Treasury Yield 5 Years (^FVX)
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Popular comparisons: ^FVX vs. VOO, ^FVX vs. ^TNX, ^FVX vs. ES=F, ^FVX vs. BND, ^FVX vs. TIP, ^FVX vs. VCSH, ^FVX vs. TLT, ^FVX vs. SPY, ^FVX vs. UVIX
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Treasury Yield 5 Years, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
Treasury Yield 5 Years had a return of 10.26% year-to-date (YTD) and 7.05% in the last 12 months. Over the past 10 years, Treasury Yield 5 Years had an annualized return of 9.56%, while the S&P 500 had an annualized return of 10.82%, indicating that Treasury Yield 5 Years did not perform as well as the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 10.26% | 14.75% |
| 1 month | -4.55% | 2.85% |
| 6 months | 9.07% | 15.30% |
| 1 year | 7.05% | 25.37% |
| 5 years (annualized) | 18.65% | 13.19% |
| 10 years (annualized) | 9.56% | 10.82% |
Monthly Returns
The table below presents the monthly returns of ^FVX, 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 | 1.09% | 9.79% | -0.99% | 11.92% | -4.13% | 10.26% | |||||||
| 2023 | -9.05% | 14.57% | -13.36% | -2.08% | 5.85% | 10.42% | 1.11% | 1.56% | 8.53% | 4.56% | -10.76% | -10.66% | -4.00% |
| 2022 | 26.69% | 6.63% | 40.73% | 20.23% | -3.47% | 6.87% | -10.29% | 21.86% | 23.05% | 5.12% | -9.79% | 4.38% | 213.97% |
| 2021 | 22.71% | 75.17% | 20.88% | -8.64% | -8.05% | 10.79% | -19.47% | 9.82% | 29.15% | 19.16% | -3.20% | 10.78% | 252.91% |
| 2020 | -21.68% | -31.15% | -58.93% | -8.00% | -11.88% | -4.93% | -25.61% | 22.79% | 3.03% | 40.07% | -4.99% | -0.28% | -78.68% |
| 2019 | -2.79% | 2.83% | -10.60% | 1.74% | -15.56% | -8.77% | 4.89% | -24.57% | 11.50% | -1.81% | 6.43% | 4.44% | -32.55% |
| 2018 | 14.42% | 4.99% | -3.32% | 8.86% | -4.48% | 2.52% | 4.28% | -3.97% | 7.79% | 1.32% | -4.75% | -11.78% | 13.78% |
| 2017 | -1.34% | -1.47% | 2.61% | -5.86% | -3.74% | 7.84% | -2.81% | -6.82% | 12.95% | 4.25% | 6.67% | 2.89% | 14.06% |
| 2016 | -24.06% | -8.61% | 0.33% | 4.49% | 6.25% | -25.61% | 2.18% | 14.23% | -2.03% | 13.58% | 39.68% | 5.45% | 10.01% |
| 2015 | -28.19% | 26.79% | -8.64% | 4.87% | 1.73% | 10.97% | -4.91% | -0.45% | -10.77% | 11.13% | 8.25% | 6.29% | 6.35% |
| 2014 | -13.62% | 0.07% | 14.63% | -2.94% | -9.10% | 6.35% | 8.49% | -7.66% | 9.34% | -9.38% | -6.32% | 9.40% | -5.43% |
| 2013 | 21.52% | -12.71% | 0.00% | -11.83% | 55.31% | 31.53% | 0.43% | 15.10% | -13.30% | -5.26% | 3.95% | 27.87% | 141.10% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of ^FVX is 22, indicating that it is in the bottom 22% of indices 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
The charts below present risk-adjusted performance metrics for Treasury Yield 5 Years (^FVX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the Treasury Yield 5 Years. 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 Treasury Yield 5 Years was 97.53%, occurring on Aug 4, 2020. The portfolio has not yet recovered.
The current Treasury Yield 5 Years drawdown is 46.38%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -97.53% | Jan 10, 1995 | 6418 | Aug 4, 2020 | — | — | — |
| -8.59% | May 10, 1994 | 21 | Jun 8, 1994 | 70 | Sep 16, 1994 | 91 |
| -6.53% | Jan 4, 1994 | 7 | Jan 12, 1994 | 16 | Feb 4, 1994 | 23 |
| -4.19% | Apr 5, 1994 | 3 | Apr 7, 1994 | 7 | Apr 18, 1994 | 10 |
| -3.62% | Apr 19, 1994 | 6 | Apr 26, 1994 | 3 | May 2, 1994 | 9 |
Volatility
Volatility Chart
The current Treasury Yield 5 Years volatility is 7.17%, 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.