Insights

Credit

Q4 2020: Staying active

While uncertainty is still top of mind, we believe active managers will find opportunity in the dispersion across asset classes, industries and ratings
Showing 1–6 insights out of 72 results
Research report

Does duration matter?

We outline why core fixed income indexes are now much more interest-rate sensitive than ever before and offer mitigation options for investors concerned with heightened interest rate sensitivity.

duration
Chart of the week

Rates continue recent rise despite sharp stock sell-off

Rates climbed higher this week while the S&P 500 was down nearly -5%. We look at the risk rates’ recent rise presents to fixed income investments.

Chart of the week

Even a small rate rise highlights bonds’ weakness

Traditional bonds have seen three months of negative returns. Our chart offers a cautionary outlook on bond returns in today’s rate environment.

Chart of the week

Low yields have broken the traditional “40” bond portfolio

Traditional bonds are providing little yield with more interest rate risk than ever. Our chart looks at the asymmetrical risk-return outlook.

Credit market commentary

Credit market commentary: September 2020

Credit markets were mixed in September, with HY Bonds posting a -1.04% return and Senior Secured Loans returning 0.63%. Interest rates remained relatively rangebound throughout the month and the duration-sensitive Barclays Agg returned -0.05%, its second straight monthly decline.

Chart of the week

Treasury market quiets as equity volatility picks up

Treasury rate volatility has flatlined since April. Our chart looks at why yield-hungry investors may need to find new ways to generate income.

Showing 1–6 insights out of 72 results

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