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bonomate02
Topic Author
Posts: 1
Joined: January 17th, 2019, 9:42 am

Risk adjusted return-bond portfolio

January 22nd, 2019, 8:26 pm

hi, i have 2 bond portfolios and i want to compare their return. The first one yields 0.5%, and has average life of 5yrs. The credit is AAA. The 2nd has yield of 3% and an average life of 12 years. The credit is a mix of AAA to BBB. What is the best way to compare the 2 bond portfolios?

Any ideas, much appreciated.
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