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 Jan 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $12,804 for a total return of roughly 28.04%. All prices are adjusted for splits and dividends.
^IDCOTCTRReturns in periods
| Period | Return | Benchmark |
|---|---|---|
| 1M | -2.67% | -1.34% |
| 6M | -7.15% | -4.51% |
| YTD | -10.59% | -14.66% |
| 1Y | -11.26% | -9.90% |
| 5Y | 0.06% | 10.26% |
| 10Y | 0.80% | 11.10% |
^IDCOTCTRMonthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | -1.75% | -1.45% | -2.40% | -2.85% | 0.63% | -1.92% | 2.31% | -2.43% | -1.16% | |||
| 2021 | -0.86% | -2.75% | -0.62% | 0.63% | 0.21% | 0.69% | 1.30% | 0.13% | -1.30% | 0.02% | 0.35% | -0.27% |
| 2020 | 2.46% | 2.65% | 3.17% | 0.39% | -0.27% | 0.10% | 1.14% | -1.11% | 0.16% | -0.95% | 0.36% | -0.24% |
| 2019 | 0.46% | -0.26% | 1.91% | -0.29% | 2.36% | 0.92% | -0.12% | 3.42% | -0.87% | 0.06% | -0.29% | -0.56% |
| 2018 | -1.37% | -0.75% | 0.95% | -0.81% | 0.90% | 0.02% | -0.43% | 0.77% | -0.94% | -0.47% | 0.88% | 2.16% |
| 2017 | 0.22% | 0.49% | -0.04% | 0.69% | 0.65% | -0.16% | 0.17% | 1.09% | -0.85% | -0.13% | -0.14% | 0.31% |
| 2016 | 2.14% | 0.89% | 0.15% | -0.11% | 0.01% | 2.24% | 0.37% | -0.56% | -0.13% | -1.09% | -2.67% | -0.10% |
| 2015 | 2.61% | -1.57% | 0.63% | -0.53% | -0.19% | -0.89% | 0.84% | 0.04% | 0.87% | -0.36% | -0.42% | -0.17% |
| 2014 | 1.34% | 0.26% | -0.28% | 0.55% | 0.94% | -0.14% | -0.15% | 1.04% | -0.54% | 0.97% | 0.81% | 0.15% |
| 2013 | -0.80% | 0.53% | 0.09% | 0.89% | -1.71% | -1.06% | -0.14% | -0.46% | 0.69% | 0.47% | -0.31% | -0.90% |
| 2012 | 0.40% | -0.70% | -0.97% | 1.43% | 1.69% | -0.33% | 0.98% | -0.11% | -0.31% | -0.16% | 0.52% | -0.42% |
| 2011 | -0.02% | -0.07% | -0.07% | 1.14% | 1.56% | -0.34% | 1.82% | 2.79% | 1.76% | -0.83% | 0.74% | 0.95% |
| 2010 | 1.50% | 0.38% | -0.84% | 1.04% | 1.72% | 1.86% | 0.68% | 2.03% | 0.01% | -0.16% | -0.69% | -1.80% |
^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 15.21%, recorded on Jun 14, 2022. The portfolio has not recovered from it yet.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -15.21% | Aug 5, 2020 | 468 | Jun 14, 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 7.21%. 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.