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Credit market commentary

Credit market commentary: October 2020

Credit markets remained positive in October, despite experiencing weakness during the last week of the month alongside a sell-off in equities.

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.

Showing 157–162 insights out of 230 results

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