The standard measure of interest rate risk is effective duration; it is the critical input to portfolio-based hedging. Effective duration is defined as the percent change in value per 1% shift of the ...

Simplify Treasury Option Income ETF is marketed as a cash-plus, ultra-short duration fund but carries significant hidden interest rate risk. BUCK's effective duration is 4.98 years, far above category ...

Effective duration measures a fund’s sensitivity to changes in interest rates, taking into account the impact of embedded options in bonds; the longer the duration, the more sensitive the fund is to ...

It is important to note our portfolio works to provide yield for investors while focusing on the shorter end of fixed income markets. As of the end of the second quarter, the portfolio had a ...