Investing term

What is Duration?

A measure of how much a bond's price moves when interest rates change. Longer duration = more price sensitivity.

Duration measures how sensitive a bond's price is to changes in interest rates, expressed in years. As a rule of thumb, a bond's price moves by roughly its duration for each 1% change in rates: a duration of 8 means an 8% price move for a 1-point rate shift. It rises with a bond's maturity and falls with a higher coupon.

Duration is the key risk gauge for bond holders, because interest-rate risk — not default — is often the bigger day-to-day mover of high-quality bonds. A long-duration bond can lose serious value if rates rise, while a short-duration one barely flinches. It cuts both ways: long duration also gains the most when rates fall, which is why investors lengthen or shorten duration based on their rate view.

How much a rate rise bites
2-year duration−2%5-year duration−5%8-year duration−8%Price fall if rates rise 1% — the longer the duration, the harder a rate rise bites.

For each 1% rise in rates, a bond's price falls by roughly its duration — about 2% for a 2-year, 8% for an 8-year. It's the key gauge of a bond's interest-rate risk.

For example

A bond with a duration of 8 years falls about 8% in price if interest rates rise by 1% — the same rate move barely dents a 2-year bond.

Learn it by doing

That's Duration in theory — it clicks when you use it. Practise it hands-on in a free, interactive lesson (Stage 4, Stocks, Bonds, Cash & Alternatives).

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Why it matters to you

Duration matters because it turns the vague idea of 'interest-rate risk' into a single, usable number. It lets you compare bonds and bond funds directly: a fund with a duration of 2 is far steadier than one with a duration of 15, whatever their yields look like. If you're worried about rising rates, checking duration tells you how exposed you are — the single most important figure for a bond investor after credit quality.

Reaching for yield by extending duration

Long-duration bonds often pay a bit more, which tempts income-seekers to buy them — but that extra yield comes with sharply higher price risk if rates rise. A long-duration bond fund can post double-digit losses in a rising-rate year. Match your duration to your time horizon and rate outlook, not just to the highest yield on offer.

Frequently asked questions

What is bond duration?

Duration is a measure of how much a bond's price will change when interest rates move, expressed in years. Roughly, a bond's price changes by its duration for each 1% change in rates — a duration of 8 implies about an 8% price move for a 1-point rate shift.

Why does duration matter?

Because it quantifies interest-rate risk, often the biggest driver of a high-quality bond's price. A long duration means large price swings when rates move; a short duration means stability. Comparing durations tells you how exposed a bond or fund is to rate changes, which yield alone can't.

Is a longer or shorter duration better?

Neither is universally better — it depends on your horizon and rate view. Short duration is steadier and suits money you'll need soon or a fear of rising rates. Long duration is more volatile but gains most when rates fall, suiting investors who can tolerate swings or expect rates to drop.

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