How Risky Are Intermediate Term Bond ETFs?

Jan 20, 2010 in Bonds | Volatility

This particular ETF, Barclays 3-7 Year Treasury Bond ETF (symbol IEI) with a stated effective duration of approximately 4.5 years, had daily standard deviation of 5.5% in 2009. While yields on treasuries are low -- duration management below 5 years is inherently low relative risk.




Comments are closed