Sentences with phrase «effective duration measures»

Average Effective Duration measures the expected volatility of a bond fund in response to interest rate fluctuations.

Not exact matches

Effective duration provides a measure of a portfolio's interest - rate sensitivity.

Physicians can reduce ODO by implementing such measures as screening for ODO risk factors when scheduling surgery and using the shortest duration and lowest effective doses possible.

Effective Duration - This statistic provides a measure of the sensitivity of the Fund's price to changes in interest rate changes and is calculated as the weighted average of the individual bond durations.

For fixed - income funds, the vertical axis shows the credit quality of the long bonds owned and the horizontal axis shows interest rate sensitivity as measured by a bond's effective duration.

Effective duration is a measure of the sensitivity of an investment's price to nominal interest - rate movement.

Effective duration is a measure of the sensitivity of the price of a fixed income investment to interest rate and bond cash flow changes.