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.

 

 

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S&P vs European Stocks

Jan 06, 2010 in S&P 500

 Difference Was Essentially The Currency Effect

 

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Classic Example of Mixing Non-Correlating Assets

Jan 06, 2010 in Correlation

 

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Some creativity in non-equities in 2009s equity bull market

Jan 04, 2010 in Bonds

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