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Personal Investments • Mirroring individual bond returns with rolling bond funds

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I’m looking to mirror the returns profile of individual bonds with rolling bond funds. Essentially, I would like to ensure that I achieve the current YTM of a rolling bond fund (excluding fees) with a 6-year duration over my bond investment horizon of 6 years. Is there a way to achieve this?

Reading through previous posts, my understanding is that I’d need to hold the 6-year duration rolling bond fund for a maximum of 2x duration (i.e. 12 years) to ensure that I achieve the current YTM (in the unlikely scenario of continually rising interest rates). I would like to achieve the current YTM within my 6-year horizon rather than potentially having to hold the investment for longer. Could I perhaps achieve this by reducing the weighted average duration of my bond funds over time (e.g. every year) through selling the 6-year duration fund and buying shorter duration funds? Would this enable me to achieve the current YTM of the 6-year fund within my 6-year horizon even if I'm forced to sell my holdings at a loss when rebalancing the durations?

I am very averse to losing any principal in my bond investments over my 6-year horizon. I’m not keen on buying individual bonds as I would like to mix government and corporate bonds. I would find this difficult to do if investing in individual bonds. I’ve seen in previous posts that fixed maturity bond funds can be a way to guarantee yield to maturity over a certain horizon. However, fixed maturity bond funds are not widely available in my jurisdiction.

Thank you in advance for any views

Statistics: Posted by Ocado — Tue May 07, 2024 4:57 pm — Replies 0 — Views 51



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