Mastery card
I can explain Bond Duration
A measure of how sensitive a bond's price is to interest-rate changes.
Duration estimates the percentage price change for a small change in yields; longer duration means higher rate sensitivity.
Sticky trick
Higher duration ≈ bigger NAV swings when rates move.
Take into the room
In plain English, what is Bond Duration?
Or open the share card ⏱️
Or start your own 5-word trail from home.