ICE U.S. Treasury 10-20 Year TR Index (^IDCOT10TR)
Share Price Chart
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Performance
The chart shows the growth of $10,000 invested in ICE U.S. Treasury 10-20 Year TR Index in Oct 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $18,138 for a total return of roughly 81.38%. All prices are adjusted for splits and dividends.
Compare to other instruments
Return
ICE U.S. Treasury 10-20 Year TR Index had a return of 5.41% year-to-date (YTD) and -13.20% in the last 12 months. Over the past 10 years, ICE U.S. Treasury 10-20 Year TR Index had an annualized return of 0.69%, while the S&P 500 had an annualized return of 9.74%, indicating that ICE U.S. Treasury 10-20 Year TR Index did not perform as well as the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| 1 month | 3.53% | -3.48% |
| Year-To-Date | 5.41% | 2.54% |
| 6 months | 3.02% | 2.10% |
| 1 year | -13.20% | -11.75% |
| 5 years (annualized) | -0.45% | 7.99% |
| 10 years (annualized) | 0.69% | 9.74% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 5.50% | -4.52% | ||||||||||
| 2022 | -7.26% | -4.92% | 6.69% | -1.31% |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the ICE U.S. Treasury 10-20 Year TR Index. 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 ICE U.S. Treasury 10-20 Year TR Index is 38.27%, recorded on Oct 24, 2022. The portfolio has not recovered from it yet.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -38.27% | Mar 10, 2020 | 662 | Oct 24, 2022 | — | — | — |
| -14.33% | Dec 31, 2008 | 111 | Jun 10, 2009 | 264 | Jun 29, 2010 | 375 |
| -11.56% | Jul 25, 2012 | 279 | Sep 5, 2013 | 276 | Oct 14, 2014 | 555 |
| -11.3% | Jul 11, 2016 | 566 | Oct 5, 2018 | 160 | May 29, 2019 | 726 |
| -10.58% | Oct 7, 2010 | 84 | Feb 8, 2011 | 121 | Aug 2, 2011 | 205 |
| -7.25% | Sep 18, 2008 | 31 | Oct 31, 2008 | 13 | Nov 20, 2008 | 44 |
| -6.81% | Sep 23, 2011 | 24 | Oct 27, 2011 | 35 | Dec 19, 2011 | 59 |
| -6.34% | Feb 2, 2015 | 91 | Jun 10, 2015 | 159 | Jan 29, 2016 | 250 |
| -6.33% | Mar 24, 2008 | 59 | Jun 13, 2008 | 57 | Sep 4, 2008 | 116 |
| -6.29% | Jan 18, 2006 | 81 | May 12, 2006 | 91 | Sep 21, 2006 | 172 |
Volatility Chart
Current ICE U.S. Treasury 10-20 Year TR Index volatility is 23.27%. 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.