Short duration

Risk management - interest rate risk - duration.

In relation to a fund or portfolio, short duration generally means one to three years.

This would normally be considered to represent a moderate level of interest rate risk.

See also

• Duration
• Fund
• Fisher-Weil duration
• Interest rate risk
• Macaulay duration
• Maturity
• Modified duration
• Portfolio
• Short
• Short term
• Ultra short duration