Sentences with phrase «yield index»

Both high yield indices demonstrated a positive correlation with rate changes, meaning that high yield bonds had positive returns when government bond yields rose.

What is the point of those high - cost / low yield index funds?

First, we have written 54 contracts that require us to make payments if certain bonds that are included in various high - yield indices default.

The collapse of the energy market negatively affected the junk bond market, with all headline high - yield indices posting negative returns.

Horizons China High Dividend Yield Index ETF began trading on January 12, 2016.

It's called the Vanguard FTSE Canadian High Dividend Yield Index ETF (VDY) and it makes monthly dividend payments that these days offer an annualized yield of about 2.4 per cent.

RBC U.S. Banks Yield Index ETF seeks to replicate, to the extent possible and before fees and expenses, the performance of a U.S. bank stocks index.

The Cambria Foreign Shareholder Yield ETF seeks investment results that closely correspond to the price and yield performance, before fees and expenses, of the Cambria Foreign Shareholder Yield Index.

The S&P Municipal Bond High Yield Index returned it's third highest return in 16 years ending up 14.6 %.

High yield energy is now 13 % of the Bloomberg Barclays High Yield Index as opposed to 17 % in early 2016.

While the «pure» MSCI World High Dividend Yield Index outperformed its parent MSCI World Index from November 1998 to August 2015, when we applied screens to the stocks in our study to avoid yield - traps, the active return increased to an annualized 3.3 percentage points.

The S&P Municipal Yield Index implements a weighted investment strategy based on blended quality (see Exhibit3).

TORONTO, April 15, 2016 / CNW / - Sphere Investments is pleased to announce the launch of the Sphere FTSE Canada Sustainable Yield Index ETF (the «Sphere ETF»).

These long duration higher yielding bonds represent just under 15 % of the total market value of the S&P Municipal Bond High Yield Index which has returned 9.86 % year to date.

High yield bonds that are part of the Markit iBoxx USD Liquid High Yield Index provide an average yield north of five per cent at the moment, according to Bloomberg data, and may continue to perform well in a cycle of improved economic growth.

All rights in and to the Research Affiliates Fundamental Index ™ concept used in the calculation of the RAFI Bonds US Investment Grade Index and the RAFI Bonds US High Yield Index vest in Research Affiliates.

The BofA Merrill Lynch US High Yield Index tracks the performance of US dollar - denominated, below - investment - grade corporate debt publicly issued in the US domestic market.

Critically, the participant's continuous ratings of emotional intensity during the clip are compared with the target's own ratings of the emotions they experienced to yield an index of EA.

The High Yield Index includes only corporate sectors.

Using monthly data for all bonds in the Barclays U.S. Corporate Investment Grade index and the Barclays U.S. Corporate High Yield index during January 1994 through December 2013 (about 800,000 investment grade and 300,000 high yield bond - month observations), they find that: Keep Reading

As you can see, the high yield index fell even farther than the stock index during the credit crisis of 2008 before rebounding in 2009.

While the yield of the investment grade index moved down by 9 basis points last week, the yield of the high yield index moved the same 9 basis points but upward to a 5.04 %.

This degree of concentration is also apparent from a sector perspective, with a fifth of the yield of the global MSCI High Dividend Yield Index coming from financials alone.

The Markit iBoxx $ Liquid High Yield Index measures the performance of High Yield securities and is selected by a Market Value process.

Currently, 3 ETFs track the Markit iBoxx $ Liquid High Yield Index with more than $ 15.07 B in ETP assets with an average expense ratio of 0.91 %.

The Markit iBoxx USD Liquid High Yield Index consists of liquid USD high yield bonds, selected to provide a balanced representation of the broad USD high yield corporate bond universe.

Empirically robust and theoretically sound reasons support the belief that investors can do better than traditional high - yield index strategies.

A review of the period that began with the global financial crisis and the several years that followed shows the RAFI high - yield index produced approximately 7.8 % in value - add relative to the Merrill Lynch index between June 2007 and November 2008 (the peak of the OAS spike), and only gave back 6.6 % in the form of underperformance through April 2011, when OAS spreads next bottomed.

HYLD uses a modified duration to worst calculation and the Bloomberg Barclays High Yield Index uses a modified adjusted duration calculation.

High yield CDS spreads barely reacted Wednesday, with the S&P / ISDA CDS U.S. High - Yield Index widening only 1.6 bps to 278.83.

Since the peak levels seen on Feb. 11, 2016, U.S. dollar credit spreads have tightened dramatically, with the high yield indices registering returns of over 10 % since.

Tax - exempt investment grade municipal bonds tracked in the S&P National AMT - Free Municipal Bond Index up 1.24 % year - to - date and high yield municipal bonds tracked in the S&P Municipal Bond High Yield Index up 1.13 %.

Even with a slip of 3 bps to the cheaper since month end, the high yield municipal bond market tracked by the S&P Municipal Bond High Yield Index remains on track to making April the 17th consecutive month in a row where it has seen a positive monthly return.

Outside of a slightly negative March -LRB--0.19 %), the high - yield index continues to provide positive monthly performance.

Continued active issuance, which added to supply, and the same energy names that were affected by the drop in oil prices in the high - yield index combined to detract from the performance of the leveraged loan sector.

A large book dump to your Kindle's internal storage can yield an indexing time that takes days and radically reduces your battery life.

RBC Canadian Bank Yield Index ETF seeks to replicate, to the extent possible and before fees and expenses, the performance of a portfolio of Canadian bank stocks.

The following table presents expense information for ETFs tracking the Cambria Foreign Shareholder Yield Index.

A new option: In 2016, Vanguard Group launched the Vanguard International High Dividend Yield Index Fund as both a mutual fund and an ETF.

Vanguard High Dividend Yield Index Fund is an open - end investment company.

I'm using the same data as last time — the indexes are the Merrill Lynch Corporate Yield Indexes as published at FRED of the St. Louis Fed.

Among emerging market stocks, results with rule - based screening were even higher — when these screens were applied, the EM High Dividend Yield Index outperformed its benchmark by 5.1 points in our simulation.

A similar trend occurred with the S&P Municipal Yield Index, down 12.04 % YTD and down 0.05 % MTD, although not as dramatically.

Sphere FTSE Canada Sustainable Yield Index ETF (TSX: SHC) The Sphere ETF seeks to replicate, to the extent reasonably possible and before fees and expenses, the performance of the FTSE Canada Sustainable Yield 150 10 % Capped Index (CAD), or any successor thereto.

The S&P U.S. Issued High Yield Corporate Bond Index has a YTD return of 5.05 % compared to the S&P Municipal Bond High Yield Index which is 9.23 %.

Bloomberg Barclays US Corporate High Yield Index returned approximately 17 % in 2016.

High yield bonds that are part of the Markit iBoxx USD Liquid High Yield Index provide an average yield north of five per cent at the moment, according to Bloomberg data, and may continue to perform well in a cycle of improved economic growth.