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Debt Fund Analytics

Duration

Duration measures how sensitive a debt fund's NAV is to interest-rate changes - a higher-duration fund swings more (up or down) for the same move in rates than a lower-duration one.

A debt fund reports three duration-ish figures - they move together, but answer slightly different questions:

THREE MEASURES
Average MaturityWeighted-average time until the bonds actually mature - the simplest, but ignores coupon timing.
Macaulay DurationWeighted-average time to receive all cashflows (coupons + principal), not just maturity - always ≤ average maturity.
Modified DurationMacaulay Duration adjusted for yield - the actual % NAV move for a 1% change in interest rates.

Real comparison across 6 debt funds

CHART

Duration & Average Maturity - 6 real debt funds

Years. All three rise together, but Modified Duration is the one that directly answers 'how much does this fund's NAV move if rates move 1%.'

0 yrs2.3 yrs4.6 yrs6.9 yrs9.2 yrsCanara Ro…Canara Ro…Canara Ro…Canara Ro…Bandhan L…Quantum L…
Macaulay DurationModified DurationAvg Maturity

Funds compared: Quantum Liquid Fund - Direct Plan - Growth · Canara Robeco Medium to Long Term Fund - Direct Plan - Growth · Canara Robeco Ultra Short to Short Term Fund - Direct Plan - Growth · Canara Robeco Conservative Hybrid Fund - Direct Plan - Growth · Canara Robeco Short Term Fund - Direct Plan - Growth · Bandhan Liquid Fund - Direct Plan - Growth

WHAT THIS MEANS FOR YOU A liquid fund with a duration near zero barely moves when rates change - that’s the point of holding it. A long-duration fund can swing several percent in NAV on a single rate move, in either direction. Pick duration based on your own view of rates and how long you can hold, not just the highest current YTM.

METHODOLOGY All three computed from the fund’s latest disclosed portfolio, holdings-weighted. Data: July-2026 disclosure via Punji. Not investment advice.

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