A Primer on Performance for Currency Overlay

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The authors examine different ways to capture the impact of a currency overlay, to capture the performance of partially hedged mandates, and methods of reconciling differences between the process by which custodians and overlay managers calculate performance.

Authors: Paul Laubscher, Arun Muralidhar, Ph.D., and Mark Reynolds

The authors examine different ways to capture the impact of a currency overlay, to capture the performance of partially hedged mandates, and methods of reconciling differences between the process by which custodians and overlay managers calculate performance.

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The Journal of Performance Measurement

The Performance Measurement Resource.

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