Sentences with phrase «global aggregate index»

Global bond yields have climbed to 1.58 percent from a record low 1.07 percent in July, according to the Bloomberg Barclays Global Aggregate Index.

The Bloomberg Barclays Global Aggregate Index measures the performance of global investment grade debt.

Bloomberg said on March 23 that it will include yuan - denominated Chinese government and policy - bank bonds in the Bloomberg Barclays Global Aggregate Index.

Global bonds are represented by Bloomberg Barclays Global Aggregate Index; EM bonds by JP Morgan GBI - EM Index; Japan by Tokyo Stock Price Index (TOPIX); the eurozone by Euro Stoxx 50; and the UK by FTSE 100.

Issuers from the Corporate sector represent for example 32 % of the green bond universe vs 18 % in the Bloomberg Barclays Global Aggregate Index.

Source: Allianz Global Investors, Bloomberg, Global Green Bonds represented by the Bloomberg Barclays MSCI Green Bond index, Global Aggregate represented by the Bloomberg Barclays Global Aggregate Index.

Not exact matches

The U.S. Global GO GOLD and Precious Metal Miners Index uses a robust, dynamic, rules - based smart - factor model to select precious minerals companies that earn over 50 % of their aggregate revenue from precious minerals through active (mining or production) or passive (royalties or streams) means.

Moderate income model portfolio: 3 % Bloomberg Barclays 1 — 3 Month Treasury Bill Index, 19 % Bloomberg Barclays U.S. Aggregate Bond Index (1 — 3Y), 30 % Bloomberg Barclays U.S. Aggregate Bond Index (5 — 7Y), 7 % Bloomberg Barclays U.S. Aggregate Bond Index (10 + Y), 6 % Bloomberg Barclays U.S. Corporate High Yield Bond Index, 5 % JPM GBI Global ex. - U.S. Index, 5 % JPM EMBI Global Index, 12 % S&P 500 Index, 2 % Russell Midcap ® Index, 2 % Russell 2000 ® Index, 4 % MSCI EAFE Index (USD), 5 % FTSE EPRA / NAREIT Developed Index.

Moderate Growth and Income Four Asset Group model portfolio without private capital: 3 % Bloomberg Barclays 1 — 3 Month Treasury Bill Index, 11 % Bloomberg Barclays U.S. Aggregate Bond Index (5 — 7Y), 6 % Bloomberg Barclays U.S. Aggregate Bond Index (10 + Y), 6 % Bloomberg Barclays U.S. Corporate High Yield Bond Index, 3 % JPM GBI Global ex. - U.S. Index, 5 % JPM EMBI Global Index, 20 % S&P 500 Index, 8 % Russell Midcap ® Index, 6 % Russell 2000 ® Index, 5 % MSCI EAFE Index (USD), 5 % MSCI EM Index (USD), 5 % FTSE EPRA / NAREIT Developed Index, 2 % Bloomberg Commodity Index, 3 % HFRI Relative Value Index, 6 % HFRI Macro Index, 4 % HFRI Event - Driven Index, 2 % HFRI Equity Hedge Index.

Global Credit: Bloomberg Barclays Global Aggregate Credit Total Return Index.

The Barclays Global Aggregate Bond Index is an unmanaged market value — weighted index representing securities that are SEC registered, taxable, and dollar denominIndex is an unmanaged market value — weighted index representing securities that are SEC registered, taxable, and dollar denominindex representing securities that are SEC registered, taxable, and dollar denominated.

Represents the corporate and government - related sectors of Bloomberg Barclays Global Aggregate Bond Index (which provides a broad - based measure of the global investment - grade, fixed - rate debt markets) and is considered representative of global investment - gradeGlobal Aggregate Bond Index (which provides a broad - based measure of the global investment - grade, fixed - rate debt markets) and is considered representative of global investment - gradeglobal investment - grade, fixed - rate debt markets) and is considered representative of global investment - gradeglobal investment - grade debt.

Citigroup Inc.'s global surprise index tipped below zero on Friday for the first time since August, indicating that economic data in aggregate are missing economist forecasts rather than beating them.

«The Shanghai Composite in aggregate is now trading back well below average global equity valuations at the headline index level,» says Jonathan Garner, Morgan Stanley's Chief Asia and Emerging Market Equity Strategist.

For example, the Bloomberg Barclays Green Bond Index, which was launched in 2014, has lagged the broad - based Barclays Global Aggregate slightly over the last three years — but keep in mind that overall returns don't account for the boom in green bond issuance over that period.

Of the non-financial members of the S&P Global 1200 index, just 32 per cent of companies held 82 per cent of the aggregate cash pile, the highest level since at least 2000.

Meanwhile, IGVT tracks the Barclays Global Aggregate Treasury Ex USD Issuer Diversified Bond Index (USD Hedged); it covers 1,093 bonds from 37 different issuers and denominated in 23 different currencies.

IFIX tracks the Barclays Global Aggregate Corporate Ex USD Bond Index (USD Hedged), which covers 3,450 bonds denominated in 18 different currencies from 732 different issuers in developed and emerging markets.

Its global counterpart, the Barclays Global Aggregate Bond Index, chalked up $ 39 trillion and more than 14,000 iglobal counterpart, the Barclays Global Aggregate Bond Index, chalked up $ 39 trillion and more than 14,000 iGlobal Aggregate Bond Index, chalked up $ 39 trillion and more than 14,000 issues.

Both the Bloomberg Barclays US Aggregate Bond Index and the Bloomberg Barclays Global Aggregate Bond Index posted positive returns for the quarter, up 0.85 % and 1.76 %, respectively...

The Bloomberg Barclays US Aggregate Bond Index returned 3.54 % for the year while the Bloomberg Barclays Global Aggregate Bond Index returned 7.39 %.

Both the Bloomberg Barclays US Aggregate Bond Index and the Bloomberg Barclays Global Bond Aggregate Bond Index posted positive second quarter returns, despite posting negative returns in June.

Recent innovations include the S&P 500 ® Bond Index covering corporate bonds issued by the companies in the S&P 500, the S&P U.S. Aggregate Bond Index, as well as indices that track the global developed sovereign, China onshore, Pan Asia, ESG, Indian, and African bond markets.

(We'll use the S&P U.S. Aggregate Bond index to represent the first portion and the S&P Global 1200 for the second.)

The Bloomberg Barclays Global Aggregate Bond Index is an unmanaged index of global investment - grade fixed - income securGlobal Aggregate Bond Index is an unmanaged index of global investment - grade fixed - income securiIndex is an unmanaged index of global investment - grade fixed - income securiindex of global investment - grade fixed - income securglobal investment - grade fixed - income securities.

The Barclays Global Aggregate Bond Index is an unmanaged market value — weighted index representing securities that are SEC registered, taxable, and dollar denominIndex is an unmanaged market value — weighted index representing securities that are SEC registered, taxable, and dollar denominindex representing securities that are SEC registered, taxable, and dollar denominated.

At the end of November, the index is trading at a yield of 6.8 % compared to developed market debt, proxied by the Barclays Capital Global Aggregate Bond Index, which is offering a scant 1.6 %, also as of the end of Noveindex is trading at a yield of 6.8 % compared to developed market debt, proxied by the Barclays Capital Global Aggregate Bond Index, which is offering a scant 1.6 %, also as of the end of NoveIndex, which is offering a scant 1.6 %, also as of the end of November.

The long - only benchmark indices — the S&P 500, Barclays Aggregate, long USD index, and Bloomberg Commodities index — all show near - zero correlation to the systematic global macro (SGM) portfolio.

For instance, Bloomberg Barclays Global Aggregate bond index was up 1.11 percent in March.

7Bloomberg Barclays Global Aggregate ex-USD Bond Index provides a broad - based measure of the international investment - grade bond market hedged against the U.S. dollar.

The new AA ETFs help redress the latter but of course investors are free to work with their advisors to tweak international fixed income exposure further by directly owning VBG (Vanguard Global ex-US Aggregate Bond Index) and / or VBU (Vanguard US Aggregate Bond Index), both of which are hedged back to the Canadian dollar.

The S&P Global Developed Aggregate Ex-Collateralized Bond Index (USD), which seeks to track the performance of investment - grade debt issued by sovereign, quasi-sovereign, foreign government, and corporate entities in developed countries, delivered a total return of 7.64 % in 2017.

As a comparison, the yield - to - maturity of the S&P Global Developed Aggregate Ex-Collateralized Bond Index (USD) and the S&P 500 Bond Index were 1.41 % and 3.28 %, respectively.

Though unconstrained bond funds do show periods of low, or at times negative, correlation to the U.S. Aggregate Bond Index, they also tend to demonstrate persistently high correlation of above 0.50 to the Global Aggregate Bond Index, though only until 2014.

Exhibit 1 shows the rolling two - year correlation of the average monthly return of unconstrained bond funds to that of the U.S. and global aggregate bond indices.

On average, unconstrained bond funds experienced a maximum drawdown of 3.02 %, which was better than the U.S. Aggregate Bond Index and the Global Aggregate Bond Index.

Exhibit 2 shows the risk / return profile of unconstrained bond funds versus the U.S. and global aggregate bond indices.

Persistently Higher Correlation to the Global Aggregate Bond Index Than the U.S. Aggregate Bond Index

On average, unconstrained bond funds delivered lower return and lower return per unit of volatility than the U.S. Aggregate Bond Index and higher return than the Global Aggregate Bond Index.

«Barclays Capital Inc.» and «Barclays US Government Inflation - Linked Bond Index», «Barclays US Treasury 1 - 3 Year Term Index», «Barclays US Treasury 10 Year Term Index», «Barclays UK Government Inflation - Linked Bond Index», «Barclays Austria Treasury Bond Index», «Barclays Belgium Treasury Bond Index», «Barclays Emerging Markets Asia Local Govt Capped Bond», «Barclays Emerging Markets Europe Local Govt Capped Bond», «Barclays Emerging Markets Latin America Local Govt Capped Bond», «Barclays Emerging Markets Local Govt Bond», «Barclays Euro Aggregate Bond Index», «iShares Barclays Euro Corporate Bond ex-Financials Interest Rate Hedged», «Barclays Euro Corporate 1 - 5 Year Bond Index», «Barclays Euro Corporate ex Financials 1 - 5 Year Bond Index», «Barclays Euro Corporate ex Financials Bond Index», «Barclays Euro - Aggregate Financial Index», «iShares Barclays Euro Corporate Bond Interest Rate Hedged», «Barclays Euro Corporate Bond Index», «Barclays Euro Short Treasury (0 - 12 Months) Bond Index», «Barclays Euro Government Bond 10 - 15 yr Term Index», «Barclays Euro Government Bond 1 - 3 Year Term Index», «Barclays Euro Government Bond 15 - 30 Year Term Index», «Barclays Euro Government Bond 5 Year Term Index», «Barclays Euro Government Bond 5 - 7 yr Term Index», «Barclays Euro Government Bond 10 Year Term Index», «Barclays Euro Treasury Bond Index», «Barclays Euro Government Inflation - Linked Bond Index», «Barclays Finland Treasury Bond Index», «Barclays France Treasury Bond Index», «Barclays Germany Treasury Bond Index», «Barclays Global Government AAA - AA Capped Bond Index», «Barclays Global Aggregate Bond Index», «Barclays Global Aggregate Corporate Index (EUR hedged)», «Barclays Global Aggregate Corporate Bond Index», «Barclays World Government Inflation - Linked Bond Index», «Barclays Italy Treasury Bond Index», «Barclays Netherlands Treasury Bond Index», «Barclays EM Local Currency Govt Core 0 - 5 Index», «Barclays Spain Treasury Bond Index» and «Barclays US Aggregate Bond Index» are trademarks of Barclays Bank PLC and have been licensed for use for certain purposes by BlackRock Fund Advisors or its affiliates.

In fact, over the same period, the S&P Green Bond Select Index has outperformed, returning 3.5 % more than the Bloomberg Barclays Global Aggregate Bond Index.

Benchmarks Benchmarks have been constructed using combinations of MSCI ACWI and the Bloomberg Barclays Global Aggregate (Dollar Hedged») Total Return index, blended to represent the weighting of equity and fixed income allocations maintained in the associated SoFi Iindex, blended to represent the weighting of equity and fixed income allocations maintained in the associated SoFi IndexIndex.

In contrast, the treasury and sovereign components of the Bloomberg Barclays Global Aggregate Bond Index totaled 55 % (see Exhibit 1).

In terms of performance, monthly returns are highly correlated with the S&P Global Developed Aggregate ex-Collateralized Bond Index (USD)(see Exhibit 4).

The continuing trend of broader representation by issuers, asset types, and currencies makes the S&P Green Bond Index a suitable substitute for global aggregate exposure.

The benchmark is composed of 65 % MSCI World and 35 % Bloomberg Barclays Global Aggregate Bond Index.

The Bloomberg Barclays Global Aggregate Bond Index provides a broad - based measure of the global investment - grade fixed income maGlobal Aggregate Bond Index provides a broad - based measure of the global investment - grade fixed income maglobal investment - grade fixed income markets.

** Consists of the Bloomberg Barclays U.S. Aggregate Float Adjusted Bond Index (40 %), the CRSP US Total Market Index (35 %), the FTSE Global All Cap ex US Index (15 %), and the Bloomberg Barclays Global Aggregate ex-USD Float Adjusted RIC Capped Index Hedged (10 %).

** Consists of three unmanaged benchmarks, weighted 42 % Spliced Bloomberg Barclays U.S. Aggregate Float Adjusted Index, 18 % Bloomberg Barclays U.S. 0 - 5 Year Treasury Inflation Protected Securities Index, 25 % US Government Money Market Funds Average, and 15 % Bloomberg Barclays Global Aggregate ex-USD Float Adjusted RIC Capped Index Hedged.

** Consists of the CRSP US Total Market Index (52.5 %), the FTSE Global All Cap ex US Index (22.5 %), the Bloomberg Barclays U.S. Aggregate Float Adjusted Index (20 %), and the Bloomberg Barclays Global Aggregate ex-USD Float Adjusted RIC Capped Index Hedged (5 %).