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Paper examines the capability of currencies to reduce portfolio risk during market turmoil periods by comparing the effect of active and naïve portfolio management strategies. Naïve strategy outperforms active in all cases, while diversification to CAD and GBP produce the lowest value at risk (VaR) and expected shortfall (ES).Straipsnyje tiriamas valiutų gebėjimas sumažinti portfelio riziką rinkos neapibrėžtumo laikotarpiais, palyginant aktyvios ir pasyvios portfelio valdymo strategijos efektą. Visais atvejais pasyvi strategija generuoja geresnius rezultatus nei aktyvi. Kanados doleris ir Didžiosios Britanijos svaras kuria žemiausią vertės pokyčio riziką ir tikėtiną deficitą

The usage of safe haven currencies in mitigating portfolio risk during market turmoil periods