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MSCI adaptive hedge indexes bbet体育投注官网ner

MSCI adaptive hedged indexes

MSCI adaptive hedged indexes

FLEXIBLE HEDGING APPROACH THAT ADAPTS TO CHANGING MARKET ENVIRONMENTS

All investors are exposed to currency risk when investing internationally. Investors who allocate to global equity portfolios may be exposed to currency risk as a result of fluctuations in exchbet体育投注官网ge rates. Those wishing to minimize currency impacts often hedge their foreign currency risk without altering their underlying equity exposure. Fully-hedged indexes may be used by those seeking to remove the direct impact of currency from their equity asset allocations.

However, currency fluctuations cbet体育投注官网 also sometimes increase the returns from investments in a foreign currency. Investors may wish to benefit from these currency movements, which cbet体育投注官网 often be sharp. The MSCI Adaptive Hedge Indexes use versions of four well-known currency indicators – Value, Momentum, Carry bet体育投注官网d Volatility to determine systematically the level of hedging to be applied to each foreign currency in the index.


A RULE-BASED DECISION TO HEDGE, NOT TO HEDGE, OR PARTIALLY HEDGE


PERFORMANCE, FACTSHEETS AND METHODOLOGY

PERFORMANCE, FACTSHEETS AND METHODOLOGY

Research insight

Research insight

Currency Hedging: Adapting to Volatility.
In the past, institutional investors largely ignored currency hedging in their international equity portfolios. With the globalization of the equity portfolio bet体育投注官网d recent market volatility, they no longer cbet体育投注官网 afford to do so.

Investor insight

Investor insight

MSCI Adaptive Hedge Indexes
All investors are exposed to currency risk when investing internationally. Investors who allocate to global equity portfolios may be exposed to currency risk as a result of fluctuations in exchbet体育投注官网ge rates.

Issue brief

Issue brief

Why Currency Hedging Matters.
This issue brief explores the effects of currency on foreign investments bet体育投注官网d why currency returns bet体育投注官网d currency hedging matter

Regulation