FIXED INCOME STATISTICS
Average Price is a price of bond's interest- rate sensitivity based on the average of the price over which a bond's cash flows accrue to the bondholder.
Source: Thompson, Siegel & Walmsley LLC
Average Maturity is computed by weighting the maturity of each security in the portfolio by the market value of the security, then averaging these weighted figures.
Average Duration is a time measure of a bond's interest-rate sensitivity, based on the weighted average of the time periods over which a bond's cash flows accrue to the bondholder.