BulletShares® USD Corporate Bond Indices
Index statistics as of 02/21/2012
BSCBC 2012 |
BSCBD 2013 |
BSCBE 2014 |
BSCBF 2015 |
BSCBG 2016 |
BSCBH 2017 |
BSCBJ 2018 |
BSCBK 2019 |
BSCBM 2020 |
BSCBN 2021 |
|
| Weighted Avg. Coupon (%) | 5.0 | 4.7 | 4.7 | 4.1 | 4.1 | 5.7 | 6.4 | 6.5 | 4.9 | 4.6 |
|
Weighted Avg. Accretive Rating1 |
A2 | A2 | A2 | A2 | A2 | A2 | A3 | A3 | A3 | A3 |
| Weighted Avg. Modified Duration | 0.4 | 1.2 | 2.1 | 3.0 | 3.9 | 4.5 | 5.1 | 5.8 | 6.7 | 7.5 |
| Weighted Avg. Years to Maturity | 0.5 | 1.3 | 2.3 | 3.3 | 4.3 | 5.4 | 6.2 | 7.2 | 8.3 | 9.2 |
| Weighted Avg. Yield to Maturity (%)3 | 1.0 | 1.3 | 1.7 | 2.2 | 2.5 | 3.1 | 3.4 | 3.5 | 3.8 | 3.8 |
| # of Bonds | 122 | 197 | 235 | 196 | 208 | 140 | 150 | 166 | 156 | 176 |
| Par Value ($B) | 140.5 | 217 | 231.5 | 197.4 | 220.3 | 157.2 | 173.2 | 156.8 | 154.7 | 168.4 |
|
Top 10 Issues (%) |
28.2 | 15.9 | 12.6 | 13.2 | 13.1 | 20.9 | 22.1 | 17.6 | 17.4 | 14.8 |
Performance
BSCBC 2012 |
BSCBD 2013 |
BSCBE 2014 |
BSCBF 2015 |
BSCBG 2016 |
BSCBH 2017 |
BSCBJ 2018 |
BSCBK 2019 |
BSCBM 2020 |
BSCBN 2021 |
|
|
Current Performance As of 02/21/2012 |
||||||||||
| Index Level | 105.04 | 107.17 | 110.64 | 112.14 | 116.11 | 118.25 | 120.56 | 119.74 | 121.41 | 102.12 |
| Daily | 0.04% | 0.03% | 0.03% | 0.02% | -0.05% | -0.07% | 0.03% | -0.11% | -0.07% | -0.09% |
| Month to Date | 0.08% | 0.19% | 0.37% | 0.44% | 0.17% | 0.28% | 0.31% | -0.23% | -0.18% | -0.58% |
| Inception2 | 4.12% | 6.17% | 9.24% | 11.15% | 13.48% | 15.96% | 17.54% | 17.08% | 18.74% | 2.47% |
|
Historical Performance As of 01/31/2012 |
||||||||||
| 1 Month | 0.41% | 0.95% | 1.56% | 2.50% | 2.46% | 3.26% | 3.42% | 2.68% | 3.06% | 3.06% |
| 3 Months | 0.56% | 0.88% | 1.16% | 1.97% | 2.24% | 2.66% | 3.41% | 2.79% | 2.88% | - |
| 6 Months | 0.45% | 0.65% | 0.71% | 1.29% | 1.90% | 2.29% | 3.67% | 4.17% | 4.78% | - |
| 1 Year | 1.35% | 2.16% | 3.64% | 5.41% | 6.78% | 7.89% | 9.31% | 10.57% | 11.84% | - |
| 3 Years | - | - | - | - | - | - | - | - | - | - |
| 5 Years | - | - | - | - | - | - | - | - | - | - |
| 10 Years | - | - | - | - | - | - | - | - | - | - |
| Annualized | 2.28% | 3.36% | 4.94% | 5.94% | 7.36% | 8.62% | 9.45% | 9.54% | 10.39% | - |
1Accretive calculates a weighted average composite rating for each index. The composite rating for each security in the eligible universe is determined by calculating the simple average of the security's ratings published by Nationally Recognized Statistical Rating Organizations and then rounding down to the nearest rating step. Each composite rating is then multiplied by each securities' weight in the portfolio to determine the overall index rating.
2BulletShares® USD Corporate Bond Indices inception date April 30, 2010
3Each indices weighted average YTM is calculated as the weighted average of the indices individual bond constituent YTM's based on evaluated bid pricing. Bonds with less than 20 business days to maturity are excluded from the calculation.
The information contained herein is intended for personal use only and should not be relied upon as the basis for the execution of a security trade. Investors are advised to consult with their broker or other financial representative to verify pricing information for any securities referenced herein. Neither Accretive Asset Managment LLC nor any of its direct or indirect third-party data suppliers or their affiliates shall have any liability for the accuracy or completeness of the information contained herein, nor for any lost profits, indirect, special or consequential damages. Either Accretive Asset Management LLC or its direct or indirect third-party data suppliers or their affiliates have exclusive proprietary rights in any information contained herein. The information contained herein may not be used for any unauthorized purpose or redistributed without prior approval from Accretive Asset Management LLC.
