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BASIS Annual Report 2017

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dc.date.accessioned2018-05-18T16:59:05Zen
dc.date.available2018-05-18T16:59:05Zen
dc.date.issued2017en
dc.description.abstractBASIS finished the fiscal year of 2017 returning 4.71%. Unfortunately, that return was not enough to beat the index for the year. The strongest performing sector from a relative standpoint in 2017 was our Treasuries sector. Throughout the year, we were positioned for a bear flattener, which proved to be beneficial for us as the yield curve flattened significantly throughout the year. A major activity for BASIS this year was responding to a high number of tender offers, make-wholes, and calls. BASIS learned a lot from our performance this year and expects to see improvement in 2018.en
dc.format.extent31 pagesen
dc.format.mimetypeapplication/pdfen
dc.identifier.urihttp://hdl.handle.net/10919/83355en
dc.identifier.urlhttp://www.basis.pamplin.vt.edu/2016-annual-report?mode=listen
dc.language.isoen_USen
dc.publisherVirginia Techen
dc.rightsIn Copyrighten
dc.rights.urihttp://rightsstatements.org/vocab/InC/1.0/en
dc.titleBASIS Annual Report 2017en
dc.typeAnnual reporten
dc.type.dcmitypeTexten

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