ICE U.S. Treasury Core Bond TR Index (^IDCOTCTR)
^IDCOTCTRShare Price Chart
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^IDCOTCTRPerformance
The chart shows the growth of $10,000 invested in ICE U.S. Treasury Core Bond TR Index in Sep 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $12,846 for a total return of roughly 28.46%. All prices are adjusted for splits and dividends.
^IDCOTCTRCompare to other instruments
^IDCOTCTRReturns in periods
| Period | Return | Benchmark |
|---|---|---|
| 1M | 1.93% | 8.17% |
| YTD | 2.26% | 7.73% |
| 6M | -2.74% | -0.37% |
| 1Y | -8.87% | -9.87% |
| 5Y | 0.78% | 8.11% |
| 10Y | 0.89% | 10.73% |
^IDCOTCTRMonthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 2.49% | |||||||||||
| 2022 | -2.43% | -3.43% | -1.70% | 2.68% | -0.51% |
^IDCOTCTRDrawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
^IDCOTCTRWorst Drawdowns
The table below shows the maximum drawdowns of the ICE U.S. Treasury Core Bond 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 Core Bond TR Index is 18.69%, recorded on Oct 24, 2022. The portfolio has not recovered from it yet.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -18.69% | Aug 5, 2020 | 559 | Oct 24, 2022 | — | — | — |
| -5.77% | Jul 11, 2016 | 113 | Dec 16, 2016 | 568 | Mar 25, 2019 | 681 |
| -5.01% | Mar 10, 2020 | 7 | Mar 18, 2020 | 93 | Jul 30, 2020 | 100 |
| -4.66% | Oct 12, 2010 | 82 | Feb 8, 2011 | 89 | Jun 16, 2011 | 171 |
| -4.48% | May 3, 2013 | 87 | Sep 5, 2013 | 272 | Oct 7, 2014 | 359 |
| -3.34% | Feb 3, 2015 | 90 | Jun 10, 2015 | 152 | Jan 20, 2016 | 242 |
| -2.84% | Sep 23, 2011 | 24 | Oct 27, 2011 | 34 | Dec 16, 2011 | 58 |
| -2.66% | Sep 5, 2019 | 7 | Sep 13, 2019 | 94 | Jan 29, 2020 | 101 |
| -2.45% | Feb 1, 2012 | 33 | Mar 19, 2012 | 36 | May 8, 2012 | 69 |
| -1.8% | Jul 26, 2012 | 137 | Feb 13, 2013 | 54 | May 2, 2013 | 191 |
^IDCOTCTRVolatility Chart
Current ICE U.S. Treasury Core Bond TR Index volatility is 6.50%. 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.