Sentences with phrase «mean duration rates»
All women (100 %) have stated that the Lactation Station met their needs and they would not have breastfed their infants past six months without the space (mean duration rates were approximately 8 months).
http://www.colactationconference.com/ Not exact matches
Achievement of these goals was considered by the HRC as very challenging, even aggressive, given the expected modest economic growth for 2007 for the financial services industry, the impact and duration of the on - going flat / inverted yield curve (meaning short - term interest rates that are virtually equal to or exceed long - term interest rates, thus lowering profit margins for financial services companies that borrow cash at short - term rates and lend at long - term rates), potentially higher credit losses, fewer available high - quality, high - yielding loans and investment opportunities, and a consumer shift from non-interest to interest - bearing deposits.
Most CDs come with fixed rates, meaning annual percentage yields are locked in for the duration of the term.
If interest rates rise, long duration means TIPS prices decline, even with their inflation compensation.
This means that if interest rates rise the price of a high duration bond will fall more than the price of a low duration bond.
The Strategic Total Return Fund continues to hold a portfolio duration of about 6 years, meaning that a 1 % (100 basis point) change in interest rates would induce a roughly 6 % change in the value of the Fund.
Strategic Total Return continues to carry a duration of about 3.5 years in Treasury securities (meaning that a 100 basis point move in interest rates would be expected to impact the Fund by about 3.5 % on the basis of bond price fluctuations), and holds about 10 % of assets in precious metals shares, and about 5 % of assets in utility shares.
Low interest rates increase duration, an attribute that helps to describe the price volatility that a bond will exhibit, meaning that low interest rates amplify bond price volatility.
Particularly good to see someone explain that the impact on bond funds is not the simplistic «1 % rise in bank rates means loss of duration %» but depends on the interest demanded at that point in the curve and normal supply / demand issues which are massively distorted for linkers.
As yields have fallen, duration, or rate sensitivity, has risen, meaning that the risk associated with a change in rates has generally risen for most bond benchmarks and traditional funds.
It means interest - rate sensitivity duration is how much of your money do you get up front and you used to get a lot more of your money up front with a 5 % coupon than you do with a close to zero percent coupon.
Similarly, in a broader portfolio context, retaining some exposure to the duration factor (meaning sensitivity to interest - rate changes) can help to provide more stable outcomes.
For now, the Strategic Total Return Fund continues to carry a limited duration of about 2 years (meaning that a 100 basis point move in interest rates would be expected to impact the Fund by about 2 % on the basis of bond price fluctuations), mostly in Treasury Inflation Protected Securities.
For example, a 3 - year duration means a bond will decrease in value by 3 % if interest rates rise one percent, or increase in value by 3 % if interest rates fall one percent.
The fixed - income duration remained flat at just over two years, meaning that this portion of the portfolio should have little sensitivity to interest - rate movement.
Strategic Total Return continues to carry a duration of about 3 years in Treasury securities (meaning a 100 basis point move in interest rates would be expected to impact Fund value by about 3 % on the basis of bond price fluctuations), with about 10 % of assets in precious metals shares, and about 5 % of assets in utility shares.
The duration of our bond portfolio remains relatively short as a means designed to protect against rising interest rates.
This also means that triple net lease REITs, which are often used by yield - hungry investors in a low interest rate environment as bond alternatives, can be thought of as very long - term duration bond proxies.
«LSD (long slow distance) cardio training means going for a five km or 10 km goal, compared to SS (steady state) cardio, which keeps the heart rate approximately 65 to 75 per cent, allowing you to complete a certain duration like 20 minutes or 30 minutes,» says Hale.
We pay narrators by their PFH (Per Finished Hour) rate, meaning they get paid based on the duration of the final performance.
This means that if interest rates rise the price of a high duration bond will fall more than the price of a low duration bond.
Rates are fixed or variable, meaning that they either remain the same for the duration of the mortgage or vary depending on a benchmark interest rate.
Duration is a linear measure, meaning it assumes that for a certain percentage of change in interest rates, an equal percentage change in price will occur.
Strategic Dividend Value is hedged at about half the value of its stock holdings, and Strategic Total Return continues to hold a duration of just over 3.5 years (meaning that a 100 basis point move in interest rates would be expected to impact Fund value by about 3.5 % on the basis of bond price fluctuations), with less than 10 % of assets in precious metals shares, and about 5 % of assets in utility shares.
The strategy is duration neutral, meaning that portfolio duration is set in an attempt to meet client objectives and does not incorporate interest rate forecasts or speculation.
If you're concerned that rates will move higher, you may want to keep your duration short, but that usually means accepting lower yield.
@Jerry, I agree that today the main risk in bonds is duration risk (AKA interest - rate risk)-- last weekend's Barron's has an interview with the UBS Wealth Management top managers pointing out this means convincing investors to switch from Treasuries and investment - grade corporates to well - selected junk (HYLD is a jewel there — DO N'T go for index funds in bonds, very differently from ones in stocks they make no sense... where's the sense in wanting to lend more to companies which are more indebted?!
The duration of VFITX (the treasury bond fund) is 5.2 years, which means that if interest rates rise 1 %, the value of the bond fund will fall about 5 %.
A fixed interest rate means your loan repayments won't fluctuate and will remain the same throughout the duration of your loan.
Strategic Total Return carries a duration of about 3.5 years, meaning that a 100 basis point move in interest rates would be expected to affect Fund value by about 3.5 % on the basis of bond price fluctuations, about 10 % of assets in precious metals shares, and about 5 % of assets in utility shares.
This duration figure means that if interest rates were to rise one percent this year, the value of the bonds in this fund would fall approximately 2.7 %.
Consolidation means combining student loans as one big loan so that you don't have to keep track of several ones with varying interest rates and repayment duration periods.
Most CDs come with fixed rates, meaning annual percentage yields are locked in for the duration of the term.
Its default risk is essentially zero, and its short duration means it's not too vulnerable to rising interest rates.
Strategic Total Return has a duration of about 3 years in Treasury securities (meaning that a 100 basis point move in interest rates would be expected to affect Fund value by about 3 % on the basis of bond price fluctuations), just over 10 % of assets in precious metals shares, and about 5 % of assets in utility shares.
This means they are not as sensitive to interest rate changes as longer duration bonds.
For example, a two - year duration means that the bond will decrease in value by 2 % if interest rates rise by 1 % and increase in value by 2 % if interest rates fall by 1 %.
Adjustable rate CDs can be adjusted once during their duration, while variable rates mean that the rates change with the normal flux in national interest rates.
Kohlhepp said that with interest rates rising, investors should favor bond funds with shorter durations, which means their prices, or NAVs, are less sensitive to changes in interest rates.
A long - term rate would mean that the prime mortgage rate Canada is for a longer duration may be spread over 10 years or more.
Short - and long - term rate — Short - term mortgage would mean that the loan is offered for a shorter duration.
My understanding is that they will be negatively affected, but does this mean these funds will lose money for the duration of rising rates?
As an example, a 5 - year duration means that a bond will decrease in value by 5 % if interest rates rise 1 % and increase in value by 5 % if interest rates fall 1 %.
These ETFs are also designed to act as if they have a negative duration, which means that adding an inverse bond ETF to a bond portfolio should make the combination act as though it has a lower, less rate - sensitive duration.
Longer duration means more interest - rate sensitivity; a bond with a 5 - year duration would fall 5 % if interest rates rise by one percentage point.
As we just went over, if you are looking at 15 to 17 - year duration on a 30 - year bond really what that means is that if interest rates move by a 100 basis points, the bond price moves by about 17 %, up or down.
If it is the rate of rise, it is a fair comparison, but if it is the magnitude (i.e. in mm), then I interpret your dot point to mean that the rate of rise is 50 % greater in the later period than in the earlier period (since the later period is 19 years and the earlier period is 30 years duration).