 0.5010379992958056 0.46642246000292154 0.40915286587449073 0.3906903060059752 0.376296546783595 0.3563867413594757 0.34638366778356794 0.3400367364478367 0.2920497351052599 0.2820572662825324 0.2775415828350614 0.2700208608009095 0.26455438089745187 0.2621888474654347 0.25105388745016344 0.24171107007741605 0.23920436513649163 0.2376694750261514 0.22714321078489322
JPN 0.0 0.0 0.2845549328411837 0.2426351249698473 0.2196284811829401 0.19927852016184264 0.1855108349671365 0.16273292194612185 0.15538978307408383 0.14966493377835535 0.14174617997683717 0.13776764401334018 0.13524327044101436 0.11615733558578725 0.11218301746509547 0.11038698858865076 0.10739576165652032 0.10522157122149038 0.10428072441468472 0.09985200172893391 0.09613607035686193 0.09513907521515239 0.09452860129854418 0.09034197600509607
DEU 0.0 0.0 0.0 0.14731710131601483 0.13334850516111574 0.12099292692447536 0.11263380960802097 0.09880408845490601 0.0943456658199968 0.0908697956061415 0.08606188555511406 0.08364629801107348 0.08211361226592422 0.07052549369023257 0.0681124670300539 0.06702199932472651 0.06520586128175103 0.06388579093893722 0.06331455120446654 0.060625630592999566 0.05836948470937734 0.05776415423910411 0.0573935020186767 0.05485157202151025
GBR 0.0 0.0 0.0 0.0 0.09481992267099108 0.08603426008303695 0.08009035500073933 0.07025647580790297 0.06708623187479015 0.06461465002620513 0.06119589659738575 0.059478248365377476 0.058388403798628176 0.050148457607092155 0.04843263033895192 0.0476572330941952 0.04636583452480954 0.04542717407507566 0.045020983489109476 0.04310897672053207 0.04150470243218471 0.04107427099755893 0.04081071187602026 0.03900322550431193
FRA 0.0 0.0 0.0 0.0 0.0 0.09265629353483947 0.08625488770514976 0.07566409752228342 0.07224984078130565 0.06958802195428435 0.06590612800973024 0.06405627286340887 0.06288254325863735 0.054008370663936586 0.0521604766405738 0.051325397282107284 0.049934600118279965 0.04892369123063284 0.04848623626643548 0.04642706286017941 0.044699308018933126 0.04423574639458934 0.043951901199599554 0.04200529309655329
ITA 0.0 0.0 0.0 0.0 0.0 0.0 0.06908765271603194 0.06060473825623438 0.057870018053358736 0.055737978703393136 0.05278888889588964 0.05130720880419572 0.05036708557785548 0.043259131806463465 0.04177902251713797 0.04111014827426284 0.03999616025561973 0.039186451681236585 0.0388360629966129 0.037186725075499194 0.035802843771769434 0.035431544412774026 0.03520419267911224 0.03364501628719348
EUR 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.12278481213806063 0.1172442864956501 0.11292478840707366 0.10694995131658698 0.10394807692620255 0.10204339328175269 0.08764272439648432 0.08464403244165299 0.08328889750305828 0.08103196490127323 0.07939150050768295 0.07868161527338123 0.075340067192769 0.07253633252137386 0.0717840823945194 0.07132346923604159 0.06816458783699271
CAN 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.045123867894839624 0.0434614204788782 0.04116188190328789 0.04000654898705547 0.03927349242862944 0.03373109970486727 0.03257699161421718 0.032055440144405485 0.031186813351454824 0.03055544698985986 0.030282233100376924 0.028996169799037335 0.027917095016754358 0.027627576129628746 0.027450299710154367 0.026234539427017357
AUS 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.03684186426207381 0.034892565616658544 0.03391320005500998 0.03329179445150284 0.028593556838326196 0.02761522955056173 0.02717311495226355 0.02643678765215054 0.02590158393498659 0.025669982921491523 0.024579798361062475 0.023665076149513572 0.023419653532782206 0.02326937786964976 0.02223878856002694
ADV 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.05290988076903421 0.051424804673873566 0.050482526689732576 0.04335828152333276 0.04187477983081183 0.04120437253146901 0.04008783125777819 0.039276266835333744 0.03892507506157202 0.03727195686607297 0.03588490371321644 0.03551275333792041 0.03528488051520572 0.0337221304986821
KOR 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.02806802951689493 0.02755372739285737 0.023665262966317747 0.022855557036307754 0.022489643894087186 0.021880227608978627 0.021437269890257227 0.021245586885634313 0.020343303044199384 0.01958623942319435 0.019383117062598598 0.01925874243143343 0.01840578219425828
TUR 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.01832341396562889 0.015737558979033603 0.015199099091757385 0.014955764392071363 0.014550498465243093 0.014255928604197476 0.014128458117398955 0.013528433296604808 0.013024980898741961 0.012889903163312363 0.012807193197391287 0.012239968905042633
CHN 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.14112299113286636 0.13629447420729215 0.134112425472043 0.13047829518065324 0.12783680675517806 0.12669374407295805 0.1213131575679452 0.11679856236458021 0.11558728340545604 0.1148456005432771 0.10975914533849532
IND 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0342149559530537 0.033667180984199005 0.03275487981740008 0.03209176848692401 0.031804817460103545 0.03045409116440197 0.02932076072729217 0.029016684890950765 0.028830495050106656 0.02755360659368912
IDN 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.016009810727399355 0.015575982631911013 0.015260652194916647 0.015124197894522903 0.014481884766231802 0.01394295025317458 0.01379835256354662 0.013709813397981266 0.013102612500560116
ROA 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.027097640495267365 0.026549058038492977 0.026311667585287954 0.025194231167494047 0.024256643213627353 0.0240050856520545 0.023851053477331498 0.022794702040921135
MEX 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.020244657717346064 0.020063638546589296 0.01921155114799551 0.018496604983863518 0.018304782858842406 0.018187327518234674 0.017381819720995756
ARG 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.008941577243939644 0.008561835290583474 0.008243211809752713 0.008157724207691395 0.008105378966407341 0.0077463957155437125
BRA 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.04246923590729453 0.040888769183309845 0.040464725387106 0.040205077504932685 0.038424414381868104
RUS 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0372143903750627 0.036828452336739585 0.03659213713722998 0.0349714893673956
SAU 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.010370666681180758 0.010304121767932639 0.009847757279007736
ZAF 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0064166475785858166 0.006132457410926331
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 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.04428950852901903
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 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0

This site uses Just the Docs, a documentation theme for Jekyll.