|
- Description
- Performance
- Fundamentals
- Rate Sensitivity
- Rating
Category | |
Fund Sponsor | |
Website | |
Inception date | Jan 01, 1970 |
Assets (mns) | $0 |
Currency | |
Expense ratio | 0 bp |
Distributions |
Regulation | |
Custodian | |
Weighting | |
Index replication |
No. of constituents | 28 |
No of distinct issuers | 24 |
Inflation protected | 0% |
Variable/Fixed coupon | 2% /98% |
Non-standard maturity (callable, etc.) | 30% |
0.0% /00/00 | 5.3 % |
REYNOLDS GROUP ISSUER 5.8% 1/15/20 | 5.0 % |
DELL EMC, INC. 2.7% 6/01/20 | 4.5 % |
NEPTUNE FINCO CORP. 10.9% 1/15/25 | 4.3 % |
THC ESCROW CORP. 6.0% 1/01/20 | 4.0 % |
ICAHN ENTERPRISES FIN 6.0% 8/01/20 | 3.6 % |
NAVIENT CORPORATION 8.0% 3/25/20 | 3.4 % |
INTELSAT JACKSON HOLD 8.0% 2/15/24 | 3.1 % |
SPRINT COMMUNICATIONS 7.0% 8/15/20 | 3.0 % |
DISH DBS CORPORATION 5.1% 5/01/20 | 2.5 % |
TOTAL | 38.8 % |
---|
U.S. TREASURY | 64.6% |
NEPTUNE FINCO CORP. | 5.4% |
BLUE CUBE SPINCO, INC. | 3.8% |
SPRINT NEXTEL CORPORATION | 3.6% |
SPRINGLEAF FINANCE CORPORATION | 2.7% |
UNITED STATES | 98.4 % | |
NETHERLANDS | 0.1 % |
HISTORICAL RETURNS
Custom date range | Compare to | ||
thru |
Year-to-date | 1 year | 5 years | 10 years | Since Incep. |
0.0% | -0.8% | 5.2% | -- | 3.3% |
versus... | Beta | R-squared |
---|---|---|
Barclays Agg. Bond | 0.09 | 1% |
S&P500 | 0.10 | 52% |
MSCI EAFE | 0.10 | 46% |
MSCI Emg. Mkts. | 0.09 | 47% |
Recent close | $0.00 |
30d moving avg. | $0.00 |
Annualized volatility | 2.7% |
Short interest (ETF) | 0.0% |
Relative strength (RSI) |
Avg. volume (thou.) | 0 |
Avg. daily value traded (mns) | $0 |
Turnover | 0.0% |
Bid/Ask (% of price) | 0.00 |
BSJK | 0.7 yrs | Category Avg.* |
0.0 yrs |
BSJK | 0.7% | Category Avg.* |
0.0% |
Change in YTM |
New YTM |
Est. Price Change |
Est. New Price |
+300 bp | 5.33% | -1.4% | $0.00 |
+200 bp | 4.33% | -1.1% | $0.00 |
+150 bp | 3.83% | -0.8% | $0.00 |
+100 bp | 3.33% | -0.6% | $0.00 |
+75 bp | 3.08% | -0.5% | $0.00 |
+50 bp | 2.83% | -0.3% | $0.00 |
+25 bp | 2.58% | -0.2% | $0.00 |
0 bp | 2.33% | 0% | $0.00 |
-25 bp | 2.08% | 0.2% | $0.00 |
-50 bp | 1.83% | 0.3% | $0.00 |
-75 bp | 1.58% | 0.5% | $0.00 |
-100 bp | 1.33% | 0.7% | $0.00 |
-150 bp | 0.83% | 1.1% | $0.00 |
-200 bp | 0.33% | 1.6% | $0.00 |
-300 bp | -0.67% | 2.5% | $0.00 |
ALTAR Score™
Calculation of ALTAR Score™ | ||
---|---|---|
Adj. Yield to Maturity | 233 | bp |
Less: Annual "default factor" | 0 | bp |
Less: Expense ratio | 0 | bp |
Equals: ALTAR Score | 0.00 | % |
Average ALTAR Score™ by Category | |
---|---|
Aggregate | 3.6% |
Corporate | 4.5% |
Emerging Market | 6.3% |
Government | 4.7% |
Inflation Protected | 3.0% |
Mortgage | 5.3% |
Municipals | 3.4% |
*Note: The is classified as a fund. |