Sentences with phrase «average duration of the fund»

The average duration of the fund is 2.48 years, and management fees are 0.25 %.

Not exact matches

The Strategic Total Return Fund continues to carry an average duration of about 4 years, primarily in straight Treasuries.

Yes the Index - linked fund is more susceptible to interest rate risk than the regular bond fund, but not by the nature of it being a linker, it's because the average duration is longer.

If the average real yield of the linker fund goes up 1 % then you lose 23 % but will recover it in 23 years (assuming duration is 23 and no further change in interest rates).

I got in touch with L&G in 2014 to ask them about the average duration of holdings in the Global Inflation Linked Bond Index Fund, they responded that it was 8.20.

The short durations of these funds reduce risk, but also explain why average yields aren't higher.

Even without any selling, the value of the fund's share price would fall (roughly as a function of the fund's average «duration», a measure of interest rate sensitivity that is a related to a bond's maturity).

Because of their ability to invest in these longer duration securities of slightly less credit quality, stable value funds have outperformed money market funds on average by 150 - 200 basis points (1.50 % -2.00 %) net of fees annually over the past 20 years.

With a duration of 2.3 the Vanguard Limited Term Tax Exempt fund has a slightly longer duration than the category average.

Research Serv., R42647, Continuing Resolutions: Overview of Components and Recent Practices 1, 13 (2015)(noting that 1997 was the most recent year that the twelve regular appropriations bills that fund the government were all enacted before the end of the fiscal year on October 1 and that since that time, continuing resolutions have been enacted on average six times per fiscal year, for an average duration of almost five months, with full - year continuing resolutions enacted for FY2007, FY2011, and FY2013).

The fund seeks to maintain an average portfolio duration of zero to ten years.

The average duration of a bond fund should, in general, match the period of time in which you expect to keep your investment dollars in the fund.

Some might say this is a good time to have an average duration or maturity of the bonds in bond funds to be under ten years — perhaps even well under ten years.

One thing you can do is find out the average duration and maturity of the bonds in your fund (s).

Noload bond funds will have turnover that also varies, because of the average duration of the bonds in the fund.

Under normal circumstances, the Manager seeks to maintain a weighted average duration of three to seven years in the investment grade fixed - income portion of the fund.

This means that it may actually be prudent for an average investor to shorten the duration by moving a part of investment in bonds to money market funds.

Of course, bond mutual fund turnover can vary significantly due to the average duration of the bonds within the funOf course, bond mutual fund turnover can vary significantly due to the average duration of the bonds within the funof the bonds within the fund.

So in an intermediate - term bond fund, with an average duration of four to five years, the loss would be about 4 % to 5 %.

The duration on this set of funds is below the market average, quality is above, and yield is above as well.

These funds have no choice but to use sampling: they buy a smaller number of bonds that approximate the overall characteristics of the index (average term, coupon, duration, etc.).

The fund currently has an average maturity of 0.97 years and duration of 0.83 years but at times of a favorable interest - rate scenario, it may increase the portfolio maturity little above one year, keeping in mind the safety and liquidity.

The fund has an average maturity of 2.79 years and modified duration of 2.13 years which shows that it is quite safe in terms of volatility.

The strategy of Strategic Total Return has never relied much on the existence of a bull market in bonds (indeed, our average bond duration has rarely exceeded 4 years since the inception of the Fund, and has often been limited to just 1 - 2 years).

Our short duration funds have an average duration that's typically less than five years, and offer varying yields and levels of credit risk.

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.

On their websites, many mutual fund companies report the average duration of the bonds in their funds.

Funds in the Canadian Fixed Income category must invest at least 90 % of their fixed income holdings in Canadian dollars with an average duration greater than 3.5 years and less than 9.0 years.

The classification of Limited will be assigned to those funds whose average effective duration is between 25 % to 75 % of MCBI's average effective duration; funds whose average effective duration is between 75 % to 125 % of the MCBI will be classified as Moderate; and those that are at 125 % or greater of the average effective duration of the MCBI will be classified as Extensive.

With a current duration of 4.85 (Morningstar category average: Investment Grade Bonds, 6/18/2015), the typical bond fund is very susceptible to capital losses should interest rates rise from their current low of 2.35 % to the historical average over the last 30 years of 5.44 %.

The Fund's principal investment strategies emphasize strategic management of the average interest rate sensitivity («duration») of portfolio holdings, the Fund's exposure to changes in the yield curve, and allocation among fixed income alternatives and inflation hedges.

Read the prospectus for your fund and it will have the average duration as well as information about the issuers of the bonds it does invest in (govt, agency, mortgage backed, foreign, high quality corporate, etc) and whether there are constraints on the target average maturity.

If you want technical details, look at the «average duration» or «average maturity» of the bond fund; as a rough guide, if the duration is 10, then a 1 % change in interest rates would be a 10 % gain or loss on the fund.

Funds in the Canadian Long Term Fixed Income category must invest at least 90 % of their fixed income holdings in fixed - income securities denominated in Canadian dollars with an average duration greater than 9.0 years.

The fund holds debt with maturities ranging from one to five years, giving the portfolio an average weighted maturity of 2.9 years and a duration of 2.7 years.

The management cost is 0.4 %, compared with an average of 0.8 % for similar funds, and the portfolio duration is 4.2.

Among the top five, Pimco dominates with three of its funds: Extended Duration Institutional (PEDIX), Income Institutional (PIMIX) and Pimco Fixed Income Shares C (FXICX), having 10 - year average returns of 9.43 %, 9.15 % and 8.68 %, respectively, vs. the Bloomberg Barclays U.S. Aggregate bond index's 4.01 %.

Modified duration, current yield and yield to maturity for the average active fund is based on the average of those funds that have these statistics reported by Morningstar.

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

The fund's average duration, a measure of interest - rate sensitivity, recently stood at 6 years.

For example, if interest rates rose 1 %, a fund with an average duration of two years would be expected to drop in value by 2 %.

Prior to 8/19/13, Fund employed a strategy of investing in fixed - rate bonds with a dollar - weighted average portfolio duration of between three and nine years.

The investment manager for the stable value fund invests in a portfolio of intermediate term bonds with an average duration of approximately three to four years that will provide a significantly higher interest rate, or yield, than for example the short - term (average 60 days or less) securities typically held by a money market fund.

Note also that the average bond duration for these fixed income funds will influence their rates of portfolio turnover.

Note also that the average bond duration for these bond funds will influence their rates of portfolio turnover.

Loyalty Additions equal to 1 % * (average fund value over the 1st day of the last 24 policy months) are payable on completion of specific durations, as applicable.