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home capital markets equity fixed income commodity currency economy portfolio ad hoc my story navigation menu is there a smart way to hedge against fx exposure? on jul 1, 2015 in currency , home | 5,557 comments in today‘s market environment, when equities valuation are high and starting to come under pressure, and yields are at record low, it is becoming crucial for foreign asset investors to consider hedging their currency exposure. investments in foreign instruments, such as equity and fixed income, can generate substantial returns and provide a greater degree of portfolio diversification. however, they introduce an added significant risk, namely currency risk. since currency exposure can have a significant impact on portfolio returns, investors should consider hedging this risk appropriately and methodically. while hedging instruments such as currency futures, forwards, swaps and options have always been available, their relative complexity has hindered widespread adoption by the lambda investor. a broad industry rule of thumb is that it would be more common to see a foreign currency equity portfolio left at least partly unhedged, while a fixed income portfolio would be expected to be largely hedged. but how do we go about effectively construct a currency hedging program? this is what this article is all about. the impact of currencies should not be overlooked as a matter of fact, currency fluctuations contribute to interim risk and may substantially increase the magnitude and likelihood of drawdowns. it might be argued that the impact of currency tends to net out at zero over the long-term. in theory, it is believed that there is purchasing power parity (ppp) between two currencies, to which they will revert to over time. this would suggest the practice of currency hedging to be irrelevant over the long term. in practice however, there are a few flaws to this argument. currencies can trade beyond their ppp for extended periods of time, and not all investors are looking to hold an investment over the long-term. several models describe currency movements, incorporating variables such as relative purchasing power of currencies, real and nominal interest rate differentials, and trade and financial flows. while currencies tend to follow their ppp rates in the long term, empirical studies of exchange rates have shown that currency returns exhibit non-random trends and reversals. these studies have drastic implications for currency investment policy. moreover, over the short-term, the impact of currency can actually be quite substantial. even for longer-term investors, currency can attribute a significant amount of additional volatility and potential drawdowns. therefore investors recognizes that the key problem they want to solve with hedging is the avoidance of large losses from foreign currency weakening (or domestic currency strengthening), which often happen suddenly over short horizons. the trade-off is ultimately between certainty around expected cash flows and the cost of that certainty. the question which remains, is it worth it? investors often spend considerable time developing an investment policy, or strategic asset allocation, for multiple asset class portfolios. for portfolios that include foreign investments, the policy should include guidelines and a benchmark for the management of the currency exposure. let’s dig a step further into the two types of currency hedging program. passive versus active currency management as mentioned previously, currency exposure is an inescapable feature of investment in foreign markets. generally speaking, there are two types of currency management strategy, static hedging program and dynamic hedging program. the decision to any of the two approaches can have a significant effect on a fund’s performance. static strategies, referred as passive hedging, use currency hedging to reduce both upside and downside currency risk. managers may choose to fully hedge currency exposure, removing any impact from currency fluctuations or partially hedge in order to achieve a result somewhere between that of a fully hedged portfolio and an unhedged portfolio. a static approach provides investors with better transparency rather than being at the discretion of the portfolio manager. from the practitioners point of view, a passive currency hedging policy should be mainly driven by the volatility of its currency exposure introduce to a portfolio, not by its expected return. whereas, dynamic strategies referred as active strategies use both fundamental and/or technical approaches has the best opportunity of consistently adding value. active currency management strategies seek to exploit certain characteristics of currency markets, and views about currency returns should dictate tactical decisions, not policy decisions. currency markets exhibit what are considered the three essential characteristics for active management to succeed. • observable inefficiencies that can be captured using fundamental and technical approaches • a stylized fact, for expecting those inefficiencies to persist. as an example, the recurrent presence of nonprofit maximizers such as central banks, corporate treasurers, and foreign investors with passive currency policies • much lower transaction costs than either equity or fixed income trades these factors imply that active currency managers have a larger opportunity than equity and fixed income managers to beat a passive approach. to summarize, passive hedging leaves you fully exposed to one or the other, or sub-optimally exposed to both. despite the fact that dynamic hedging is not widespread, there is still significant room for investors’ consideration. what are the routes for a dynamic currency programs? investors are taking one of two routes in their dynamic currency programs, by developing systematic or so called rule based signals into their hedging programs. some are applying those signals with optionality, and others replicate those trades synthetically with forward contracts. the signal output will indicate hedging out significantly more those currencies that are over-valued as opposed to the under-valued ones. the primary objective is not to add realized return but to provide... read more benchmarking – an art or a science? on apr 15, 2015 in home , portfolio ad hoc | 2,540 comments benchmarking has increasingly become a de facto aspect of most investment programs today. the ubiquitous nature of benchmarks has led index providers to create indices representing just about every asset class, country, and investment style in the market today. with benchmarks covering all types of assets and investment strategies, it makes sense to choose carefully and only after deciding one’s investment goals and risk tolerance. despite their widespread use for relative performance evaluation, benchmarks still can’t fully evaluate whether an investment program will achieve its ultimate goal: meeting investors’ objectives. whether investors should benchmark is the easy question. more difficult ones are what to benchmark, and how. in the old days, pension funds basically had the smi index for equities and the sbi index for bonds. the increase in complexity created a whole new set of issues for investors: how does one go about setting up a benchmark of his portfolio? for asset classes not having suitable market-based benchmarks there has been a rise in popularity of reference-rate plus margin benchmarks. since this benchmark is not explicitly tied to market cycles, it is best used when evaluating portfolios over a long-term basis. as such, a benchmark based on an absolute target return measure may be consistent with this objective, but absolute benchmarks grow in usefulness as the length of time considered grows – and, conversely, these benchmarks are less useful in assessing short-term performance, as market noise may obscure the longer term performance trends. reference-rate plus margin and absolute benchmark

URL analysis for marcbourget.com

http://marcbourget.com/is-it-overvalued-look-at-the-peg-ratio/#respond
http://marcbourget.com/how-to-use-a-volatility-call-spread-as-a-downside-hedge/
http://marcbourget.com/category/capital-markets/commodity-investments/
http://marcbourget.com/is-it-overvalued-look-at-the-peg-ratio/
http://marcbourget.com/category/capital-markets/portfolio-ad-hoc/
http://marcbourget.com/category/capital-markets/equities/
http://marcbourget.com/capital-markets/
http://marcbourget.com/liquid-alternatives-the-new-eldorado-for-active-managers/#respond
http://marcbourget.com/is-there-a-smart-way-to-hedge-against-fx-exposure/
http://marcbourget.com/benchmarking-an-art-or-a-science/#respond
http://marcbourget.com/contact/
http://marcbourget.com/benchmarking-an-art-or-a-science/
http://marcbourget.com/liquid-alternatives-the-new-eldorado-for-active-managers/
http://marcbourget.com/category/capital-markets/currency-investments/
http://marcbourget.com/category/capital-markets/economy/

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Domain Name: marcbourget.com
Registry Domain ID: 1716618882_DOMAIN_COM-VRSN
Registrar WHOIS Server: whois.ovh.com
Registrar URL: http://www.ovh.com
Updated Date: 2017-02-27T08:13:10.0Z
Creation Date: 2012-04-28T08:06:11.0Z
Registrar Registration Expiration Date: 2018-04-28T08:06:11.0Z
Registrar: OVH, SAS
Registrar IANA ID: 433
Registrar Abuse Contact Email: [email protected]
Registrar Abuse Contact Phone: +33.972101007
Domain Status: clientDeleteProhibited https://icann.org/epp#clientDeleteProhibited
Domain Status: clientTransferProhibited https://icann.org/epp#clientTransferProhibited
Registry Registrant ID:
Registrant Name: Bourget Marc
Registrant Organization:
Registrant Street: office #4517422, c/o OwO, BP80157
Registrant City: Roubaix Cedex 1
Registrant State/Province:
Registrant Postal Code: 59053
Registrant Country: FR
Registrant Phone: +33.972101007
Registrant Phone Ext:
Registrant Fax:
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Registrant Email: [email protected]
Registry Admin ID:
Admin Name: Bourget Marc
Admin Organization:
Admin Street: office #4517422, c/o OwO, BP80157
Admin City: Roubaix Cedex 1
Admin State/Province:
Admin Postal Code: 59053
Admin Country: FR
Admin Phone: +33.972101007
Admin Phone Ext:
Admin Fax:
Admin Fax Ext:
Admin Email: [email protected]
Registry Tech ID:
Tech Name: Bourget Marc
Tech Organization:
Tech Street: office #4517422, c/o OwO, BP80157
Tech City: Roubaix Cedex 1
Tech State/Province:
Tech Postal Code: 59053
Tech Country: FR
Tech Phone: +33.972101007
Tech Phone Ext:
Tech Fax:
Tech Fax Ext:
Tech Email: [email protected]
Name Server: dns101.ovh.net
Name Server: ns101.ovh.net
DNSSEC: unsigned
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  REGISTRAR OVH

  REFERRER http://www.ovh.com

SERVERS

  SERVER com.whois-servers.net

  ARGS domain =marcbourget.com

  PORT 43

  SERVER whois.ovh.com

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  PORT 43

  TYPE domain

DOMAIN

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NSERVER

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STATUS
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clientTransferProhibited https://icann.org/epp#clientTransferProhibited

  CHANGED 2017-02-27

  CREATED 2012-04-28

  EXPIRES 2018-04-28

  REGISTERED yes

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