Hedged and Unhedged Time Series

How do we obtain a hedged or unhedged time series of asset returns?

Asset class time series in the Windham-managed database are unhedged and denominated in USD by default, unless otherwise noted.

Base Currency

The WPA has the option to specify the base (denominated) currency of the analysis for a case file.

If the selection of assets are denominated in the default USD currency, a change in the base currency using the drop down editor will convert all selected assets to the specified base currency using the internal time series of spot rates.

Last updated