Dreyfuss Family Fixed Income Fund

Credit, spread, and duration work as CFO of a student-managed fixed income fund of about $500K.

Tools: Excel, Bloomberg

Background and context

A student-managed fixed income fund of about $500K. I served as its CFO.

Analytical framework

As CFO of the fund, I performed credit, spread, and duration analysis to evaluate risk-adjusted opportunities, and analyzed yield curves, credit quality, and macro drivers to support allocation decisions.

Data and tools

I built Excel models to test interest-rate sensitivity, portfolio risk, and how the portfolio would hold up as market conditions changed.

Findings

I positioned the portfolio in shorter duration amid an inverted yield curve, within a 20% single-sector limit, returning about 5%.