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 0.8586105952872014 0.7543055634081699 0.6905079349985542 0.6428893355452124 0.6111449513682438 0.543350200107867 0.5195174315583686 0.5022408242046993 0.4773237168385349 0.46205586436646223 0.4545002218363543 0.3442258451138817 0.3293246141431044 0.3239171557356269 0.3109422998786913 0.3055749732960132 0.3032638386827517 0.2965216067499879 0.28897435045997427 0.28505689681613666 0.28378754042786963 0.26537245937089565
JPN 0.0 0.0 0.1413894047127987 0.1242132523954694 0.11370754846817667 0.10586608288771394 0.10063866127611054 0.08947474182767812 0.0855501443717798 0.08270516523618575 0.07860200718409063 0.07608781438922171 0.07484360915180868 0.05668447092844448 0.054230650549322114 0.05334019179020708 0.05120359208375592 0.050319741925617355 0.049939162010841344 0.04882890298929942 0.04758607873355749 0.04694098252611211 0.046731954655863876 0.04369950040631834
DEU 0.0 0.0 0.0 0.12148118419636082 0.11120655303349121 0.10353756034407378 0.09842511577455704 0.08750674652881446 0.08366847052168898 0.08088606664979334 0.07687315748349628 0.07441426431285281 0.0731974253467252 0.05543769703419175 0.053037848389122205 0.05216697525401652 0.05007737001876425 0.04921296012857825 0.04884075106201953 0.04775491216721151 0.04653942380808859 0.04590851647984683 0.04570408617375555 0.042738330699587525
GBR 0.0 0.0 0.0 0.0 0.08457796349977804 0.07874532355121072 0.07485706212775843 0.0665531141107256 0.06363391952032259 0.06151776676943247 0.05846575521312804 0.05659564800124544 0.05567018309962895 0.042163050543051465 0.04033784954930647 0.03967550839921505 0.03808626252750022 0.03742883698784717 0.03714575398610887 0.03631992097621373 0.035395483276563576 0.03491564773158716 0.034760168593935714 0.03250456807938773
FRA 0.0 0.0 0.0 0.0 0.0 0.06896169767178922 0.06555652900067929 0.058284295846916766 0.05572779336893057 0.053874559682751046 0.05120174193631311 0.04956398413250131 0.0487535025969264 0.03692454882834218 0.035326117919120825 0.034746068614751845 0.033354276843649874 0.032778532415121596 0.032530620748732884 0.03180739245037259 0.03099781049318857 0.03057759158630552 0.030441429782639598 0.028466073866406292
ITA 0.0 0.0 0.0 0.0 0.0 0.0 0.049377680452650924 0.04390017866423349 0.041974601389800546 0.04057873156332891 0.03856554473657639 0.03733197299737378 0.03672151208849959 0.027811853383593474 0.026607902963028125 0.026171005378080984 0.025122697141240227 0.024689042021794092 0.02450231305322257 0.023957571951838466 0.023347788612307935 0.02303127650862382 0.022928718393760802 0.021440865166952365
EUR 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.1109307229137646 0.10606500970760871 0.10253780654681234 0.09745071403723055 0.09433361955243695 0.0927910547613014 0.07027736777589086 0.06723512297030296 0.06613113281782208 0.06348217798238442 0.06238638116881456 0.06191453845420946 0.06053804008868888 0.05899718743767217 0.05819739760672005 0.057938244998038374 0.054178610320881435
CAN 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.04386262956150024 0.04240397315769033 0.040300232679016126 0.03901117457143092 0.038373254976696386 0.029062837573002966 0.02780473315844854 0.027348183809786777 0.02625272240369017 0.025799561367446572 0.02560443328270807 0.02503518958900285 0.024397978040852173 0.02406722914280544 0.023960057938033606 0.02240528069730824
AUS 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.03325510618930658 0.0316052581254733 0.030594320681179638 0.030094035394604104 0.022792386601572536 0.021805724437919716 0.021447677869643078 0.0205885676808276 0.020233178379803957 0.020080150144587323 0.019633723593675143 0.01913399358913051 0.01887460540195198 0.018790556914753162 0.017571230554726393
ADV 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0496118717661407 0.04802496813603038 0.047239652939883706 0.03577800114247876 0.034229203263805734 0.0336671651256856 0.03231859001355431 0.03176072308016475 0.03152050934256368 0.030819738075044602 0.030035294524394435 0.029628123874850497 0.029496190044331162 0.027582171092972983
KOR 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.03198636885926482 0.03146332048443648 0.023829445099244947 0.022797889594713232 0.02242355183049101 0.021525351943114234 0.021153792352377136 0.020993801299510496 0.020527062244414213 0.020004594417068738 0.019733404011526172 0.019645531300063798 0.018370725328129497
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 0.016352227323134925 0.012384722821603229 0.011848599175185244 0.011654047038858 0.011187231441716418 0.010994123187461133 0.010910972076076145 0.010668396816630947 0.010396858004126916 0.010255913974984194 0.010210244461048316 0.009547697828175565
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 0.24262777315470174 0.23212463244338338 0.22831318245943788 0.2191678482892798 0.21538468524375545 0.21375568076127427 0.20900341493591823 0.20368372725683648 0.2009225079366351 0.2000278013996433 0.18704792155407632
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 0.043289111443237216 0.04257831103666863 0.04087279023127035 0.040167265078847825 0.03986347070837807 0.038977216790574226 0.037985143909902444 0.0374702018737505 0.03730334732418744 0.034882718977940624
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 0.016419842839708675 0.015762128080652693 0.015490050305837656 0.015372895451705332 0.015031121677872857 0.014648540020931628 0.014449958463812257 0.014385612898800148 0.013452125025490966
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 0.04005609343990837 0.03936466568883643 0.03906694156427337 0.03819839626697004 0.03722614642098361 0.03672149366301119 0.03655797310592776 0.034185712375208864
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 0.01726148737168299 0.017130934726907243 0.016750075816542153 0.016323742246957828 0.016102450968183003 0.016030746865488017 0.01499050562555653
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 0.007563232644129724 0.007395085103461291 0.007206860699938001 0.007109161569670337 0.007077504522412492 0.0066182425715008274
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 0.022232231716281078 0.021666362832388184 0.021372644819383415 0.021277472579951003 0.01989676931984107
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 0.02545263521513657 0.02510758895615166 0.024995785036332704 0.023373799071646707
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 0.013556406087952211 0.01349603950548435 0.012620276386825564
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 0.004452993077679246 0.004164036669135123
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 0.06489037901103545
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
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