The Shadows of the Bond Market’s Past: 1971-Present

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The Shadows of the Bond Market’s Past: 1971-Present

The Shadows of the Bond Market’s Past, Part I by David Merkel, CFA of The Aleph Blog

Source: FRED

Above is the chart, and here is the data for tonight’s piece:

[Exclusive] DG Value Underperforms In H1, Sees Growing Number Of Distressed Opportunities

Dov Gertzulin's DG Capital has had a rough start to the year. According to a copy of the firm's second-quarter investor update, which highlights the performance figures for its two main strategies, the flagship value strategy and the concentrated strategy, during the first half of 2022, both funds have underperformed their benchmarks this year. The Read More

Date T1 T3 T5 T7 T10 T20 T30 AAA BAA Spd Note
3/1/71 3.69 4.50 5.00 5.42 5.70 5.94 6.01* 7.21 8.46 1.25 High
4/1/77 5.44 6.31 6.79 7.11 7.37 7.67 7.73 8.04 9.07 1.03 Med
12/1/91 4.38 5.39 6.19 6.69 7.09 7.66 7.70 8.31 9.26 0.95 Med
8/1/93 3.44 4.36 5.03 5.35 5.68 6.27 6.32 6.85 7.60 0.75 Med
10/1/01 2.33 3.14 3.91 4.31 4.57 5.34 5.32 7.03 7.91 0.88 Med
7/1/04 2.10 3.05 3.69 4.11 4.50 5.24 5.23 5.82 6.62 0.80 Med<