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Dimension Indices

 

June 2021

1,033.14

Since Inception Total Return

3.31 %

Index Value

The index launch date is May 31, 2021. Prior to this, data are hypothetical and based on the index methodology applied retroactively. When back-testing data, Dimension uses actual historical constituent-level data (e.g., historical price, market capitalization, and corporate action data) in its calculations. Dimension maintains the index and calculates the index levels and performance shown but does not manage all constituent assets.  Past performance of any index is not an indication or guarantee of future results. 

Index Description


Dimension Armenia AMD Bond Index comprises bonds issued by the Armenian Government and Armenian corporations meeting the index’s eligibility criteria. The index is rebalanced monthly and is market value weighted, where the market value of Armenian Government bonds is capped at 60% of the aggregate index. 


Index Performance

2020

2021

July

August

September

October

November

December

January

February

March

April

May

June

INDEX VALUE

1,000.00

1,008.49

1,013.32

1006.87

1,014.52

1,001.54

1,005.36

1,012.73

1,018.89

1,017.48

1,035.28

1,033.14

RETURN

-

0.85%

0.48%

-0.64%

0.76%

-1.28%

0.38%

0.73%

0.61%

-0.14%

1.75%

-0.21%

SITR*

-

0.85%

1.33%

0.69%

1.45%

0.15%

0.54%

1.27%

1.89%

1.75%

3.53%

3.31%


*Since Inception Total Return


Index Statistics

INDEX MARKET VALUE (AMD Million)

1,193,411

NUMBER OF CONSTITUENT BONDS

53

Government Bonds

19

Corporate Bonds

34

TOTAL NOMINAL VALUE OUTSTANDING (AMD Million)

1,076,154

WEIGHTED AVERAGE COUPON

9.96%

WEIGHTED AVERAGE MATURITY (Years)

8.41

WEIGHTED AVERAGE MODIFIED DURATION

4.23

WEIGHTED AVERAGE YIELD TO MATURITY

8.89%


For more details, refer to the index factsheet.


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