Asset allocation is the DNA of an investment strategy and defines the fund. A fund’s specific asset allocation is the mix of asset classes and weighting which will produce the optimal result that aligns with the stated strategy’s investment mandate. Understanding a fund’s asset allocation mix is essential to understanding the definition of the strategy […]

An Average Time to Maturity (ATM) calculation, defined as the average remaining time to maturity for each security or contract composing a debt instrument, is one of the most commonly used measures for assessing interest rate sensitivity. In this post we will look at some examples where Average Time to Maturity (ATM) calculations can have […]