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Treasury Yield 10 Years

^TNX
Index · Currency in USD

^TNXPrice Chart


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^TNXPerformance

The chart shows the growth of $10,000 invested in ^TNX on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $4,337 for a total return of roughly -56.63%. All prices are adjusted for splits and dividends.


-100.00%0.00%100.00%200.00%300.00%20122014201620182020
-56.63%
269.27%
S&P 500

^TNXReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M1.90%
YTD81.68%
6M114.97%
1Y128.53%
5Y-1.34%
10Y-7.19%

^TNXMonthly Returns Heatmap


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^TNXSharpe 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 10 Years Sharpe ratio is 1.70. A Sharpe ratio greater than 1.0 is considered acceptable.

The chart below displays rolling 12-month Sharpe Ratio.


-2.00-1.000.001.002.0020122014201620182020
1.70

^TNXDrawdowns Chart


-80.00%-60.00%-40.00%-20.00%0.00%20122014201620182020
-58.29%

^TNXWorst Drawdowns

The table below shows the maximum drawdowns of the Treasury Yield 10 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 {{portfolioName}} is 87.51%, recorded on Mar 9, 2020. The portfolio has not recovered from it yet.


Depth
Start
To Bottom
Bottom
To Recover
End
Total
-87.51%Apr 6, 20102477Mar 9, 2020
-7.68%Jan 5, 201023Feb 5, 201033Mar 25, 201056
-1.74%Mar 26, 20104Mar 31, 20102Apr 5, 20106
0%Jan 1, 19700Jan 1, 1970
0%Jan 1, 19700Jan 1, 1970
0%Jan 1, 19700Jan 1, 1970
0%Jan 1, 19700Jan 1, 1970
0%Jan 1, 19700Jan 1, 1970
0%Jan 1, 19700Jan 1, 1970
0%Jan 1, 19700Jan 1, 1970

^TNXVolatility Chart

Current Treasury Yield 10 Years volatility is 41.94%. The chart below displays rolling 10-day Close-to-Close volatility.


0.00%100.00%200.00%300.00%400.00%20122014201620182020
41.94%

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