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 0.8610066128049307 0.7546238866288232 0.6922361510327064 0.6437699376853335 0.6106595263287189 0.5415388190540585 0.5192088077745601 0.5023964028581538 0.47944927443862295 0.4638825494474183 0.35266086932245666 0.33729122555786945 0.33168135416021427 0.3180943406765781 0.31161192022517636 0.3040448230180034 0.2972479080743447 0.2933696758576893 0.2921715753184406 0.2854636856514701
JPN 0.0 0.0 0.13899338719506912 0.12181988907048183 0.11174855795528253 0.10392459579577651 0.0985795401859416 0.08742129693142604 0.08381653494971436 0.08110248714627921 0.07739810316362862 0.0748851470470513 0.05693049046232039 0.05444934941758192 0.05354374077800521 0.05135037199561755 0.05030390665799645 0.04908234057892429 0.047985105997393925 0.04735903806236854 0.04716562717600158 0.04608276405755738
DEU 0.0 0.0 0.0 0.12355622430069492 0.11334134349780592 0.10540586407095495 0.09998462378853809 0.08866733876327447 0.08501119703336947 0.08225846509671482 0.07850128142376414 0.07595250739378626 0.05774193773104878 0.055225432242622344 0.05430691569287037 0.05208228417072183 0.05102090325037633 0.04978192582546146 0.04866905203202361 0.04803406056390043 0.047837892934455895 0.04673959544485605
GBR 0.0 0.0 0.0 0.0 0.08267394751420507 0.07688561477180882 0.07293122954274099 0.0646761251006443 0.06200924591821682 0.06000133593031318 0.05726075428382188 0.05540161618048681 0.04211838136044006 0.0402827807203841 0.03961279228825832 0.03799009165647947 0.037215894458941204 0.036312154028154096 0.03550039666981295 0.035037218365343674 0.03489412889948608 0.03409300385360272
FRA 0.0 0.0 0.0 0.0 0.0 0.07001398767612615 0.06641302435527194 0.05889571721804641 0.05646718950494476 0.054638735826514885 0.0521430927833742 0.050450114550171 0.0383540645706 0.03668252014746441 0.03607241171600786 0.0345947394313731 0.03388973585940179 0.03306676693899529 0.03232756013351442 0.03190577824106018 0.03177547735019951 0.031045952597669606
ITA 0.0 0.0 0.0 0.0 0.0 0.0 0.05143205579878851 0.045610448307008576 0.04372973026921855 0.04231372591574356 0.040381031937495586 0.039069943460475653 0.029702432742002467 0.02840794319156478 0.027935458596944844 0.02679110891352879 0.026245134936225715 0.02560780537856861 0.0250353434852063 0.024708704094240166 0.02460779553369144 0.024042831685967842
EUR 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.11319025462554164 0.1085229259436705 0.10500886503723382 0.10021254902563426 0.09695885510112846 0.0737117491684174 0.07049924836513918 0.06932669572518939 0.06648679309641786 0.06513186378079527 0.06355021971481256 0.06212955603185677 0.061318943612848655 0.061068521481815755 0.05966646550228193
CAN 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.04123436860630536 0.039899166099913036 0.03807675797135524 0.036840484497814664 0.02800751462786485 0.02678689289177949 0.026341369815935753 0.025262320474218197 0.024747501560610303 0.024146540115334136 0.023606744772928817 0.023298744495645667 0.023203594108127116 0.0226708689483136
AUS 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.032380816089133714 0.03090181118205369 0.029898493371291746 0.022729953252847324 0.021739337863753632 0.021377766377616916 0.02050204636387625 0.020084236715449007 0.01959651669675443 0.01915843702199562 0.0189084743959815 0.018831253554038772 0.01839891180076054
ADV 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.04567534379024932 0.04419235997200483 0.033596685418977444 0.03213247679398128 0.03159804527355192 0.0303036611853197 0.029686105171584154 0.028965216049712913 0.02831769931892175 0.02794823460338627 0.02783409603452611 0.027195060409736238
KOR 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.03246792897837095 0.02468333433161398 0.02360758681154469 0.023214942366665634 0.022263964173283794 0.02181024853540355 0.021280614525700903 0.020804886883163766 0.02053344281112011 0.020449585715690218 0.019980089103753897
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 0.2397625870114106 0.22931326906603972 0.22549930104149749 0.2162619351016521 0.21185474952274222 0.2067101277050613 0.20208912761021372 0.19945244441062093 0.1986378950523609 0.19407742033048472
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 0.04358193693027497 0.04285707650428795 0.041101476833009125 0.04026387295285707 0.03928611626000859 0.03840787604517634 0.03790676347817232 0.03775195499760392 0.03688521788068775
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 0.016632129662953944 0.015950810176170303 0.015625749824947126 0.015246298461934768 0.01490546781458884 0.014710994232394947 0.014650915595871972 0.014314549112479147
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 0.04096405575175381 0.040129252365397675 0.03915476476145521 0.038279460906316676 0.0377800237883742 0.03762573290353293 0.03676189368618019
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 0.020378924182095758 0.019884048054917784 0.019439540623337886 0.019185910401982198 0.019107556531455572 0.018668871211438696
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 0.024283721886200253 0.023740859848499343 0.023431109754337123 0.02333541879667494 0.022799667108818106
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 0.02235497673070461 0.022063308434294205 0.021973203478301544 0.02146872653046125
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 0.01304713039623964 0.012993846859290288 0.012695524577300221
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 0.0040839276784349 0.003990165866578388
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 0.022958734639601616
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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