Sentences with phrase «return of a bond index»

The important point is this: as the duration of indexes increases and as credit quality decreases, the expected long - term return of a bond index increases to compensate for those extra risks.

Not exact matches

Broader green bond indices, usually an assortment of companies and sectors often unrelated to renewable energy generation, have seen lacklustre returns, much lower than those of appropriately - defined indices.

High - yield bonds delivered another year of strong performance in 2017, with the benchmark Bloomberg Barclays US Corporate High Yield 2 % Issuer Capped Index returning 7.2 % as we approached year - end.

Studies have consistently shown that the returns achieved by the average stock or bond fund investor have lagged the reported returns of the average stock or bond index, often by a large margin.

In his latest research, economist Roger Ibbotson argues that fixed indexed annuities have the potential to outperform bonds in the near future and smooth the return pattern of a portfolio.

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.

For example, income has driven about 90 % of annual bond returns over the past 10 years, based on the Bloomberg Barclays U.S. Aggregate Bond Inbond returns over the past 10 years, based on the Bloomberg Barclays U.S. Aggregate Bond InBond Index.

Through November 24, the S&P National AMT - Free Municipal Bond Total Return Index had returned 4.41 %, versus 3.39 % for the Bloomberg Barclays US Aggregate Bond Index (source: Bloomberg, as of 11/24/2017).

• 12 + underlying investment managers • 8 — 10 % target rate of return • 4 — 6 % target volatility (1/3 of TSX TR Index *) • Low correlation to equities and bonds

In their October 2017 paper entitled «Value Timing: Risk and Return Across Asset Classes», Fahiz Baba Yara, Martijn Boons and Andrea Tamoni examine the power of value spreads to predict returns for individual U.S. equities, global stock indexes, global government bonds, commodities and currencies.

Those outflows showed up in returns data, with a Bloomberg Barclay's Index of U.S. corporate bonds posting a 2.3 per cent loss for the first three months of the year.

As a Personal Finance Blogger, I have reflected on those EE Bonds that I received and wished that they were shares of individual stocks or an index fund that has a historical rate of return of 10 %.

The one - year total return of the S&P China Bond Index fell 0.29 % last year (see Exhibit 1), Read more -LSB-...]

Any non-federal employee earning the equivalent of an MP's salary, who wants an equivalent inflation - indexed benefit backed by the federal government, would need to buy federal real - return bonds — to the tune of about 70 per cent of income!

Like bonds, the prospect of the Fed tapering and causing rising interest rates has helped bring the 2013 YTD returns for the S&P U.S. Preferred Stock Index to -1 %.

By contrast, an investor who put $ 100,000 into a portfolio comprised of 60 % stocks and 40 % bonds and left it alone would now have $ 214,080, based on the total returns of the S&P 500 and the Barclays bond index, over the same period.

In other words, you would buy $ 354.42 more of the International stock index fund and sell $ 107.58 worth of shares of the U.S. stock fund and $ 246.84 of the bonds, so that the percentages return to the original proportions, as shown in the value of the target asset allocation row.

U.S. Corporate Bonds & Senior Loans: Only giving up -0.83 % for the month, the S&P / LSTA U.S. Leveraged Loan 100 Index stayed out of the fixed income fray and has returned a positive 1.99 %, year - to - date.

Percentage of the fund's returns explained by movements in the Citigroup World Government Bond Index.

JP Morgan Emerging Market Bond Index The JPMorgan Emerging Markets Bond Index Global («EMBI Global») tracks total returns for traded external debt instruments in the emerging markets, and is an expanded version of the JPMorgan EMBI +.

If an investor had moved $ 100,000 into bonds that day, it would be worth $ 124,033, based on the total return of the Barclays U.S. Aggregate Bond Index through Thursday, according to investment researcher Morningstar.

June 19 and 20 showed the two worst daily returns of -0.72 % and -0.93 %, respectively for the S&P U.S. Issued Investment Grade Corporate Bond Index.

While this only goes back to 1999, it would still be insightful to compare these two indexes on a year by year and aggregate basis for total return and volatility to get a true sense of the difference that treasury bond duration makes.

Investment grade municipal bonds tracked in the S&P National AMT - Free Municipal Bond Index have seen a negative total return of 4.97 % in June so far, the worst month since September 2008 when the index was down 5.Index have seen a negative total return of 4.97 % in June so far, the worst month since September 2008 when the index was down 5.index was down 5.13 %.

The Standard & Poor's 500 Index of stocks gained 2.9 percent annually while the Barclays U.S. Aggregate bond index saw annualized returns of 5.8 perIndex of stocks gained 2.9 percent annually while the Barclays U.S. Aggregate bond index saw annualized returns of 5.8 perindex saw annualized returns of 5.8 percent.

Using daily futures contract prices for gold, silver, platinum and palladium and daily returns for the stock and bond indexes from the first quarter of 1989 through the second quarter of 2013, they find that: Keep Reading

Using daily S&P 500 Total Return Index returns, Barclays US Aggregate Bond Index returns and closing bid / ask quotes for S&P 500 Index options equity options (with returns calculated in excess of the risk - free rate) during 1996 through 2015, they find that:

US Corporate Bond index returns use Bank of America Merrill Lynch Index data from Federal Reserve Economic Data (Findex returns use Bank of America Merrill Lynch Index data from Federal Reserve Economic Data (FIndex data from Federal Reserve Economic Data (FRED).

ETNs are designed to deliver the total return on a broad index or individual commodity, but rather than being structured as pools of securities that the fund itself owns, they are instead unsecured bonds (notes) issued by a firm that agrees to deliver the return of the index it tracks.

Total return portfolio - the client can create their own stock & bond index funds or take the advice of a financial adviser.

In their December 2016 paper entitled «Cross-Asset Signals and Time Series Momentum», Aleksi Pitkajarvi, Matti Suominen and Lauri Vaittinen examine a strategy that times each of country stock and government bond (constant 5 - year maturity) indexes based on past returns for both.

If an aggressive investor wishes to construct a portfolio composed of Japanese equities, Australian bonds and cotton futures, he can purchase stakes in the iShares MSCI Japan ETF, the Vanguard Australian Government Bond Index ETF and the iPath Bloomberg Cotton Subindex Total Return ETN.

After a stellar 2014 in which the S&P Canada Provincial & Municipal Bond Index returned 10.48 %, this index is still out in front as of March 6, 2015, returning 2.76 %Index returned 10.48 %, this index is still out in front as of March 6, 2015, returning 2.76 %index is still out in front as of March 6, 2015, returning 2.76 % YTD.

The goal is «positive absolute returns» in excess of an appropriate broad bond index.

* Measures correlation between excess return and risk free return of the Barclay's Aggregate U.S. Bond Index.

The best performer in the recent downtrend has been the S&P Canada Collateralized Bond Index losing only -0.39 % of return MTD.

Muni investors enjoyed a perfect run in 2014 as the market notched a positive return each and every month, leading the S&P Municipal Bond Index to an annual return of 9.26 %.

As we near the end of the first quarter, investment grade tax - exempt bonds tracked in the S&P National AMT - Free Municipal Bond Index have returned 0.93 % year - to - date underperforming relative to the over 2 % return of the investment grade corporate bond market tracked in the S&P U.S. Investment Grade Corporate Bond InBond Index have returned 0.93 % year - to - date underperforming relative to the over 2 % return of the investment grade corporate bond market tracked in the S&P U.S. Investment Grade Corporate Bond Inbond market tracked in the S&P U.S. Investment Grade Corporate Bond InBond Index.

The Dow Jones Credit Suisse 30 - Year Inflation Breakeven Index tracks the returns of a long position in 30 - year TIPS and a short position in Treasury bonds.3, 4

The S&P 500 Bond Index has returned a modestly negative total return of -0.31 % year - to - date while the energy bond sector tracked in the S&P 500 Energy Corporate Bond Index is down 5.79 % year - to - dBond Index has returned a modestly negative total return of -0.31 % year - to - date while the energy bond sector tracked in the S&P 500 Energy Corporate Bond Index is down 5.79 % year - to - dbond sector tracked in the S&P 500 Energy Corporate Bond Index is down 5.79 % year - to - dBond Index is down 5.79 % year - to - date.

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 CommisIndex 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 Commisindex 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 returns of all three Asian dividend indices and the S&P Pan Asia REIT Index lagged the equity benchmark and the S&P U.S. Treasury Bond 7 - 10 Year Index.

Better to create a mix of low - cost stock and bond index funds that jibes with your tolerance for risk and allows you to fully participate in the financial markets» long - term gains than to opt for an investment that severely limits your upside in return for providing more protection from periodic setbacks than you really need.

The S&P U.S. Issued Investment Grade Corporate Bond Index is returning 0.6 % month - to - date which is a much better start than all of March's return of 0.04 %.

An absolute return strategy is independent of traditional benchmarks such as the S&P 500 Index or the Barclays U.S. Aggregate Bond Index, which gives it the freedom to invest in a wide variety of securities as well as a variety of strategies to hedge specific types of risk.

On the other hand, the broad U.S. bond market, as measured by the S&P U.S. Aggregate Bond Index, while returning a respectable 3.3 %, failed to keep pace with the rise in cost of future income for any respective target yebond market, as measured by the S&P U.S. Aggregate Bond Index, while returning a respectable 3.3 %, failed to keep pace with the rise in cost of future income for any respective target yeBond Index, while returning a respectable 3.3 %, failed to keep pace with the rise in cost of future income for any respective target years.

The yield of the broader S&P Municipal Bond Index also remained unchanged on the week at a 2.67 % though unlike Puerto Rico, the broad index is returning 5.59 % year - to - Index also remained unchanged on the week at a 2.67 % though unlike Puerto Rico, the broad index is returning 5.59 % year - to - index is returning 5.59 % year - to - date.

Year - to - date, the S&P Eurozone Sovereign Bond Index is returning 2.44 %, just about the 2.46 % it returned for all of 2013.

The S&P China High Quality Corporate Bond 3 - 7 Year Index, an investible index tracks the performance of Chinese corporate bonds within three to seven year tenors and uses more stringent rating criteria, has outperformed its boarder benchmark and returned 5.70 % YTD, as of August 27, Index, an investible index tracks the performance of Chinese corporate bonds within three to seven year tenors and uses more stringent rating criteria, has outperformed its boarder benchmark and returned 5.70 % YTD, as of August 27, index tracks the performance of Chinese corporate bonds within three to seven year tenors and uses more stringent rating criteria, has outperformed its boarder benchmark and returned 5.70 % YTD, as of August 27, 2015.

In spite of having significant fixed income within the index, excess return over change in cost of income was substantially positive (unlike the comparison using the S&P U.S. Aggregate Bond Inindex, excess return over change in cost of income was substantially positive (unlike the comparison using the S&P U.S. Aggregate Bond IndexIndex).