Sentences with phrase «effective duration»

The fund has an overall effective duration of nearly eight years, making it a moderate risk bond fund overall.

Its long effective duration, weighted average maturity and yield - to - maturity match those of our benchmark to perfection.

In entering these positions, the index seeks to achieve an overall effective duration of zero.

Effective duration provides a measure of a portfolio's interest - rate sensitivity.

The index seeks to achieve an overall effective duration of zero.

Effective duration provides a measure of a portfolio's interest - rate sensitivity.

STOT is an actively managed fund that invests in short - term investment grade and high - yield debt, targeting a weighted average effective duration between one and three years.

This ETF is most appropriate for investors who are interested in investing in TIPS with effective durations of about eight years and do not mind their holdings being sensitive to the changes in the interest rate, which is expected to rise within the next one or two years in the U.S.

The fund's effective duration stands at 2.6 years, making it much less sensitive to changes in the benchmark interest rate but much more responsive to changes in CPI.

In the case of NEAR, the fund offers a diversified fixed - income portfolio with current effective duration of 0.54, and a 30 - day yield of 1.42 %.

Although autocallable structured products tend to be issued for longer terms than reverse - convertibles, autocallable structured products can have shorter effective durations because of the embedded call feature.

Spread duration is displayed in years and reflects the contribution by sector to the portfolio's total spread duration with the exception of the Treasury and Interest - rate swap sectors where effective duration is displayed.

Unsurprisingly, TLH has one of the lowest effective durations in the segment, so it's less sensitive to changes in interest rates.

VCSH might be useful for investors looking to enhance fixed income returns through additional credit risk but also interested in shortening up effective duration.

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

It calculates effective duration calculator and modified duration calculator via Macaulay duration.

- For interest - rate sensitivity, Morningstar obtains from fund companies the average effective duration.

For this reason, VTIP offers strong protection against inflation compared to other ETFs with longer effective duration.

Rates on loans typically reset every 90 days, implying a duration of 0.25 versus a current effective duration of 4.18 on the S&P U.S High Yield Corporate Bond Index.

MINT has even shorter effective duration, of 0.38, an equally attractive yield of 1.42 % and a yield - to - maturity nearing 2 %.

Due to the fund's effective duration of 7.7 years, it is not very sensitive to interest rate changes.

NEW YORK, May 2 - U.S. «There are no TIPS increases, which tends to reduce the effective duration of the forward auctions,» said Jim Vogel, interest rates strategist, at FTN Financial in Memphis, Tennessee.

This, coupled with an effective duration of 5.5, offers the least amount of cushion to offset any rise in interest rates in the fund's history.

Now there's no doubt that something has, indeed, gone badly wrong with capitalism in the recent economic cycle, but we hasten to add that stocks are not only a claim on one year or one cycle of cash flows, but are claims on a stream of future deliverable cash flows with an effective duration of about 50 years.

These groupings display a portfolio's effective duration and third party credit ratings to provide an overall representation of the fund's risk orientation given the sensitivity to interest rate and credit rating of bonds in the portfolio.

One term that bond ETF investors must be familiar with as it relates to their portfolio is: effective duration.

That compares with an effective duration of 7.66 years on the aforementioned TIP.

HYDB has an effective duration of just over four years.

Specifically, the effective duration of the S&P 500 is presently about 50 years, with average bond market duration closer to 6 years, and of course zero duration for cash holdings.

The training program should make clear the target audience, age, training level, and effective duration.

Finally, what is the effective duration of this training program?

As of August 2015, LTPZ holds seven different TIPS maturing between 2032 and 2045, and the fund's effective maturity is about 26 years, while its effective duration stands at 22 years.

TIP's effective duration is 7.9 years, making it somewhat sensitive to the changes in interest rates.

The iShares ETF has an effective duration of 7.66 years.

You can check a bond fund's sensitivity to interest rates by looking up its effective duration, which can be used to estimate how much the fund would gain (or fall) should interest rates decline (or rise) by 1 percentage point.

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.

Of that investable subuniverse, the bonds were then divided into groups based upon their effective duration and credit rating.

For fixed - income funds, the vertical axis shows the credit quality of the long bonds owned and the horizontal axis shows interest rate sensitivity as measured by a bond's effective duration.

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.

For municipal bond funds, Morningstar also obtains from fund companies the average effective duration.

Generally, Morningstar classifies a fixed - income fund's interest - rate sensitivity based on the effective duration of the Morningstar Core Bond Index (MCBI), which is currently three years.

Furthermore, while IGHG and HYHG seek to achieve an effective duration of zero, the hedges can not fully account for changes in the shape of the Treasury interest rate (yield) curve.

For interest - rate sensitivity, Morningstar obtains from fund companies the average effective duration.

Effective duration is a measure of the sensitivity of the price of a fixed income investment to interest rate and bond cash flow changes.

Furthermore, while IGHG seeks to achieve an effective duration of zero, the hedge can not fully account for changes in the shape of the Treasury interest rate (yield) curve.