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Portfolios

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  • May 22, 2021
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Duration Bogey

The level of asset duration or liability duration that is desired in the management of a portfolio. This duration represents the discounted form of the portfolio’s future cash flows, and therefore it reflects the actual term of the portfolio. In this sense, the bogey constitutes a numerical benchmark of performance (or a hurdle) set up as a target to be achieved or exceeded. For example, the duration of a given portfolio may be compared to a duration bogey of 4.5 years. This means the portfolio need to achieve a 4.5-year duration or less so that it would fulfill its target.


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