The role of fixed interest strategies in an ultra-low rate environment
In this Netwealth Podcast, Dr Laura Ryan discusses whether duration strategies can still provide diversification in portfolios in the current ultra-low interest rate environment.
Market Insights
The changing role of duration in an ultra-low yield world
Ultra-low yields fundamentally change the risk vs. reward proposition of government bonds.
Corporate bonds unlimited?
Is central bank support for corporate bond markets truly unlimited? Our sense is decidedly not.
Diversification lessons from the March quarter
The perception and the reality of portfolio diversification can turn out very different in adverse market environments.
Vanishing yield cushions and the asymmetry of duration risk
It is widely assumed that government bonds are inherently ‘safe’ investments but this assumption is no longer so reliable.
Liquidity lessons from March
Liquidity often gets little attention until something goes wrong … and in March 2020 things certainly went wrong.
Fiscal is the new black ( …until the bond vigilantes return )
Government bond markets are now at the precipice of a paradigm shift.
Where to find truly uncorrelated returns
For several decades now, the correlation between asset prices has generally been increasing.
How to reduce the risk of a portfolio
In this Livewire video, Dr Laura Ryan discusses a strategy that can produce returns regardless of whether interest rates are rising or falling.
Bond yields can be misleading
How can a negative yield bond deliver a positive return, or a positive yield bond deliver a loss?