tlt
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
TLT iShares 20+ Year Treasury Bond ETF | Government Bonds | 100% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in tlt, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly
The earliest data available for this chart is Jul 26, 2002, corresponding to the inception date of TLT
Returns By Period
As of Sep 21, 2024, the tlt returned 2.67% Year-To-Date and 0.93% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 19.55% | 1.45% | 8.95% | 31.70% | 13.79% | 11.17% |
| tlt | 2.67% | 1.48% | 7.34% | 12.49% | -4.70% | 0.99% |
| Portfolio components: | ||||||
TLT iShares 20+ Year Treasury Bond ETF | 2.67% | 1.48% | 7.34% | 12.49% | -4.70% | 0.99% |
Monthly Returns
The table below presents the monthly returns of tlt, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -2.25% | -2.25% | 0.78% | -6.45% | 2.89% | 1.82% | 3.63% | 2.11% | 2.67% | ||||
| 2023 | 7.64% | -4.85% | 4.84% | 0.34% | -3.02% | 0.22% | -2.54% | -3.14% | -7.95% | -5.46% | 9.92% | 8.69% | 2.77% |
| 2022 | -3.91% | -1.63% | -5.44% | -9.42% | -2.25% | -1.27% | 2.43% | -4.55% | -8.23% | -5.96% | 7.15% | -2.62% | -31.23% |
| 2021 | -3.63% | -5.73% | -5.25% | 2.50% | 0.00% | 4.42% | 3.72% | -0.34% | -2.91% | 2.47% | 2.77% | -2.01% | -4.60% |
| 2020 | 7.69% | 6.63% | 6.38% | 1.22% | -1.76% | 0.34% | 4.43% | -5.05% | 0.77% | -3.39% | 1.66% | -1.23% | 18.15% |
| 2019 | 0.38% | -1.38% | 5.57% | -1.99% | 6.84% | 0.95% | 0.26% | 11.05% | -2.68% | -1.11% | -0.41% | -3.20% | 14.12% |
| 2018 | -3.26% | -3.04% | 2.86% | -2.09% | 2.00% | 0.65% | -1.44% | 1.31% | -2.86% | -2.93% | 1.79% | 5.85% | -1.61% |
| 2017 | 0.81% | 1.58% | -0.66% | 1.57% | 1.89% | 0.79% | -0.66% | 3.41% | -2.32% | -0.04% | 0.74% | 1.81% | 9.18% |
| 2016 | 5.57% | 3.09% | -0.09% | -0.74% | 0.81% | 6.93% | 2.10% | -1.01% | -1.51% | -4.38% | -8.21% | -0.46% | 1.17% |
| 2015 | 9.82% | -6.14% | 1.09% | -3.43% | -2.37% | -4.07% | 4.55% | -0.69% | 1.97% | -0.41% | -0.87% | -0.30% | -1.79% |
| 2014 | 6.30% | 0.52% | 0.73% | 2.10% | 2.95% | -0.25% | 0.66% | 4.72% | -2.11% | 2.82% | 2.97% | 3.25% | 27.31% |
| 2013 | -3.19% | 1.24% | -0.42% | 4.68% | -6.76% | -3.27% | -2.26% | -1.34% | 0.66% | 1.43% | -2.70% | -1.87% | -13.38% |
Expense Ratio
tlt has an expense ratio of 0.15%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of tlt is 4, indicating that it is in the bottom 4% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
TLT iShares 20+ Year Treasury Bond ETF | 0.63 | 0.98 | 1.11 | 0.22 | 1.80 |
Dividends
Dividend yield
tlt granted a 3.66% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| tlt | 3.66% | 3.38% | 2.67% | 1.50% | 1.50% | 2.27% | 2.63% | 2.43% | 2.60% | 2.61% | 2.67% | 3.26% |
| Portfolio components: | ||||||||||||
TLT iShares 20+ Year Treasury Bond ETF | 3.66% | 3.38% | 2.67% | 1.50% | 1.50% | 2.27% | 2.63% | 2.43% | 2.60% | 2.61% | 2.67% | 3.26% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the tlt. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the tlt was 48.35%, occurring on Oct 19, 2023. The portfolio has not yet recovered.
The current tlt drawdown is 36.03%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -48.35% | Aug 5, 2020 | 808 | Oct 19, 2023 | — | — | — |
| -26.58% | Dec 31, 2008 | 111 | Jun 10, 2009 | 553 | Aug 18, 2011 | 664 |
| -20.49% | Jul 26, 2012 | 269 | Aug 21, 2013 | 329 | Dec 10, 2014 | 598 |
| -17.88% | Jul 11, 2016 | 111 | Dec 14, 2016 | 639 | Jul 2, 2019 | 750 |
| -15.81% | Feb 2, 2015 | 102 | Jun 26, 2015 | 240 | Jun 9, 2016 | 342 |
Volatility
Volatility Chart
The current tlt volatility is 3.43%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.