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Low duration - high yield: a unique opportunityAvnish Jain, Canara Robeco MF, Mumbai

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Canara Robeco Savings Fund (a low duration fund) has delivered a 7% return in the last 1 yr with a duration of 1 yr, on the back of a robust YTM of 7.7%. YTMs of low duration funds are currently higher than short duration funds, on account of a quirk in the shape of the yield curve.

The 0-1 yr segment of the yield curve is steepening, then itis an inverted curve upto the 3-4 yr segment, after which it flattens out. This is creating a situation where yields upto 1 yr are actually higher than yields in the 3 yr segment.

As expectations built up in recent months about a rate cut cycle, debt fund managers started bulking up on 2-3-4 yr maturity bonds, creating excessive demand and thus raising prices (which caused yields to fall). In contrast, constant supply of 91 day T-bills and bank CDs amidst a neutral liquidity stance of RBI has kept supply elevated in the 0-1 yr segment, thus driving down prices (which caused yields to rise).

Avnish says that with RBI showing no hurry to commence a rate cut cycle and the US rate cut cycle getting pushed further down the road, it is quite possible that low duration funds will continue to offer an attractive opportunity in FY25 as we have seen in FY24.

While investors coming into low duration funds should expect most of the returns from portfolio YTM, there is an element of capital gains that they can also look forward to, whenever the rate cut cycle commences.


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K BABU RAMESH ARN NO :189808 CHENNAI, 17 May 2024

Nice insights on inverted yield curve and reasons for the same. Thanks for sharing

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