AGC - The Chemist's CEF Report - May 2018: Fixed Income CEFs Continue To Get Cheaper Vs. Equity CEFs
For the inaugural issue of The Chemist's CEF Report (September 2016), describing the background and rationale of the Report, please click here.
This edition uses data taken from the close of April 30. Previous editions of the Report can be searched using the keyword "cefrep". Cambridge Income Laboratory subscribers received this report about 1 month ago.
Methodology
A database of CEFs was obtained from CEFConnect. All yields are quoted as the yield on price. All z-scores refer to the 1-year z-score, which I consider to be the most useful time duration