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Treasury Yield 5 Years (^FVX)

Index · Currency in USD · Last updated Feb 22, 2024
Summary

Share Price Chart


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Performance

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.


-10.00%-5.00%0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2024February
-2.29%
13.84%
^FVX (Treasury Yield 5 Years)
Benchmark (^GSPC)

S&P 500

Compare to other instruments

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Treasury Yield 5 Years

Popular comparisons: ^FVX vs. VOO, ^FVX vs. TIP, ^FVX vs. ^TNX, ^FVX vs. ES=F, ^FVX vs. VCSH, ^FVX vs. BND, ^FVX vs. TLT

Return

Treasury Yield 5 Years had a return of 12.06% year-to-date (YTD) and 3.07% in the last 12 months. Over the past 10 years, Treasury Yield 5 Years had an annualized return of 10.90%, while the S&P 500 benchmark had an annualized return of 10.51%, indicating that Treasury Yield 5 Years performed slightly bigger than the benchmark.


PeriodReturnBenchmark
Year-To-Date12.06%4.44%
1 month7.12%2.71%
6 months-1.33%12.30%
1 year3.07%24.63%
5 years (annualized)11.80%12.30%
10 years (annualized)10.90%10.51%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.09%
20231.11%1.56%8.53%4.56%-10.76%-10.66%

Risk-Adjusted Performance

This table presents risk-adjusted performance metrics for Treasury Yield 5 Years (^FVX) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^FVX
Treasury Yield 5 Years
0.19
^GSPC
S&P 500
1.79

Sharpe Ratio

The current Treasury Yield 5 Years Sharpe ratio is 0.19. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2024February
0.19
1.79
^FVX (Treasury Yield 5 Years)
Benchmark (^GSPC)

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2024February
-45.50%
-0.95%
^FVX (Treasury Yield 5 Years)
Benchmark (^GSPC)

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 45.50%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-97.53%Jan 10, 19956418Aug 4, 2020
-8.59%May 10, 199421Jun 8, 199470Sep 16, 199491
-6.53%Jan 4, 19947Jan 12, 199416Feb 4, 199423
-4.19%Apr 5, 19943Apr 7, 19947Apr 18, 199410
-3.62%Apr 19, 19946Apr 26, 19943May 2, 19949

Volatility Chart

The current Treasury Yield 5 Years volatility is 9.69%, 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.


2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2024February
9.69%
3.37%
^FVX (Treasury Yield 5 Years)
Benchmark (^GSPC)