|
|
The LifeComps Index™ for 1998 Q2
| The LifeComps Aggregate Portfolio returns for the quarter ending 6/30/1998 are: |
| | Quarter | Rolling Four Quarters |
| Total Return: | 2.358% | 12.762% |
| Income Return: | 2.066% | 8.849% |
| Price Return: | 0.291% | 3.914% |
| Cash Yield: | 2.178% | 9.177% |
| |
| Principal Balance ($B): | $42.812 | |
| Ending No. Loans: | 4,549 | |
| Wtd. Avg. Duration: | 4.337 | |
Yield curve
As is true for all fixed income instruments, mortgage loan market values move inversely with interest rates, affecting both the price (appreciation) return and the total return.
|
Formulas
LifeComps calculates total return using the Modified Dietz methodology. Rolling four quarters figures are the compounded latest four quarters returns. |
LifeComps - Quarterly Report Set Available to Participants
- LifeComps Index Reports
- Aggregate Portfolio Index
- Participant Portfolio Index
- Quarter Returns Graph
- Rolling Four Quarters Returns Graphs
- Cash Yield Graphs
- LifeComps Comparative Returns Graphs Participant vs. Aggregate
- Property Type
- Region
- Loan Size
- Duration Bucket
- LifeComps Attribution Reports
- Nominal Quarter Returns
- Nominal Rolling Four Quarters Returns
- Duration Adjusted Net Price Quarter Returns
- Duration Adjusted Net Price Annual Returns
- LifeComps Detail Quarterly Reports
|
|
