Duration

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  • In simplified terms, a bond's duration measures the effect that each 1% change in interest rates will have on the bond's market value.

    Unlike the maturity date, which tells you when the issuer has promised to repay your principal, duration, which takes the bond's interest payments into account, helps you to evaluate how volatile the bond's price will be over time.

    Basically, the longer the duration - expressed in years - the more volatile the price. So a 1% change in interest rates will have less effect on the price of a bond with a duration of 2 than it will on the price of a bond with a duration of 5.


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  • Browse Related Terms: bond, Bonds (Corporate), Exchange traded notes, Fixed-income investment, note, term

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