1980 Volcker Shock: Historical Context
Market Impact
Yield Curve Shifts & Price Impact
| Maturity | Yield Change | Price Impact |
|---|
Select Portfolio Structure:
Short Duration (2 yrs)
Portfolio Characteristics
Portfolio Allocation
Expected P/L Impact by Duration
Total Impact on $10,000,000 Portfolio
Portfolio Impact Summary
This estimate is based on the bond pricing formula P/P = (1/(1+ΔY))^Duration - 1, which provides a more accurate price change estimate for large yield movements than the traditional duration approximation.
What This Means
Disclaimer: The information presented in this tool is for educational and informational purposes only and does not constitute investment advice, an offer to sell, or a solicitation of an offer to buy any security. Past performance is not indicative of future results. Any investments or strategies referenced herein do not take into account the investment objectives, financial situation or particular needs of any specific person. Investors should consult with a financial professional before making any investment decisions.
The calculations and scenarios presented are hypothetical and based on historical or theoretical yield curve movements. Actual market conditions may vary significantly. Investment involves risk. The value of investments and any income derived from them can go down as well as up and investors may not get back the original amount invested.