OIS Strategy: Portfolio Composition

The graph displays the dynamical change of the portfolio's composition. The positions of the different assets are coded into different colors (cf. legend at the right border of the graph) of a vertical bar. The bar's total length is always 1. The length of a single color indicates the relative size of the position of the corresponding instrument in the portfolio. An estimation of the absolute size can be obtained by multiplying with the total exposure. The part of the bar above the zero axis indicates long positions, and the portion below the zero axis indicates short positions.

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Compare with the composition of the IR-strategy managed portfolio.



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