Performance Attribution: Simple Question capital, holding, currency

Iginla2010

You are an American with a holding in Japan that moved up in value from 100 to 125 CAD and at the same time the Japanese currency depreciated by 10%. (100 JPY/USD to 90 JPY/USD)

State what are the:

Total Return
Local Return
Return segmented by capital gains, currency and yield.

oneboy

Total Return = 25% - 10% + (.25*-.1) = 12.5%
Local return = 25%

Cap gains = 25%
curreny = -10%
interaction between CG and currency = -2.5%

aidebaobao

Trick question, you gave us an asset return measured in CAD and FX returns in USD.

NO EXCUSES

Zestt

Am I right if Japan currency = CAD?? haha

mcmc

Sorry CAD is supposed to be JPY.

And believe it or not originally the question I wrote had Mexican Pesos in there!

bpdulog

It appears as if the Japanese Yen appreciated and not depreciated as stated in the question.

bboo

Soccertom9 Wrote:
-------------------------------------------------------
> You are an American with a holding in Japan that
> moved up in value from 100 to 125 CAD and at the
> same time the Japanese currency depreciated by
> 10%. (100 JPY/USD to 90 JPY/USD)
>
> State what are the:
>
> Total Return
> Local Return
> Return segmented by capital gains, currency and
> yield.

Please correct your question...USD or JPY, which one depreciates?

jmh530

JPY Depcreciates. 100 JPY/USD to 110 JPY/USD

Colum

This is a really tricky question guys

bodhisattva

total return: 38.89%
local : 25%