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The LifeComps Index™ for 1998 Q3
| The LifeComps Aggregate Portfolio returns for the quarter ending 9/30/1998 are: |
| | Quarter | Rolling Four Quarters |
| Total Return: | 3.528% | 12.215% |
| Income Return: | 2.162% | 8.7% |
| Price Return: | 1.366% | 3.516% |
| Cash Yield: | 2.303% | 9.169% |
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| Principal Balance ($B): | $42.839 | |
| Ending No. Loans: | 4,472 | |
| Wtd. Avg. Duration: | 4.395 | |
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.
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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
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