Short duration

Risk management - interest rate risk - duration.

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

Short duration can range from as short as six months, to as long as five years, depending on the provider.

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