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Treasury Yield 5 Years (^FVX)

Index · Currency in USD · Last updated Aug 6, 2022

^FVXShare Price Chart


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^FVXPerformance

The chart shows the growth of $10,000 invested in Treasury Yield 5 Years in Jan 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $11,222 for a total return of roughly 12.22%. All prices are adjusted for splits and dividends.


-20.00%0.00%20.00%40.00%60.00%80.00%100.00%MarchAprilMayJuneJulyAugust
65.15%
-9.64%
^FVX (Treasury Yield 5 Years)
Benchmark (^GSPC)

^FVXReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M5.72%8.19%
6M79.17%-7.42%
YTD133.59%-13.03%
1Y340.89%-5.60%
5Y10.33%10.93%
10Y16.54%11.58%

^FVXMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
202226.69%6.63%40.73%20.23%-3.47%6.87%-10.29%10.43%
202122.71%75.17%20.88%-8.64%-8.05%10.79%-19.47%9.82%29.15%19.16%-3.20%10.78%
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%
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%
201814.42%4.99%-3.32%8.86%-4.48%2.52%4.28%-3.97%7.79%1.32%-4.75%-11.78%
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%
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%
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%
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%
201321.52%-12.71%-0.00%-11.83%55.31%31.53%0.43%15.10%-13.30%-5.26%3.95%27.87%
2012-14.34%23.07%19.20%-22.24%-17.26%8.64%-17.83%-0.50%5.70%13.49%-14.13%18.08%
2011-3.17%9.48%4.12%-11.24%-14.53%3.91%-21.72%-30.66%1.37%4.77%-5.84%-12.82%
2010-11.46%-2.73%12.08%-5.47%-13.35%-14.40%-10.97%-16.02%-4.55%-7.96%24.17%37.70%

^FVXSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Treasury Yield 5 Years Sharpe ratio is 5.78. A Sharpe ratio of 3.0 or higher is considered excellent.

The chart below displays rolling 12-month Sharpe Ratio.


0.002.004.006.00MarchAprilMayJuneJulyAugust
5.78
-0.27
^FVX (Treasury Yield 5 Years)
Benchmark (^GSPC)

^FVXDrawdowns Chart

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


-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2022FebruaryMarchAprilMayJuneJulyAugust
-17.24%
-13.58%
^FVX (Treasury Yield 5 Years)
Benchmark (^GSPC)

^FVXWorst Drawdowns

The table below shows the maximum drawdowns of the Treasury Yield 5 Years. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Treasury Yield 5 Years is 93.69%, recorded on Aug 4, 2020. It took 466 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-93.69%Nov 9, 2018435Aug 4, 2020466Jun 10, 2022901
-79.9%Apr 6, 2010581Jul 24, 20121441Apr 19, 20182022
-25.81%Jun 15, 202232Aug 1, 2022
-16.48%Jan 5, 201023Feb 5, 201033Mar 25, 201056
-12.2%May 17, 20188May 29, 201878Sep 18, 201886
-5.4%Oct 9, 201814Oct 26, 20189Nov 8, 201823
-3.8%Mar 26, 20104Mar 31, 20102Apr 5, 20106
-1.94%Apr 26, 20187May 4, 20183May 9, 201810
-1.31%Sep 26, 20185Oct 2, 20181Oct 3, 20186
-0.28%Apr 24, 20181Apr 24, 20181Apr 25, 20182

^FVXVolatility Chart

Current Treasury Yield 5 Years volatility is 64.67%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


20.00%40.00%60.00%80.00%100.00%120.00%MarchAprilMayJuneJulyAugust
64.67%
19.67%
^FVX (Treasury Yield 5 Years)
Benchmark (^GSPC)