Sentences with phrase «index average duration»

Bond index average duration is an important characteristic that investors should monitor.

Not exact matches

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.

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.

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.

Currently, 1 ETF track the Bloomberg Barclays Rate Hedged U.S. Aggregate Bond Index, Negative Five Duration with more than $ 30.73 M in ETP assets with an average expense ratio of 0.28 %.

And if we assume the DOW Index is indeed peaking, and that the subsequent bear market might be the average decline of the last two bear markets in magnitude and time duration, then the DOW Index could conceivably drop to 9000 by the Ides of March of 2016.

On that basis, I'd bought XSB (a short - term bond index, average duration of about 2.9 years).

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 average duration of the S&P Municipal Bond Tobacco Index is over 11.5 years.

The longer maturities of the index, which average 9.75 years and duration of 6.36 years, hurt the index at a time when short durations were the only protection to interest rate risk.

Each index includes an LDI component — inflation - protected fixed income securities with an average duration [ii] matching the expected timing of the retirement cash flows for that specific retirement period.

The benchmark is similar to the widely followed DEX Universe Bond Index in average term (about 10 years), yield to maturity (about 2.5 %) and duration (about 7 years).

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).

To make a fair comparison between the two asset classes indices were selected that have comparable weighted average modified durations: S&P National AMT - Free Municipal Bond Index and the S&P 500 5 - 7 Year Investment Grade Corporate Bond Index.

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 %.

The duration of the S&P U.S. Issued High Yield Corporate Bond Index is 5 years, while the average life of senior loan is 4.48 years as measured by the S&P / LSTA U.S. Leveraged Loan 100 Index.

Studies three indices that separately focus on maximum temperature (TX90pct), minimum temperature (TN90pct) and average temperature (EHF) with respect to five characteristics of event intensity, frequency and duration