ashr

Name: ashr

Domain: currency, owner

Description: asset split among currencies

Calibration Values:

  USA JPN DEU GBR FRA ITA EUR CAN AUS ADV KOR CHN IND IDN ROA MEX BRA RUS SAU ZAF OIL ROW
USA 0.0 1.0 0.868473997560447 0.7601383506102394 0.6951301470819983 0.6457365490599946 0.6127736087581643 0.5429581914642738 0.5207263973400719 0.5042690609601175 0.48088873802477317 0.4660243370059902 0.3567557149891867 0.34081114432293175 0.33517754195355526 0.3218648577845608 0.3152722887129119 0.3076291732031945 0.30069631079492576 0.2967860780520113 0.2955823394794136 0.28883402135944475
JPN 0.0 0.0 0.13152600243955298 0.11511911564145769 0.10527395141102108 0.09779354035416823 0.09280146945886017 0.08222827697283465 0.0788613839899369 0.07636900348005553 0.07282817160705797 0.07057703311569183 0.05402885195388519 0.05161412722264589 0.05076094658504539 0.0487448077767372 0.04774639647342094 0.046588885215742885 0.04553893820456645 0.04494675319646206 0.04476445306671632 0.04374245435633107
DEU 0.0 0.0 0.0 0.12474253374830284 0.11407435996648008 0.10596862163178947 0.10055923702470666 0.08910217523990993 0.08545382579589463 0.08275309396578036 0.07891626515630505 0.0764769420459196 0.05854541055744893 0.055928826164830456 0.05500432362773008 0.05281964507165129 0.0517377712663789 0.0504834974968109 0.04934577984022703 0.04870409094306097 0.048506551377538634 0.04739911836860191
GBR 0.0 0.0 0.0 0.0 0.08552154154050046 0.07944466994630202 0.07538925459688334 0.06679989599212334 0.06406472860987987 0.062039990101886155 0.059163519749479615 0.057334759344627624 0.043891491150735026 0.04192983797211276 0.041236738469699066 0.03959888507353508 0.03878780433982446 0.03784747536214018 0.03699452849610044 0.03651345436435697 0.03636535896269376 0.03553511649536864
FRA 0.0 0.0 0.0 0.0 0.0 0.07105661900774551 0.06742938884118327 0.059746925281175235 0.05730054660361446 0.05548958719186203 0.05291682481452219 0.05128115144043868 0.03925727133724199 0.03750273648131131 0.03688281689059797 0.03541789388392641 0.03469244994012561 0.0338514042418501 0.03308851454094252 0.03265823392782042 0.03252577496562831 0.031783192452230664
ITA 0.0 0.0 0.0 0.0 0.0 0.0 0.05104704132020205 0.04523107529220868 0.043379058010360884 0.042008081326311904 0.040060385972102854 0.03882210860153593 0.029719497484850838 0.02839123669489502 0.02792193003935228 0.026812918278492227 0.0262637250022205 0.025627016064917685 0.02504947468786755 0.02472373315862043 0.024623455842861606 0.02406128790842651
EUR 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.11393345975747418 0.10926837640298007 0.10581499582665235 0.10090890706300934 0.09778978544017276 0.07486103633016822 0.07151525367339528 0.07033310775694825 0.0675395958625211 0.06615622194012491 0.06455240306965224 0.06309762254950502 0.06227710569966113 0.062024515164375675 0.060608459116158385
CAN 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.04094568324726123 0.0396516123379519 0.03781317414465231 0.036644358699757795 0.028052364115233482 0.026798612925839328 0.02635563231387918 0.02530883124533552 0.0247904453014458 0.0241894529410014 0.023644309100366738 0.023336840241226335 0.023242188042763064 0.02271155526208699
AUS 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0316045748093822 0.030139235722604386 0.029207623790870312 0.02235931877633502 0.021360008258522013 0.021006927688418678 0.02017256810678664 0.01975938522776122 0.0192803603686043 0.01884584993441644 0.018600779885878785 0.018525336737143523 0.018102392437419904
ADV 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.04636477774549298 0.0449316299192691 0.034396520706325984 0.032859228570467865 0.03231606608586594 0.031032526684991936 0.0303969056450102 0.029659996410357 0.028991566066116112 0.028614561870087225 0.02849850369078485 0.027847866141913577
KOR 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.030910270595725944 0.02366274636585277 0.022605181439108873 0.022231518177690163 0.02134851993630483 0.020911250725784904 0.020404301303105464 0.019944461256082836 0.019685104946598513 0.01960526386953255 0.01915766420017967
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 0.23446977623273574 0.22399056101860204 0.22028800088730338 0.21153853466430025 0.20720571495018517 0.20218244690432158 0.19762597694680908 0.19505606325593283 0.19426493279354273 0.1898297504739424
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 0.04469324525533719 0.043954466677935344 0.042208669721225674 0.041344134299511975 0.04034183246261254 0.03943267169983928 0.038919892132927784 0.03876203642854553 0.03787707640942414
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 0.01652998284597874 0.015873439929455103 0.015548313570958249 0.015171377313447983 0.014829468675971033 0.014636627354361496 0.01457726246421966 0.014244455015032775
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 0.03971830598017566 0.03890477921808826 0.03796161442977833 0.03710609527697169 0.03662357033900306 0.03647502831650436 0.035642282033528996
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 0.02048241338624676 0.019985860225586894 0.01953545034536606 0.01928141278372758 0.019203209047035173 0.01876478852501788
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 0.02424290298687586 0.023696554573183627 0.02338840631775154 0.023293544971757636 0.022761739682280357
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 0.022536427010742224 0.022243364968934188 0.02215314781126555 0.02164737845761469
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 0.013003926561577192 0.012951183764138239 0.012655500645097672
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 0.004055913203539006 0.003963314326986812
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 0.022830586332912007
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
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