Investment Risks and Returns

Quick Answer

Systematic risk hits the whole market and cannot be diversified away; nonsystematic risk is company-specific and can be. Returns split into return of capital, tax-exempt interest, taxable income, and total return. Firms must disclose material facts and can place a temporary hold to protect specified adults from suspected financial exploitation.

The whole unit on one sheet: what can go wrong, what investors earn, what must be disclosed, what it costs, and how firms shield vulnerable investors.


Risk: Systematic vs. Nonsystematic

  • Systematic (market) risk: affects the entire market; non-diversifiable. Mitigate only through hedging or asset allocation. Beta measures sensitivity to it.
  • Systematic types: market, interest-rate (rising rates cut existing bond values), inflation (purchasing-power) (erodes fixed payments), currency (exchange-rate) (foreign FX moves), and political/legislative (regulation, taxation, sanctions).
  • Nonsystematic (diversifiable) risk: specific to a company, industry, or sector; can be reduced through diversification.
  • Nonsystematic types: business (operations/management), financial (leverage/default), credit (default) (issuer misses payments), and event (merger, disaster, fraud scandal).

The One-Liners That Win Points

  • Systematic cannot be diversified away; nonsystematic can. The risk diversification eliminates is always nonsystematic, never market risk.
  • Zero-coupon bonds: maximum interest-rate risk, zero reinvestment risk. High-coupon callable bonds: the reverse.
  • Interest-rate risk and reinvestment risk pull opposite ways: rates up hurts existing bonds, rates down hurts reinvesting cash flows.
  • Falling rates = prepayment risk; rising rates = extension risk (mortgage-backed securities and collateralized mortgage obligations).
  • Return of capital is not income; it reduces cost basis, and once basis hits zero the rest is a capital gain.
  • Treasury interest is exempt from state and local tax but not federal; municipal interest is the opposite.
  • Total return = income plus price change, over the initial investment; unrealized gains count.
  • The Statement of Additional Information (SAI) is delivered only on request; the prospectus is delivered.

Numbers to Lock In

ItemValue
Qualified-dividend holding periodmore than 60 days within the 121-day window around the ex-dividend date
Short-term vs. long-term capital gain lineheld 1 year or less = short-term (ordinary income)
Front-end load (Class A)typically 3% to 5.75%
12b-1 fee cap1.00% (up to 0.75% distribution, up to 0.25% service)
No-load 12b-1 ceiling0.25% or less
Surrender period / penalty-free withdrawal6 to 8 years / up to 10% of account value per year
Mortality and expense (M&E) charge1.00% to 1.50% per year
Letter of Intent window13 months
Specified adult age65 or older, or 18 or older and impaired
Temporary hold: initial / with extension / with state reporting15 / 25 / up to 55 business days

Memory Aid: Systematic Risks (PRIME)

  • Purchasing power (inflation) risk
  • Reinvestment risk
  • Interest rate risk
  • Market risk
  • Exchange rate (currency) risk

Top Gotchas

  • Tax-equivalent yield = municipal yield / (1 minus marginal tax rate). The higher the bracket, the more attractive the muni; private-activity-bond interest may trigger the alternative minimum tax (AMT).
  • The 5% policy is a guideline, not a cap, and it does not apply to mutual funds, variable annuities, new issues at a fixed price, or municipal securities.
  • Breakpoint selling is a violation: a purchase just under a breakpoint must be flagged; splitting orders to dodge the discount breaks the rules.
  • Soft dollars pay only for research and brokerage services. Rent, travel, entertainment, hardware, and personal costs never qualify.
  • A control relationship must be disclosed before or at the time of the transaction, not after.
  • The temporary hold covers both disbursements and securities transactions, applies only to the suspect item (not the whole account), and only supervisory, compliance, or legal personnel may authorize it.
  • A trusted contact person has no authority over the account and the customer may decline to name one.

One-Breath Recap

Sort risk into systematic (whole-market, non-diversifiable, remember PRIME) and nonsystematic (company-specific, diversifiable), then match returns to their tax treatment, from return of capital to total return. Disclose every material fact, know the fee layers that eat returns, and remember the temporary-hold clock (15, then 25, then up to 55 business days) that protects specified adults. Nail those and this unit answers itself.


Need more than the recap? This is a condensed summary. If it is not enough, read the full Investment Risks and Returns unit for the complete lesson.