Fixed Income Research
Fixed Income
Analysis and research on government bonds, savings bonds, T-bills, and other interest-bearing fixed income instruments.
Portfolio construction / MPT
Singapore sovereign fixed-income coverage risk / return map
Annualised return versus annualised volatility. Point colour denotes excess return per unit of risk using a 3.00% annual risk-free hurdle.
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observations
observations
Higher Sharpe Neutral Sharpe Lower Sharpe Capital Market Line Efficient frontier
Expected return uses the latest stored SGS yield for each maturity. Risk fields are the existing page-level duration-volatility inputs; the common MPT display applies a 3.00% annual hurdle.