The RAFI website states that «traditional
bond indices weight issuers solely by the market value of each firm's outstanding debt with no regard to underlying firm fundamentals.»
Not exact matches
Its underlying
index selects and
weights its
bonds by market value, and this method yields a portfolio that aligns well with our benchmark in terms of credit tranches and maturity buckets, with the only notable difference being a slightly lower YTM.
The Barclays U.S. Aggregate
Bond Index is a market value — weighted index of investment - grade fixed - rate debt issues, including government, corporate, asset - backed, and mortgage - backed securities, with maturities of one year or
Index is a market value —
weighted index of investment - grade fixed - rate debt issues, including government, corporate, asset - backed, and mortgage - backed securities, with maturities of one year or
index of investment - grade fixed - rate debt issues, including government, corporate, asset - backed, and mortgage - backed securities, with maturities of one year or more.
The iShares Intermediate Credit
Bond ETF tracks a market -
weighted index of USD - denominated investment grade corporate, sovereign, supranational, local authority and non-US agency debt with maturities between 1 - 10 years.
The Barclays Global Aggregate
Bond Index is an unmanaged market value — weighted index representing securities that are SEC registered, taxable, and dollar denomin
Index is an unmanaged market value —
weighted index representing securities that are SEC registered, taxable, and dollar denomin
index representing securities that are SEC registered, taxable, and dollar denominated.
The Barclays U.S. Intermediate Government
Bond Index is a market value — weighted index of U.S. government fixed - rate debt issues with maturities between one and 10 y
Index is a market value —
weighted index of U.S. government fixed - rate debt issues with maturities between one and 10 y
index of U.S. government fixed - rate debt issues with maturities between one and 10 years.
The after - tax proceeds from those sources would be worth $ 547 million if he invested the money in a blend of stocks,
bonds, hedge funds, commodities and cash, assuming a
weighted average annual return of 7 percent over the past 15 years, according to the Bloomberg Billionaires
Index.
The iShares 10 - 20 Year Treasury
Bond ETF tracks a market -
weighted index of debt issued by the U.S. Treasury.
Barclays U.S. Aggregate
Bond Index is a broad - based, market - value - weighted benchmark that measures the performance of the U.S.dollar - denominated, investment - grade, fixed - rate, taxable bond mar
Bond Index is a broad - based, market - value -
weighted benchmark that measures the performance of the U.S.dollar - denominated, investment - grade, fixed - rate, taxable
bond mar
bond market.
The iShares 20 + Year Treasury
Bond ETF tracks a market -
weighted index of debt issued by the US Treasury with remaining maturities of 20 years or more.
Bloomberg Barclays U.S. Treasury
Bond Index is a market value - weighted index of public obligations of the U.S. Treasury with maturities of one year or
Index is a market value -
weighted index of public obligations of the U.S. Treasury with maturities of one year or
index of public obligations of the U.S. Treasury with maturities of one year or more.
Depending on the specific market environment, the Funds may employ hedging techniques to minimize the impact of fluctuations in the overall stock or
bond markets, and may also take positions in individual securities that differ substantially from their
weights in the major stock or
bond market
indices.
With 40 percent of its assets, the fund seeks to track the investment performance of a broad, market -
weighted bond index.
PowerShares BulletShares 2022 Corporate
Bond ETF tracks a market - value - weighted, USD - denominated, investment - grade corporate bond index with effective maturities in 2
Bond ETF tracks a market - value -
weighted, USD - denominated, investment - grade corporate
bond index with effective maturities in 2
bond index with effective maturities in 2022.
The PowerShares BulletShares 2019 Corporate
Bond ETF tracks a market -
weighted index of USD - denominated corporate investment - grade
bonds with effective maturities in 2019.
In Australia, this has been evidenced by institutional investors having greater - than -
index weight exposure to non-government
bonds.
The iShares International Treasury
Bond ETF tracks a market
weighted index of local currency non-US government issued debt.
Using monthly data for conventional capitalization -
weighted U.S. equity and
bond indexes and for the specified smart beta
indexes during 2007 through 2016, they find that: Keep Reading
These
bonds represented 39 %
weighting of the
index.
The Bloomberg Barclays US Corporate High - Yield
Bond Index is an unmanaged broad - based market - value - weighted index that tracks the total return performance of non-investment grade, fixed - rate, publicly placed, dollar denominated and nonconvertible debt registered with the Securities and Exchange Commis
Index is an unmanaged broad - based market - value -
weighted index that tracks the total return performance of non-investment grade, fixed - rate, publicly placed, dollar denominated and nonconvertible debt registered with the Securities and Exchange Commis
index that tracks the total return performance of non-investment grade, fixed - rate, publicly placed, dollar denominated and nonconvertible debt registered with the Securities and Exchange Commission.
The blended
index is equally weighted between one third JPMorgan Emerging Markets Bond Index Global Diversified, one third JPMorgan Corporate Emerging Markets Bond Index Diversified, and one third JPMorgan Government Bond Index - Emerging Markets Global Diversi
index is equally
weighted between one third JPMorgan Emerging Markets
Bond Index Global Diversified, one third JPMorgan Corporate Emerging Markets Bond Index Diversified, and one third JPMorgan Government Bond Index - Emerging Markets Global Diversi
Index Global Diversified, one third JPMorgan Corporate Emerging Markets
Bond Index Diversified, and one third JPMorgan Government Bond Index - Emerging Markets Global Diversi
Index Diversified, and one third JPMorgan Government
Bond Index - Emerging Markets Global Diversi
Index - Emerging Markets Global Diversified.
The fund's benchmarks are the GDP -
weighted Global Advantage Inflation - Linked
Bond Index and the Barclays Capital Universal Government Inflation - Linked
Bond Index.
While high quality ratings often imply lower yields, the S&P International Corporate
Bond Index has a
weighted average yield - to - worst of 2.16 %, which is higher than the average yields of U.S. treasuries and comparable to the 2.26 % yield of the S&P 500 AAA Investment Corporate
Bond Index.
As of Feb. 9, 2017, Under Armour holds a 0.014 %
weight in the S&P 500 Investment Grade Corporate
Bond Index, and the apparel, accessories & luxury goods industry subsector consists of a 0.08 %
weight.
If and as the Puerto Rico
bonds default it can be expected that they will be added to the S&P Municipal
Bond Default
Index during a monthly index rebalancing and if they do they may have a significant weight in this i
Index during a monthly
index rebalancing and if they do they may have a significant weight in this i
index rebalancing and if they do they may have a significant
weight in this
indexindex.
The 60/40 benchmark is a blended composite,
weighted 60 % in the aforementioned S&P 500
Index and 40 % in the Barclays US Aggregate
Bond Index to represent balanced portfolios.
The major positions in the reference portfolio were the PowerShares DB US Dollar
Index Bullish Fund (UUP; fixed
weight of 38.1 %), iShares 20 + Year Treasury
Bond ETF (TLT; 22.9 %), iShares MSCI Netherlands ETF (EWN; 9.3 %), Guggenheim CurrencyShares ® Swiss Franc Trust (FXF; 6.0 %), Consumer Staples Select Sector SPDR ® Fund (XLP; 5.5 %), and Utilities Select Sector SPDR ® Fund (XLU; 4.7 %).
If China is included in the government
bond index (JP Morgan Emerging Market Global Diversified
index) then its
weighting is expected to be capped at 10 % due to diversification rules.
Vanguard Total International
Bond Index (VTIBX) has 81 % of its assets in foreign - government bonds, topped by a 22 % weighting in Japanese government securities, whose 10 - year bond yields about 0.
Bond Index (VTIBX) has 81 % of its assets in foreign - government
bonds, topped by a 22 %
weighting in Japanese government securities, whose 10 - year
bond yields about 0.
bond yields about 0.6 %.
(There are small allocations to Italy and Spain, which may concern you, but this is a criticism of
bond - rating agencies, not cap -
weighted indexes.)
More often the large borrowers get in over their heads because they can, partly aided by the ratings, and partly due to
bond indexes giving them large
weights because they are large.
De Thomasis's portfolios may include emerging markets, foreign
bonds, real - return
bonds, real estate, commodities, a blend of large and small caps, value and growth, and traditional and fundamentally
weighted indexes.
The US - listed iShares S&P / Citigroup International Treasury
Bond Fund (IGOV) starts with a cap -
weighted index but makes adjustments «designed to distribute the
weights of each country within the
index by limiting the
weights of countries with higher debt outstanding and reallocating this excess to countries with lower debt outstanding.»
For example, the CIBC Global
Bond Index Fund, the only one of its kind in Canada, tracks the cap -
weighted J.P. Morgan Global Government
Bond Index, which includes only investment - grade
bonds.
The investment seeks to track the performance of a broad, market -
weighted bond index.
The
weighted average yield of the S&P Municipal
Bond New Jersey General Obligation
Index ended at 1.73 % up from 1.52 %.
That said, today's
bond indexes — and
bond ETFs — go well beyond market value
weighting.
The S&P Municipal
Bond New Jersey General Obligation
Index has seen its
weighted average yield rise by 21bps in 2015 eerily similar to the rise of yields in the S&P Municipal
Bond Puerto Rico General Obligation
Index which have moved 22bps higher.
The S&P Canada All
Bond Index is a broad, market value weighted index that is designed to measure both high - yield and investment - grade b
Index is a broad, market value
weighted index that is designed to measure both high - yield and investment - grade b
index that is designed to measure both high - yield and investment - grade
bonds.
The Markit iBoxx ® $ Liquid Investment Grade
Index is a modified market - value weighted index designed to provide a balanced representation of U.S. dollar - denominated investment grade corporate bonds publicly offered in the United States by means of including the most liquid investment grade corporate bonds available as determined by the index prov
Index is a modified market - value
weighted index designed to provide a balanced representation of U.S. dollar - denominated investment grade corporate bonds publicly offered in the United States by means of including the most liquid investment grade corporate bonds available as determined by the index prov
index designed to provide a balanced representation of U.S. dollar - denominated investment grade corporate
bonds publicly offered in the United States by means of including the most liquid investment grade corporate
bonds available as determined by the
index prov
index provider.
The Barclays US Treasury
Bond Index is a market capitalization weighted index that is often used to represent investment grade bonds being traded in the United St
Index is a market capitalization
weighted index that is often used to represent investment grade bonds being traded in the United St
index that is often used to represent investment grade
bonds being traded in the United States.
Current
weighting of corporates in the
bond index is 28 %.
The S&P Short Term AMT - Free Municipal
Bond Index has seen its
weighted average yield remain fairly steady and has recorded a modestly down June so far of Read more -LSB-...]
Barclays U.S. Aggregate
Bond Index is a broad - based, market - value - weighted benchmark that measures the performance of the U.S.dollar - denominated, investment - grade, fixed - rate, taxable bond mar
Bond Index is a broad - based, market - value -
weighted benchmark that measures the performance of the U.S.dollar - denominated, investment - grade, fixed - rate, taxable
bond mar
bond market.
The Markit iBoxx ® $ Liquid High Yield
Index is a modified market - value weighted index designed to provide a balanced representation of U.S. dollar - denominated high yield corporate bonds for sale within the United States by means of including the most liquid high yield corporate bonds available as determined by the index prov
Index is a modified market - value
weighted index designed to provide a balanced representation of U.S. dollar - denominated high yield corporate bonds for sale within the United States by means of including the most liquid high yield corporate bonds available as determined by the index prov
index designed to provide a balanced representation of U.S. dollar - denominated high yield corporate
bonds for sale within the United States by means of including the most liquid high yield corporate
bonds available as determined by the
index prov
index provider.
The iShares 20 + Year Treasury
Bond ETF tracks a market -
weighted index of debt issued by the US Treasury with remaining maturities of 20 years or more.
The Barclays Global Aggregate
Bond Index is an unmanaged market value — weighted index representing securities that are SEC registered, taxable, and dollar denomin
Index is an unmanaged market value —
weighted index representing securities that are SEC registered, taxable, and dollar denomin
index representing securities that are SEC registered, taxable, and dollar denominated.
The Barclays U.S. Intermediate Government
Bond Index is a market value — weighted index of U.S. government fixed - rate debt issues with maturities between one and 10 y
Index is a market value —
weighted index of U.S. government fixed - rate debt issues with maturities between one and 10 y
index of U.S. government fixed - rate debt issues with maturities between one and 10 years.
Heavily composed of investment grade
bonds the
index has recorded a positive return of 0.65 % year - to - date and a
weighted average yield of 3.3 %
As
bonds mature, a proportional
weight will be held as cash until final maturity of the
Index in 2016.