Sentences with phrase «adjusted yields to maturity»
The Fund currently holds primarily Treasury Inflation Protected Securities (which currently price in expectations of zero inflation for the next decade or more, while reflecting reasonably high inflation - adjusted yields to maturity).
https://www.hussmanfunds.com/ Not exact matches
Backtests of an indicator using the yield curve (which is anything but random, owing to Federal Reserve control of the short end) show that some value can be added using this indicator to adjust maturities.
The fund adjusts its allocations daily based upon equity and bond market volatility, correlation between the bond and equity indexes, and the yield - to - maturity of the bond index.
1 -, 3 -, 5 - Year CMT — Average yields on U.S. Treasury securities adjusted to a constant maturity of 1, 3, or 5 year (s) correspondingly.
The fund adjusts its allocations daily based upon equity and bond market volatility, correlation between the bond and equity indexes, and the yield - to - maturity of the bond index.
Right now the premium on AAA corporate and the like is so low that I wouldn't recommend picking them up, but when the yield curve eventually becomes a curve again, you can find good risk - adjusted returns in corporate bonds (providing you're holding to maturity).
«Active, flexible management of fixed income portfolios with the ability to adjust maturities and sector exposures to avoid taking risk, unless well - compensated for those risks in the form of more attractive yields, is most important for investors right now.»
The values shown are daily data published by the Federal Reserve Board based on the average yield of a range of Treasury securities, all adjusted to the equivalent of a five - year maturity.
3ARM Information: ARM Index - Weekly average yield on United States Treasury securities adjusted to a constant maturity of one year, as made available by the Federal Reserve Board.
«We've designed each Treasury FITR portfolio to match the performance, before fees and expenses, of a consistent - maturity Ryan Treasury Index which allows investors to stay at the same point on the yield curve without having to adjust their own portfolios,» said Gary Gastineau, managing director of ETF Advisers and interview guest earlier this year.
The interest rate will be adjusted & calculated on the origin of the average yield on U.S. Treasury securities adjusted to a constant maturity of one year, plus an additional fixed margin.
During the life of a medium - term debt security, the issuer may adjust the term of maturity or the nominal yield of the bond according to the issuer's needs or the demands of the market - a process known as shelf registration.