Currency Exposure converts current holdings into the selected home/display currency, then groups them by their native currency.
The page shows separate breakdowns for:
- Total
- Financial assets
- Physical assets
Foreign-currency tabs show historical exchange rates against the home currency.
Exchange Rate Exposure Score
The score runs from 0 to 100; higher means historical exchange-rate swings have less effect on the portfolio.
For each foreign currency, Hugo combines:
- its current share of assets;
- the standard deviation of monthly exchange-rate changes over the trailing 12 months;
- a fixed reference band of 15% annualized volatility.
The weighted foreign-currency risk is compared with that band. A portfolio entirely in the home currency scores 100. If there is not enough exchange-rate history—at least six monthly changes are needed—the unavailable volatility is not treated as known risk.
This score describes historical currency exposure. It does not predict exchange rates or decide which currency you should hold.