OF-ID OFST010211
Field Name Currency Hedge Portfolio
Field Tags Additional
Field Level Fund Link Reference
Data Type string Introduced with version 1.27
Description Indicates, if any, what kind of currency hedge is implemented within the portfolio. Please note, that there is a significant difference between "OFST020261 Currency Hedge Share Class", which relates to a specific share class's currency hedge on the NAV and this field, which relates to the underlying portfolio. Possible Values are: No: Currency exposure remains the same. Just calculation and accounting currency changes. Yes, full portfolio hedge: Full or near full hedging of non-Fund Currency positions within fund. Only use "full portfolio hedge", if portfolio's currency hedge is permanently 90% or more. Yes, partial hedge: Guidelines limit exposure to currencies other than the fund currency to 10%. Implementation can include tactical views of fund manager. Yes, currency overlay: Currency allocation is a separate process in the investment decision. It considers both active views and optimization aspects. Yes: The portfolio is hedged but the hedging methodology is variable or unknown. Further information can be found in the white paper "Hedging – including and after v1.27" at https://openfunds.org/hedging-v2/
Values "no" / "yes" / "yes, full portfolio hedge" / "yes, partial hedge" / "yes, currency overlay"
Example yes, full portfolio hedge