ICE U.S. Treasury 10-20 Year TR Index (^IDCOT10TR)
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Popular comparisons: ^IDCOT10TR vs. TMF, ^IDCOT10TR vs. TLH
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in ICE U.S. Treasury 10-20 Year TR Index, 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
ICE U.S. Treasury 10-20 Year TR Index had a return of 4.68% year-to-date (YTD) and 11.23% in the last 12 months. Over the past 10 years, ICE U.S. Treasury 10-20 Year TR Index had an annualized return of 0.82%, while the S&P 500 had an annualized return of 10.55%, indicating that ICE U.S. Treasury 10-20 Year TR Index did not perform as well as the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 4.68% | 13.39% |
| 1 month | 3.39% | 4.02% |
| 6 months | 6.17% | 5.56% |
| 1 year | 11.23% | 21.51% |
| 5 years (annualized) | -3.52% | 12.69% |
| 10 years (annualized) | 0.82% | 10.55% |
Monthly Returns
The table below presents the monthly returns of ^IDCOT10TR, 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 | -1.04% | -2.47% | 1.29% | -4.56% | 2.05% | 1.48% | 3.59% | 1.74% | 4.68% | ||||
| 2023 | 5.50% | -4.52% | 4.73% | 0.67% | -2.61% | -0.31% | -1.67% | -2.16% | -6.41% | -4.10% | 7.85% | 7.60% | 3.30% |
| 2022 | -3.03% | -3.10% | -3.38% | -7.12% | 0.06% | -3.81% | 4.65% | -4.49% | -7.26% | -4.92% | 6.69% | -1.31% | -24.68% |
| 2021 | -2.63% | -7.73% | -1.77% | 1.94% | -0.07% | 2.88% | 3.21% | 0.64% | -3.13% | 0.89% | 0.64% | -0.15% | -5.66% |
| 2020 | 5.30% | 4.94% | 5.65% | 0.94% | -0.78% | 0.09% | 2.75% | -3.17% | 0.41% | -2.59% | 0.86% | -1.14% | 13.56% |
| 2019 | 0.75% | -0.62% | 3.70% | -1.07% | 4.52% | 1.46% | 0.13% | 6.62% | -1.72% | -0.43% | -0.76% | -1.76% | 10.96% |
| 2018 | -2.69% | -1.58% | 1.83% | -1.52% | 1.36% | 0.03% | -0.96% | 1.32% | -1.90% | -1.20% | 1.66% | 3.84% | -0.01% |
| 2017 | 0.29% | 1.10% | -0.15% | 1.29% | 1.05% | -0.43% | 0.05% | 2.21% | -1.59% | -0.14% | -0.13% | 0.62% | 4.19% |
| 2016 | 3.43% | 1.89% | 0.16% | -0.27% | 0.32% | 4.04% | 0.68% | -0.98% | -0.52% | -2.16% | -4.93% | -0.34% | 1.03% |
| 2015 | 4.57% | -2.70% | 1.00% | -1.13% | -0.41% | -1.88% | 2.03% | -0.19% | 1.70% | -0.71% | -0.45% | -0.18% | 1.45% |
| 2014 | 3.73% | 0.72% | 0.09% | 1.18% | 2.26% | -0.30% | 0.06% | 2.58% | -1.35% | 1.86% | 1.87% | 0.99% | 14.46% |
| 2013 | -2.34% | 1.20% | 0.41% | 2.41% | -4.44% | -2.73% | -1.08% | -0.63% | 1.18% | 1.01% | -1.68% | -1.80% | -8.37% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of ^IDCOT10TR is 29, suggesting that the investment has average results relative to other indices in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for ICE U.S. Treasury 10-20 Year TR Index (^IDCOT10TR) 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. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the ICE U.S. Treasury 10-20 Year TR Index. 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 ICE U.S. Treasury 10-20 Year TR Index was 41.24%, occurring on Oct 19, 2023. The portfolio has not yet recovered.
The current ICE U.S. Treasury 10-20 Year TR Index drawdown is 27.78%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -41.24% | Mar 10, 2020 | 910 | Oct 19, 2023 | — | — | — |
| -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 |
Volatility
Volatility Chart
The current ICE U.S. Treasury 10-20 Year TR Index volatility is 2.66%, 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.