Sentences with phrase «corporate bond index returns»

The low rate environment and continued demand for yield generating asset classes has pushed the S&P U.S. Issued High Yield Corporate Bond Index returns to 4.32 % year to date as yields have fallen by 38bps since year end.

The rising interest rates also affect credit as the S&P U.S. Issued Investment Grade Corporate Bond Index returns a -1.98 % month - to - date return and a -0.39 % year - to - date.

US Corporate Bond index returns use Bank of America Merrill Lynch Index data from Federal Reserve Economic Data (FRED).

The S&P Indonesia Corporate Bond Index returned 4.14 % YTD and 10.89 % over the one - year period.

Junk corporate bonds tracked in the S&P U.S. Issued High Yield Corporate Bond Index returned 2.65 %.

The corporate bonds of the companies in the S&P 500 have also seen positive returns with the S&P 500 Investment Grade Corporate Bond Index returning over 1.25 % for June so far.

The higher yielding sectors of Energy, Materials, Telecommunications and Utilities combine for a weight of 24 % of the index and each sector has seen robust performance in 2016 so far, The two leading sectors are the S&P 500 Energy Corporate Bond Index returning over 16 % year - to - date and the S&P 500 Materials Corporate Bond Index returning over 14 %.

High yield bonds ended in the red in November, as the S&P U.S. Issued High Yield Corporate Bond Index returned -0.63 % for the month.

Very little curve movement for this month has the S&P U.S. Issued Investment Grade Corporate Bond Index returning only 0.22 % for the month.

With oil back up at USD 50 (as quoted by the NYMEX light sweet crude oil futures), the energy sector (15 %) of the S&P U.S. Issued High Yield Corporate Bond Index returned 5.73 % in February.

The S&P U.S. Issued High Yield Corporate Bond Index returned 1 % last week and a 0.43 % the week before to recover the loss incurred the last week of July -LRB--1.38 %).

Not exact matches

For U.S. bond market returns, we use the S&P High Grade Corporate Index from 1926 through 1968, the Citigroup High Grade Index from 1969 through 1972, the Lehman Brothers U.S. Long Credit AA Index from 1973 through 1975, the Barclays U.S. Aggregate Bond Index from 1976 through 2009, and the Spliced Barclays U.S. Aggregate Float Adjusted Bond Index thereafbond market returns, we use the S&P High Grade Corporate Index from 1926 through 1968, the Citigroup High Grade Index from 1969 through 1972, the Lehman Brothers U.S. Long Credit AA Index from 1973 through 1975, the Barclays U.S. Aggregate Bond Index from 1976 through 2009, and the Spliced Barclays U.S. Aggregate Float Adjusted Bond Index thereafBond Index from 1976 through 2009, and the Spliced Barclays U.S. Aggregate Float Adjusted Bond Index thereafBond Index thereafter.

High - yield bonds delivered another year of strong performance in 2017, with the benchmark Bloomberg Barclays US Corporate High Yield 2 % Issuer Capped Index returning 7.2 % as we approached year - end.

iShares S&P ® / TSX ® 60 Index Fund («XIU»), iShares S&P / TSX Capped Composite Index Fund («XIC»), iShares S&P / TSX Completion Index Fund («XMD»), iShares S&P / TSX SmallCap Index Fund («XCS»), iShares S&P / TSX Capped Energy Index Fund («XEG»), iShares S&P / TSX Capped Financials Index Fund («XFN»), iShares S&P / TSX Global Gold Index Fund («XGD»), iShares S&P / TSX Capped Information Technology Index Fund («XIT»), iShares S&P / TSX Capped REIT Index Fund («XRE»), iShares S&P / TSX Capped Materials Index Fund («XMA»), iShares Diversified Monthly Income Fund («XTR»), iShares S&P 500 Index Fund (CAD - Hedged)(«XSP»), iShares Jantzi Social Index Fund («XEN»), iShares Dow Jones Select Dividend Index Fund («XDV»), iShares Dow Jones Canada Select Growth Index Fund («XCG»), iShares Dow Jones Canada Select Value Index Fund («XCV»), iShares DEX Universe Bond Index Fund («XBB»), iShares DEX Short Term Bond Index Fund («XSB»), iShares DEX Real Return Bond Index Fund («XRB»), iShares DEX Long Term Bond Index Fund («XLB»), iShares DEX All Government Bond Index Fund («XGB»), and iShares DEX All Corporate Bond Index Fund («XCB»), iShares MSCI EAFE ® Index Fund (CAD - Hedged)(«XIN»), iShares Russell 2000 ® Index Fund (CAD - Hedged)(«XSU»), iShares Conservative Core Portfolio Builder Fund («XCR»), iShares Growth Core Portfolio Builder Fund («XGR»), iShares Global Completion Portfolio Builder Fund («XGC»), iShares Alternatives Completion Portfolio Builder Fund («XAL»), iShares MSCI Emerging Markets Index Fund («XEM») and iShares MSCI World Index Fund («XWD»), iShares MSCI Brazil Index Fund («XBZ»), iShares China Index Fund («XCH»), iShares S&P CNX Nifty India Index Fund («XID»), iShares S&P Latin America 40 Index Fund («XLA»), iShares U.S. High Yield Bond Index Fund (CAD - Hedged)(«XHY»), iShares U.S. IG Corporate Bond Index Fund (CAD - Hedged)(«XIG»), iShares DEX HYBrid Bond Index Fund («XHB»), iShares S&P / TSX North American Preferred Stock Index Fund (CAD - Hedged)(«XPF»), iShares S&P / TSX Equity Income Index Fund («XEI»), iShares S&P / TSX Capped Consumer Staples Index Fund («XST»), iShares Capped Utilities Index Fund («XUT»), iShares S&P / TSX Global Base Metals Index Fund («XBM»), iShares S&P Global Healthcare Index Fund (CAD - Hedged)(«XHC»), iShares NASDAQ 100 Index Fund (CAD - Hedged)(«XQQ») and iShares J.P. Morgan USD Emerging Markets Bond Index Fund (CAD - Hedged)(«XEB»)(collectively, the «Funds») may or may not be suitable for all investors.

I'll probably do 40 % in government bonds, 25 % corporate bonds, 25 % S&P index and 10 % in a dividend stock index and expect closer to 4 - 5 % annual returns.

Those outflows showed up in returns data, with a Bloomberg Barclay's Index of U.S. corporate bonds posting a 2.3 per cent loss for the first three months of the year.

He also noted that it is a very poor time to buy corporate bonds (high yield bond index yield 4.93 %) and Gundlach sees a negative return for the S&P in 2018 as the rates rout eventually gives the equity market the yips.

U.S. Corporate Bonds & Senior Loans: Only giving up -0.83 % for the month, the S&P / LSTA U.S. Leveraged Loan 100 Index stayed out of the fixed income fray and has returned a positive 1.99 %, year - to - date.

June 19 and 20 showed the two worst daily returns of -0.72 % and -0.93 %, respectively for the S&P U.S. Issued Investment Grade Corporate Bond Index.

In the second quarter so far, the S&P 500 Energy Index (equity) has returned over 9.1 % in total return and the S&P 500 Energy Corporate Bond Index has returned over 7.3 %.

Using global industrial production growth as specified, annual total returns for 30 country, two regional and world stock indexes, currency spot and one - year forward exchange rates relative to the U.S. dollar, spot prices on 19 commodities, total annual returns for a global government bond index and a U.S. corporate bond index, and country inflation rates as available during 1970 through 2013, they find that: Keep Reading

As we near the end of the first quarter, investment grade tax - exempt bonds tracked in the S&P National AMT - Free Municipal Bond Index have returned 0.93 % year - to - date underperforming relative to the over 2 % return of the investment grade corporate bond market tracked in the S&P U.S. Investment Grade Corporate Bond InBond Index have returned 0.93 % year - to - date underperforming relative to the over 2 % return of the investment grade corporate bond market tracked in the S&P U.S. Investment Grade Corporate Bocorporate bond market tracked in the S&P U.S. Investment Grade Corporate Bond Inbond market tracked in the S&P U.S. Investment Grade Corporate BoCorporate Bond InBond Index.

The S&P 500 High Yield Corporate Bond Index performance behaved similarly returning 3.43 % for March, which was the index's largest return since a 3.86 % return in October, Index performance behaved similarly returning 3.43 % for March, which was the index's largest return since a 3.86 % return in October, index's largest return since a 3.86 % return in October, 2011.

The S&P 500 Bond Index has returned a modestly negative total return of -0.31 % year - to - date while the energy bond sector tracked in the S&P 500 Energy Corporate Bond Index is down 5.79 % year - to - dBond Index has returned a modestly negative total return of -0.31 % year - to - date while the energy bond sector tracked in the S&P 500 Energy Corporate Bond Index is down 5.79 % year - to - dbond sector tracked in the S&P 500 Energy Corporate Bond Index is down 5.79 % year - to - dBond Index is down 5.79 % year - to - date.

The Bloomberg Barclays US Corporate High - Yield Bond Index is an unmanaged broad - based market - value - weighted index that tracks the total return performance of non-investment grade, fixed - rate, publicly placed, dollar denominated and nonconvertible debt registered with the Securities and Exchange CommisIndex is an unmanaged broad - based market - value - weighted index that tracks the total return performance of non-investment grade, fixed - rate, publicly placed, dollar denominated and nonconvertible debt registered with the Securities and Exchange Commisindex that tracks the total return performance of non-investment grade, fixed - rate, publicly placed, dollar denominated and nonconvertible debt registered with the Securities and Exchange Commission.

Currently the S&P / LSTA U.S. Leveraged Loan 100 Index has returned 0.12 % MTD and 2.20 % YTD while the S&P U.S. High Yield Corporate Bond Index has returned -0.20 % MTD and 4.78 % YTD.

The S&P U.S. Issued Investment Grade Corporate Bond Index is returning 0.6 % month - to - date which is a much better start than all of March's return of 0.04 %.

The S&P China High Quality Corporate Bond 3 - 7 Year Index, an investible index tracks the performance of Chinese corporate bonds within three to seven year tenors and uses more stringent rating criteria, has outperformed its boarder benchmark and returned 5.70 % YTD, as of August Corporate Bond 3 - 7 Year Index, an investible index tracks the performance of Chinese corporate bonds within three to seven year tenors and uses more stringent rating criteria, has outperformed its boarder benchmark and returned 5.70 % YTD, as of August 27, Index, an investible index tracks the performance of Chinese corporate bonds within three to seven year tenors and uses more stringent rating criteria, has outperformed its boarder benchmark and returned 5.70 % YTD, as of August 27, index tracks the performance of Chinese corporate bonds within three to seven year tenors and uses more stringent rating criteria, has outperformed its boarder benchmark and returned 5.70 % YTD, as of August corporate bonds within three to seven year tenors and uses more stringent rating criteria, has outperformed its boarder benchmark and returned 5.70 % YTD, as of August 27, 2015.

As mentioned, the S&P U.S. Issued High Yield Corporate Bond Index has returned 5.38 % year - to - date.

The bonds of larger entities tracked in the S&P 500 High Yield Corporate Bond Index have returned 15.57 % year - to - date modestly out performing the broader S&P U.S. High Yield Corporate Bond Index.

As you can see in Steady as she goes above, the DEX Universe Bond Index, which includes Canadian government and corporate bonds, had just two negative years in the last three decades (1994 and 1999), while averaging returns of about 9.9 % a year.

The S&P U.K. Investment Grade Corporate Bond Index had a YTD return of 10.75 % as of Dec. 21, 2016, while the S&P U.K. Gilt Bond Index gained Read more -LSB-...]

The back - tested results of the 17 - year period ending Feb. 28, 2017, show that the S&P U.S. High Yield Low Volatility Corporate Bond Index may offer an intersection that bridges the volatility gap between the high - yield and investment - grade bond sectors, with increased return efficieBond Index may offer an intersection that bridges the volatility gap between the high - yield and investment - grade bond sectors, with increased return efficiebond sectors, with increased return efficiency.

As Figure 1 shows, the Bloomberg Barclays US Corporate High Yield Bond Index posted positive returns during rising - rate periods, averaging a return of 8.86 % while the Bloomberg Barclays US Aggregate Bond Index was almost entirely in the red with an average return of -1.41 %.

The fact that the S&P U.S. High Yield Low Volatility Corporate Bond Index is located above the straight line linking the investment - grade and high - yield bond sectors demonstrates that the index outperforms the return frontier established by the two bond sectBond Index is located above the straight line linking the investment - grade and high - yield bond sectors demonstrates that the index outperforms the return frontier established by the two bond secIndex is located above the straight line linking the investment - grade and high - yield bond sectors demonstrates that the index outperforms the return frontier established by the two bond sectbond sectors demonstrates that the index outperforms the return frontier established by the two bond secindex outperforms the return frontier established by the two bond sectbond sectors.

Yields are also higher for the S&P U.S. Issued High Yield Corporate Bond Index than for the S&P / LSTA Leveraged Loan 100 Index (6.5 % versus 5.05 %, respectively), implying that market participants are willing to hold bank loans for less of an interest return than high - yield corporCorporate Bond Index than for the S&P / LSTA Leveraged Loan 100 Index (6.5 % versus 5.05 %, respectively), implying that market participants are willing to hold bank loans for less of an interest return than high - yield corporatecorporate debt.

High Yield's month - to - date return is presently negative at a -0.44 %, while for the year it is returning a 4.05 % as measured by the S&P U.S. Issued High Yield Corporate Bond Index.

Let's take a look at the performance relationships between the stocks and the bonds by using the S&P 500 Energy Total Return and the S&P 500 Energy Corporate Bond Index Total Return to see how the market views the equity risk premium, or in other words how strongly the market believes oil stocks will rise (equity performance) or fall (bond performanBond Index Total Return to see how the market views the equity risk premium, or in other words how strongly the market believes oil stocks will rise (equity performance) or fall (bond performanbond performance.)

The high - yield corporate bond segment, as measured by the S&P U.S. High Yield Corporate Bond Index, was the top - performing asset class for 2016, posting a total return ocorporate bond segment, as measured by the S&P U.S. High Yield Corporate Bond Index, was the top - performing asset class for 2016, posting a total return of 17.bond segment, as measured by the S&P U.S. High Yield Corporate Bond Index, was the top - performing asset class for 2016, posting a total return oCorporate Bond Index, was the top - performing asset class for 2016, posting a total return of 17.Bond Index, was the top - performing asset class for 2016, posting a total return of 17.2 %.

Below is a chart of the historical S&P GSCI Energy TR index levels versus the equity risk premium as measured by the S&P 500 Energy Total Return monthly minus the S&P 500 Energy Corporate Bond Index Total Return monindex levels versus the equity risk premium as measured by the S&P 500 Energy Total Return monthly minus the S&P 500 Energy Corporate Bond Index Total Return monIndex Total Return monthly.

Historically the beta of the S&P GSCI Energy Excess Return (total return — T - bill) to energy stock alpha (S&P 500 Energy — S&P 500) is 1.05 and to energy bond alpha (S&P 500 Energy Corporate Bond Index — T - bill) s is 0.71, with respective correlations of 0.52 andReturn (total return — T - bill) to energy stock alpha (S&P 500 Energy — S&P 500) is 1.05 and to energy bond alpha (S&P 500 Energy Corporate Bond Index — T - bill) s is 0.71, with respective correlations of 0.52 andreturn — T - bill) to energy stock alpha (S&P 500 Energy — S&P 500) is 1.05 and to energy bond alpha (S&P 500 Energy Corporate Bond Index — T - bill) s is 0.71, with respective correlations of 0.52 and 0bond alpha (S&P 500 Energy Corporate Bond Index — T - bill) s is 0.71, with respective correlations of 0.52 and 0Bond Index — T - bill) s is 0.71, with respective correlations of 0.52 and 0.13.

The S&P U.S. Issued Investment Grade Corporate Bond Index was down 0.72 % for the day, led by the Atmos Energy Corp. 4.15 % January 2043 bond, whose daily total return was -0.0Bond Index was down 0.72 % for the day, led by the Atmos Energy Corp. 4.15 % January 2043 bond, whose daily total return was -0.0bond, whose daily total return was -0.03 %.

As for total return performance, the S&P Japan Corporate Bond Index gained 1.09 % YTD as of Sept. 29, 2016.

The S&P U.S. Issued High Yield Corporate Bond Index has returned 0.08 % so far for May after having returned only 0.67 % for the month of April.

These returns now pale in comparison to the high yield index (S&P U.S. Issued High Yield Corporate Bond Index) as the search for yield continues into index (S&P U.S. Issued High Yield Corporate Bond Index) as the search for yield continues into Index) as the search for yield continues into 2014.

As of Aug. 24, 2015, the overall bond index (S&P 500 Bond Index) has returned 0.39 % for the month and 0.30 % YTD, while the S&P 500 Investment Grade Corporate Bond Index has returned 0.58 % month - to - date and 0.36 % YTD, and the S&P 500 High Yield Corporate Bond Index has returned -1.88 % for the month and -0.64 % bond index (S&P 500 Bond Index) has returned 0.39 % for the month and 0.30 % YTD, while the S&P 500 Investment Grade Corporate Bond Index has returned 0.58 % month - to - date and 0.36 % YTD, and the S&P 500 High Yield Corporate Bond Index has returned -1.88 % for the month and -0.64 %index (S&P 500 Bond Index) has returned 0.39 % for the month and 0.30 % YTD, while the S&P 500 Investment Grade Corporate Bond Index has returned 0.58 % month - to - date and 0.36 % YTD, and the S&P 500 High Yield Corporate Bond Index has returned -1.88 % for the month and -0.64 % Bond Index) has returned 0.39 % for the month and 0.30 % YTD, while the S&P 500 Investment Grade Corporate Bond Index has returned 0.58 % month - to - date and 0.36 % YTD, and the S&P 500 High Yield Corporate Bond Index has returned -1.88 % for the month and -0.64 %Index) has returned 0.39 % for the month and 0.30 % YTD, while the S&P 500 Investment Grade Corporate Bond Index has returned 0.58 % month - to - date and 0.36 % YTD, and the S&P 500 High Yield Corporate Bond Index has returned -1.88 % for the month and -0.64 % Bond Index has returned 0.58 % month - to - date and 0.36 % YTD, and the S&P 500 High Yield Corporate Bond Index has returned -1.88 % for the month and -0.64 %Index has returned 0.58 % month - to - date and 0.36 % YTD, and the S&P 500 High Yield Corporate Bond Index has returned -1.88 % for the month and -0.64 % Bond Index has returned -1.88 % for the month and -0.64 %Index has returned -1.88 % for the month and -0.64 % YTD.

Starting with the investment grade BBB ratings category, municipal bonds have had a return of nearly 3.5 % year - to - date while the large entities tracked in the S&P 500 BBB Investment Grade Corporate Bond Index has recorded a negative 0.46 %.

Exhibit 1: Total Return Performance of the S&P China Bond Index, S&P China Government Bond Index, and the S&P China Corporate Bond Index

As shown in exhibit 1, the total return of the S&P Japan Government Bond Index and the S&P Japan Corporate Bond Index both advanced 1.34 % and 1.23 % year - to - date (YTD), as of August 8, 2014.

Over the last five years the S&P U.S. Issued High Yield Corporate Bond Index has seen annualized returns of over 13.6 %.