Average Cumulative Default Rates
Menu
| Rating |
AAA |
AA |
A |
BBB |
BB |
B ~ C |
Investment
Grade |
Speculative
Grade |
All |
| 1Year |
0.00 |
0.00 |
0.09 |
0.60 |
3.17 |
8.64 |
0.15 |
5.34 |
1.06 |
| 2Year |
0.00 |
0.00 |
0.22 |
1.21 |
5.16 |
12.71 |
0.32 |
8.20 |
1.72 |
| 3Year |
0.00 |
0.00 |
0.41 |
1.60 |
6.52 |
15.16 |
0.46 |
10.03 |
2.19 |
| 4Year |
0.00 |
0.00 |
0.66 |
1.99 |
7.44 |
15.99 |
0.64 |
10.92 |
2.50 |
| 5Year |
0.00 |
0.00 |
0.88 |
2.23 |
7.98 |
16.33 |
0.76 |
11.37 |
2.69 |
| 6Year |
0.00 |
0.00 |
0.99 |
2.32 |
8.39 |
16.51 |
0.82 |
11.68 |
2.80 |
| 7Year |
0.00 |
0.00 |
1.11 |
2.48 |
8.39 |
16.51 |
0.91 |
11.68 |
2.86 |
| 8Year |
0.00 |
0.00 |
1.11 |
2.56 |
8.54 |
16.71 |
0.93 |
11.85 |
2.92 |
| 9Year |
0.00 |
0.00 |
1.11 |
2.56 |
8.84 |
16.91 |
0.93 |
12.11 |
2.98 |
| 10Year |
0.00 |
0.00 |
1.11 |
2.74 |
8.84 |
17.12 |
0.98 |
12.20 |
3.04 |
| 11Year |
0.00 |
0.00 |
1.11 |
2.93 |
9.00 |
17.12 |
1.04 |
12.30 |
3.10 |
| 12Year |
0.00 |
0.00 |
1.11 |
3.22 |
9.18 |
17.12 |
1.14 |
12.39 |
3.20 |
| 13Year |
0.00 |
0.00 |
1.11 |
3.42 |
9.36 |
17.12 |
1.21 |
12.50 |
3.28 |
| 14Year |
0.00 |
0.00 |
1.23 |
3.63 |
9.54 |
17.38 |
1.33 |
12.71 |
3.43 |
| 15Year |
0.00 |
0.00 |
1.36 |
3.84 |
9.73 |
17.66 |
1.46 |
12.94 |
3.59 |
| 16Year |
0.00 |
0.00 |
1.36 |
4.07 |
9.73 |
17.98 |
1.56 |
13.06 |
3.70 |
| 17Year |
0.00 |
0.00 |
1.36 |
4.20 |
9.73 |
17.98 |
1.62 |
13.06 |
3.74 |
| 18Year |
0.00 |
0.00 |
1.36 |
4.20 |
9.73 |
17.98 |
1.62 |
13.06 |
3.74 |
| 19Year |
0.00 |
0.00 |
1.36 |
4.20 |
9.73 |
17.98 |
1.62 |
13.06 |
3.74 |
| 20Year |
0.00 |
0.00 |
1.36 |
4.20 |
9.73 |
17.98 |
1.62 |
13.06 |
3.74 |
| 21Year |
0.00 |
0.00 |
1.36 |
4.20 |
9.73 |
17.98 |
1.62 |
13.06 |
3.74 |
| 22Year |
0.00 |
0.00 |
1.36 |
4.20 |
9.73 |
17.98 |
1.62 |
13.06 |
3.74 |
| 23Year |
0.00 |
0.00 |
1.36 |
4.20 |
9.73 |
17.98 |
1.62 |
13.06 |
3.74 |
| 24Year |
0.00 |
0.00 |
1.36 |
4.20 |
9.73 |
17.98 |
1.62 |
13.06 |
3.74 |
| 25Year |
0.00 |
0.00 |
1.36 |
4.20 |
9.73 |
17.98 |
1.62 |
13.06 |
3.74 |
