Sentences with phrase «aggregate index»

Bloomberg Barclays U.S. Aggregate Index represents securities that are SEC - registered, taxable, and dollar denominated.

Schroders Core Fixed Income strategy seeks to outperform the Barclays US Aggregate Index by 75 basis points (before fees) over an investment cycle.

247/94, requires Ontario to implement a salary indexing adjustment for the salary year 2008 to 2009 based on the Statistics Canada Industrial Aggregate Index for Ontario («IAI») which came into effect in March, 2009.

Consider an asset allocation continuum ranging from 0 % Stocks (S&P 500) and 100 % Bonds (Lehman Aggregate Index) through 100 % Stocks and 0 % Bonds.

In the spirit of hypothetical stress testing, Vanguard crunched the numbers for what would be a highly unlikely event: an abrupt three percentage point increase in the yield of the Barclays U.S. Aggregate index from its current very low 1.95 percent.

Barclays Capital U.S. Aggregate Index represents securities that are SEC - registered, taxable, and dollar denominated.

«Both, aggregate index variance and average correlation, are co-moving negatively with the market return, that is, they tend to increase during bear markets, and, hence, should contribute to the equity risk premium....

However, if underlying wage growth is in - fact constrained by structural reasons (insensitive to stimulative policy measures), then current reflationary policies would likely have limited effects on wage growth (two - speed wage growth would manifest as below - expectation wage growth on aggregate indices).

While products in the asset class have become more diverse, focusing on both local currency and corporate issuance, there is currently no widely accepted aggregate index reflecting the broader opportunity set available, although the asset class is evolving.

Today, 38 % of the Barclays Global Aggregate Index meets a 2 % yield bogey, up from 13 % last year, with most of it in the three - to seven - year bucket.

Bond returns were also positive with the Bloomberg Barclays US Aggregate Bond Index rising a modest 0.82 % while the Bloomberg Barclays Global Aggregate Index advanced 1.76 %...

They measure how the fund and its presumed act when their slice of the investing universe, in this case measured by the Barclays US Bond Aggregate Index, rises or falls.

Bloomberg Barclays Aggregate Index provides a measure of the performance of the U.S. investment grade bonds market, which includes investment grade U.S. Government bonds, investment grade corporate bonds, mortgage pass - through securities and asset - backed securities that are publicly offered for sale in the United States.

Moving from left to right on the chart, we see that the broad investment grade aggregate index is yielding just around 2 %, and mortgage - backed securities are a touch higher at 2.27 %.

Bonds are represented by a composite of the total returns of long - term U.S. government bonds, derived from yields published by the Federal Reserve through 1972, the Barclays Long - Term Government Bond index through 1975, and the Barclays U.S. Aggregate index thereafter.

(AGG Fast Fact Sheet) The Lehman Aggregate Index, for example, assumes reinvestment and excludes all expenses & fees.

According to Jeff Mudrick, a senior vice president at Lehman Brothers, CMBS garnered a total return for the first seven months of 8.61 %, far outdistancing any other sector of the Lehman Brothers U.S. 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.

The Bloomberg Barclays US Aggregate Index was down -0.7 % as fears of inflation and rising interest rates created headwinds for traditional fixed income securities

But that total is dwarfed by the more than $ 1.5 trillion invested in intermediate - term portfolios (3.5 - to six - year average duration), which include core bond funds hewing to the Bloomberg Barclays U.S. Aggregate index.

«We tend to talk about owning the aggregate index as a core, and then adding some risk around it.

His expectation is that the overall volatility of a portfolio 30 percent in short - term bonds and 70 percent in stocks is going to be on par with one that is 40 percent invested in a fund tracking the Bloomberg Barclays U.S. Aggregate index and 60 percent in stocks.

Long - term Treasury bonds rose, but not as much as the aggregate index.

In addition, while the Barclays Aggregate Index is dominated by Treasuries, it also includes agency mortgage securities as well as investment grade debt.

It's interesting to note that since the inception of the Barclays Aggregate Index, the two have never declined during the same annual period.

Therefore the alpha for ICVT is 10.11 % in comparison to the Bloomberg Barclays U.S. Aggregate Index and it offers relatively low risk with a standard deviation of 4.72 %.

For a core bond fund, the typical benchmark is the Barclays (formerly Lehman) Aggregate Index.

Core bonds represented by the Bloomberg Barclays U.S. Aggregate Index, comprising more than 5,000 investment - grade taxable bonds.

Year - to - date the Bloomberg Barclays U.S. Aggregate Index has a return of 3.06 %.

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

Our analysis shows the 10 largest companies in the S&P 500 Index make up 18.1 % of that index's aggregate market capitalization; the bonds issued by those same corporations, however, only make up 1.2 % of 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.

Similarly, there are multiple ETFs that track the prominent Russell 1000 or Bloomberg Barclays Aggregate indices.

For example, right now bond index funds that closely mirror the Barclays U.S. Aggregate index are loaded with Treasury and government agency bonds.

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

The index is up 7.4 per cent from the same quarter last year, almost twice as much as the aggregate index for other countries.

The «broad market» in fixed income is typically measured by the Bloomberg Barclays U.S. Aggregate Index (Bloomberg Barclays Aggregate), which is market - cap weighted and has historically had an approximately 90/10 split between interest rate risk and credit risk.

Nevertheless, prescription drugs CPI is only 1.37 % of the aggregate index (according to a BLS official at the time of writing), thus the overall effect on medical care inflation and headline aggregate index should be limited.

The Barclays Aggregate Index, the industry standard for an intermediate bond benchmark, only has a data going back to 1976 so you don't get the full history all the way back to the 1920s.

Similarly, during the same time period, the EMBIG index outperformed the Barclays Aggregate Index, a bond market proxy.

So perhaps the Barclay's Aggregate index is a much better representative of a broad bond portfolio.

The Bloomberg Barclays U.S. Government / Credit Bond Index measures the non-securitized component of the U.S. Aggregate Index.

They consider portfolios that each month allocate all funds in fixed weights to a mix of stocks (MSCI ACWI Index), bonds (Barclays U.S. Aggregate Index) and real estate investment trusts (MSCI Global REIT Index).