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Glossary entry · Trade-offs

Duration

Definition

A measure of how much a bond's price changes when interest rates change. As a rule of thumb, a bond with a duration of 10 will lose about 10% of its price if rates rise by 1 percentage point. Longer-maturity bonds have higher durations, which is why they swing the most when central banks move rates.

Example

A 30-year Treasury (duration ≈ 18) lost ~30% in 2022 when rates rose ~2%, while a 2-year bond barely moved.

From the lessons
Lesson · 06

Duration

This term appears in a longer lesson, where the idea gets the proper treatment with examples and a working visualization.

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