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    SaiVamsi
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    This document contains charts showing the average maturity, modified duration, and portfolio yield-to-maturity of a bond portfolio from February 2016 to February 2018. The first chart shows these metrics over time, with average maturity and modified duration generally declining while yield rose. The second chart depicts the average values of these bond characteristics annually from 2010 to 2018.

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    This document contains charts showing the average maturity, modified duration, and portfolio yield-to-maturity of a bond portfolio from February 2016 to February 2018. The first chart shows these metrics over time, with average maturity and modified duration generally declining while yield rose. The second chart depicts the average values of these bond characteristics annually from 2010 to 2018.

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    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
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    14 views1 page

    Chart

    Uploaded by

    SaiVamsi
    This document contains charts showing the average maturity, modified duration, and portfolio yield-to-maturity of a bond portfolio from February 2016 to February 2018. The first chart shows these metrics over time, with average maturity and modified duration generally declining while yield rose. The second chart depicts the average values of these bond characteristics annually from 2010 to 2018.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
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    of 1

    Zoom 1M 3M 6M YTD 1Y 2Y 3Y 5Y ALL From Feb 28, 2016 To Feb 28, 2018

    9 10

    AVERAGE MAT./MODIFIED DUR.


    PORTFOLIO YTM

    8 9

    7 8

    6 7
    Apr '16 Jul '16 Oct '16 Jan '17 Apr '17 Jul '17 Oct '17 Jan '18

    2010 2012 2014 2016 2018

    AVERAGE MATURITY MODIFIED DURATION PORTFOLIO YTM


    Click on Average Maturity / Modified Duration / Portfolio YTM to hide and re-click to show.

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