Despite an increasing willingness to invest globally, asset owners typically run static hedge ratios on their portfolios to manage currency risk. But is this a big mistake? The Australian dollar fell 1450 basis points from 1 January 2020 to 20 March, and has subsequently rallied 900 basis points.

View Stuart’s presentation slides here

Speaker

  • Stuart Simmons, senior portfolio manager, QIC
  • Moderator: Alex Proimos, head of institutional content, Investment Magazine