Currency Portfolio Update.xlsx - USD\/CHF USD\/CAD AUD\/USD EUR\/CHF USD\/GBP USD\/CHF 3.5009E-005 1.7535E-005-8.911E-005 7.1864E-005 1.1489E-005 USD\/CAD

Currency Portfolio Update.xlsx - USD/CHF USD/CAD AUD/USD...

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USD/CHFUSD/CADAUD/USDEUR/CHFUSD/GBPUSD/CHF3.5009E-005 1.7535E-005 -8.911E-005 7.1864E-005 1.1489E-005USD/CAD1.7535E-005 7.2489E-005 -1.845E-005 1.3879E-005 -1.533E-005AUD/USD-8.911E-005 -1.845E-005 0.26558519 -3.816E-005 -1.849E-006EUR/CHF7.1864E-005 1.3879E-005 -3.816E-005 Err:508-4.531E-007USD/GBP1.1489E-005 -1.533E-005 -1.849E-006 -4.531E-007 Err:508
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USD/CHFUSD/CADAUD/USDEUR/CHFMean0.98124444 Mean1.29517778 Mean0.71692593 MeanStandard Erro 0.00247833 Standard Erro 0.00132931 Standard Erro 0.00153518 Standard ErroMedian0.987 Median1.2948 Median0.7141 MedianMode0.9587 Mode1.2915 Mode0.7291 ModeStandard Dev0.01287778 Standard Dev0.00690732 Standard Dev0.00797701 Standard DevSample Varia0.00016584 Sample Varia 4.7711E-005 Sample Varia 6.3633E-005 Sample VariaKurtosis-1.15078566 Kurtosis-0.51384021 Kurtosis-1.50307959 KurtosisSkewness-0.72131868 Skewness-0.29564693 Skewness0.07687053 SkewnessRange0.0361 Range0.0256 Range0.0239 RangeMinimum0.9587 Minimum1.2812 Minimum0.7052 MinimumMaximum0.9948 Maximum1.3068 Maximum0.7291 MaximumSum26.4936 Sum34.9698 Sum19.357 SumCount27 Count27 Count27 Count
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USD/GBP1.13834074 Mean0.762666670.00123795 Standard Erro 0.000833781.1398 Median0.76221.139 Mode0.76320.00643256 Standard Dev0.004332444.1378E-005 Sample Varia0.00001877-0.44225382 Kurtosis0.25227877-0.71804438 Skewness0.277781160.0216 Range0.0191.1255 Minimum0.75381.1471 Maximum0.772830.7352 Sum20.59227 Count27
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USD/CHFUSD/CADAUD/USDEUR/CHFUSD/GBPUSD/CHF3.5009E-005 1.8069E-005 -8.938E-005 7.2219E-005 1.1531E-005USD/CAD1.8069E-005 7.2489E-005 -1.845E-005 1.3879E-005 -1.533E-005
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  • Fall '15
  • Ben Chen

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