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Duration of bond funds
Posted: Sat Mar 16, 2024 1:50 pm
by Yokohama
How can I find the average duration of bonds in a fund? Especially, I would like to look up the average duration of bonds in the following two funds:
- Smart-i 先進国債券インデックス(為替ヘッジあり)
- eMAXIS Slim 先進国債券インデックス
Is anybody aware of a bond fund with a short duration (1 or 2 years)?
Re: Duration of bond funds
Posted: Sat Mar 16, 2024 10:17 pm
by sutebayashi
The eMAXIS one has a duration of 6.4 mentioned in this monthly report:
https://www.am.mufg.jp/pdf/geppou/25266 ... 202402.pdf
(デュレーション)
I haven’t looked for mutual funds specifically, but there are US ETFs that are specifically shorter duration, and others that are quite the opposite.
Re: Duration of bond funds
Posted: Sun Mar 17, 2024 1:26 am
by TokyoWart
And the duration of Smart-i 先進国債券インデックス(為替ヘッジあり) is 6.62 years
https://doc.wam.abic.co.jp/ap02rs/conte ... 5178_m.pdf
Re: Duration of bond funds
Posted: Sun Mar 17, 2024 3:28 am
by Tsumitate Wrestler
ETFs are the way to go for specific durations.
1-3 months treasuries all the way to 20 year + are available in yen terms.
There are also Austrian, European etc.
Also Rakuten and SBI etc have a decent selection of individual bonds you can buy and hold directly.
Re: Duration of bond funds
Posted: Mon Mar 18, 2024 12:13 am
by Yokohama
Thanks all, very helpful!