Ultra short dated credit steady returns in a changing rate environment

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A hedge of nominal interest rate sensitivity which is calibrated to the interest rate sensitivity of a defined set of cashflows (defined as the 'Target Liability Profile') and determined using a UK government derived discount curve.

abrdn Life Liability Aware Nominal Long Unleveraged Profile Fund

Related Articles

Ultra-short-dated credit: steady returns in a changing rate environment

Short-dated credit: finding the sweet spot in a crowded market

November 2025 EMD Review and Outlook: positive performance due to more dovish Fed and weak dollar

What bond markets are telling us about inflation – and what they’re not

Ecuador & Argentina: political resets and bond opportunities