Tag: duration (Page 2 of 2)
Looking up the current duration of an ETF is easy; estimating the historical duration is not. We look at a reactive way to reduce estimation risk.
Our recent white paper looks into optimal yield-to-risk portfolios of constant maturity fixed-income investments.
Historically, fixed income has provided diversification to equities. What happens if the correlation of fixed income to equities inverts?
For constant maturity fixed income ETFs, the periodic rollover to new issues can be beneficial during rising rates. Duration is not the only factor.
