Sentences with phrase «average duration of the portfolio»

The «Starting Average Duration» (i.e. the starting average duration in the tool above) is the average duration of the portfolio.

His suggestion is that the average duration of the portfolio, the average term, should, «reflect — at least to some degree — the time at which you anticipate spending the money.»

Not exact matches

To reduce your portfolio's sensitivity to rising interest rates you want to lower the average duration of your holdings.

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

AM: One can measure interest rate risk by looking at «Average Maturity» or «Modified Duration» of the portfolio.

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'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.

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.

In the construction of the S&P U.S. High Yield Low Volatility Corporate Bond Index, an individual bond's credit risk in a portfolio context is measured by its marginal contribution to risk (MCR), calculated as the product of its spread duration and the difference between the bond's option adjusted spread (OAS) and the spread - duration - adjusted portfolio average OAS (see Equation 1).

MCR borrows the concept of DTS by multiplying spread duration by the difference between bond OAS and portfolio average OAS, instead of OAS directly.

In order to address interest rate sensitivity in a low rate environment, many investors will reduce the average duration of their bond portfolios by moving to shorter maturities.

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.

Bond duration is the weighted average of the expected cash flows for the bonds in the portfolio.

In addition, we continued enhancing our conservative balance sheet with the August $ 1.3 billion senior unsecured notes tender and $ 900 million notes issuance, extending the duration of our senior notes portfolio while decreasing the weighted average interest.»