ALTAR
Score™ 		0.0% info Median Credit
S&P/Moody's		 AA+/Aaa
 
Yield to
Maturity		 2.3% Current
Yield		 2.5%
Macaulay
Duration		 0.7 yrs Modified
Duration		 0.7%


  • Description
  • Performance
  • Fundamentals
  • Rate Sensitivity
  • Rating

FUND BASICS
Category
Fund Sponsor
Website
Inception date Jan 01, 1970
Assets (mns) $0
Currency
Expense ratio 0 bp
Distributions

FUND STRUCTURE
Regulation
Custodian
Weighting
Index replication

ISSUER TYPE BREAKDOWN

CONSTITUENT BREAKDOWN
No. of constituents 28
No of distinct issuers 24
Inflation protected 0%
Variable/Fixed coupon 2% /98%
Non-standard maturity (callable, etc.) 30%

TOP TEN HOLDINGS
0.0% // 0.0 %
   
TOTAL 0.0 %

TOP ISSUERS
U.S. TREASURY64.6%
NEPTUNE FINCO CORP.5.4%
BLUE CUBE SPINCO, INC.3.8%
SPRINT NEXTEL CORPORATION3.6%
SPRINGLEAF FINANCE CORPORATION2.7%

TOP COUNTRY EXPOSURE
UNITED STATES 98.4 %
NETHERLANDS 0.1 %

 





HISTORICAL RETURNS info

  Custom date range Compare to  
  thru


Standardized Annual Returns (thru January 31)
Year-to-date 1 year 5 years 10 years Since Incep.
0.0% -0.8% 5.2% -- 3.3%

Market Correlations
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%

Technical Indicators
Recent close $0.00
30d moving avg. $0.00
Annualized volatility 2.7%
Short interest (ETF) 0.0%
Relative strength (RSI)
Liquidity measures
Avg. volume (thou.) 0
Avg. daily value traded (mns) $0
Turnover 0.0%
Bid/Ask (% of price) 0.00

Distributions


Yield Comparison

*Fund Category:

CREDIT QUALITY: MOODY'S

DISTRIBUTION YIELD (TRAILING 12 MONTHS)
Macaulay Duration info
 
BSJK 0.7 yrs Category
Avg.*		 0.0 yrs
 

Modified Duration info
 
BSJK 0.7% Category
Avg.*		 0.0%

RATE SENSITIVITY ANALYSIS info
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

*Fund Category:

ALTAR Score™


Calculation of ALTAR Score™
Adj. Yield to Maturity info 233 bp
Less: Annual "default factor" info 0 bp
Less: Expense ratio 0 bp
Equals: ALTAR Score 0.00 %
 

Average ALTAR Score™ by Category
Aggregate 3.2%
Corporate 4.0%
Emerging Market 5.7%
Government 7.3%
Inflation Protected 2.4%
Mortgage 5.0%
Municipals 3.5%
 
*Note: The is classified as a fund.

 

Our estimate of the impact of potential defaults on investor returns, based on historical default and recovery rates for bonds of similar credit rating and maturities.
See RATING tab for calculations of ALTAR Score™
Estimate of fund sensitivity to interest rate changes based on modified duration and convexity adjustment applied to underlying bonds. Note: Less meaningful for inflation-indexed bonds.
Adds expected inflation to real YTM for inflation-linked bonds so that all instruments are compared on a nominal basis
Weighted-average term to maturity of the cash flows from a bond. All else being equal, bonds of longer duration are more sensitive to changes in interest rates than bonds of shorter duration.
Approximation of the change in bond prices given a 100 basis point shift in interest rates. A better estimate, particularly for larger moves in interest rates, is provided by the Rate Sensitivity Analysis below.