Ch.10 · Risk Measures and Ratios · medium

What is 'accrual' in the context of debt fund returns?

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EXPLANATION

Accrual refers to the daily recognition of interest income on debt instruments held in the portfolio. Even if the coupon is paid semi-annually, the interest accrues daily in the NAV. Accrual-based returns are steady and predictable (unlike mark-to-market changes from interest rate movements), making short-duration accrual funds suitable for stable income.

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