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Treasury Yield 10 Years (^TNX)

Index · Currency in USD · Last updated Sep 30, 2022

^TNXShare Price Chart


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^TNXPerformance

The chart shows the growth of $10,000 invested in Treasury Yield 10 Years in Jan 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $9,755 for a total return of roughly -2.45%. All prices are adjusted for splits and dividends.


-20.00%0.00%20.00%40.00%60.00%MayJuneJulyAugustSeptember
55.33%
-20.56%
^TNX (Treasury Yield 10 Years)
Benchmark (^GSPC)

^TNXReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M20.48%-9.68%
6M58.91%-20.90%
YTD147.82%-23.62%
1Y144.26%-16.36%
5Y10.02%7.65%
10Y8.65%9.74%

^TNXMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
202217.86%3.20%26.54%24.07%-1.49%4.50%-11.10%18.58%19.60%
202119.19%33.58%19.59%-6.59%-3.07%-8.73%-14.14%5.25%17.25%1.83%-7.32%4.78%
2020-20.79%-25.86%-38.07%-10.89%4.18%0.77%-17.92%29.29%-2.31%27.03%-1.86%8.65%
2019-1.90%2.88%-10.96%3.94%-14.63%-6.63%1.05%-25.48%11.22%0.96%5.03%8.05%
201813.10%5.44%-4.43%7.11%-3.88%0.96%4.04%-3.74%7.12%3.37%-4.62%-10.85%
20170.20%-3.79%1.61%-4.76%-3.77%4.83%-0.43%-7.46%9.67%2.15%1.73%-0.50%
2016-14.90%-9.89%2.64%1.85%0.82%-18.87%-2.02%7.54%2.55%14.05%29.12%3.29%
2015-22.81%19.52%-3.40%5.79%2.39%11.46%-5.57%-0.23%-6.36%4.42%3.11%2.30%
2014-11.83%-0.37%2.45%-2.75%-7.21%2.40%1.59%-8.33%7.04%-6.90%-6.04%-1.09%
201313.04%-4.89%-1.91%-9.56%29.19%14.51%4.64%6.02%-4.87%-2.79%7.83%10.40%
2012-3.85%9.89%12.09%-13.58%-17.44%4.93%-10.07%4.69%4.80%2.99%-4.74%9.34%
20112.21%1.07%1.17%-4.57%-7.46%3.54%-11.18%-20.93%-13.26%13.05%-4.92%-9.53%
2010-6.04%-0.39%6.62%-4.44%-9.88%-10.60%-1.49%-14.79%1.61%3.77%7.08%18.16%

^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 2.94. A Sharpe ratio higher than 2.0 is considered very good.

The chart below displays rolling 12-month Sharpe Ratio.


-1.000.001.002.003.004.00MayJuneJulyAugustSeptember
2.94
-0.76
^TNX (Treasury Yield 10 Years)
Benchmark (^GSPC)

^TNXDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2022FebruaryMarchAprilMayJuneJulyAugustSeptember
-6.18%
-24.10%
^TNX (Treasury Yield 10 Years)
Benchmark (^GSPC)

^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 Treasury Yield 10 Years 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, 20102496Mar 9, 2020
-7.68%Jan 5, 201023Feb 5, 201033Mar 25, 201056
-1.74%Mar 26, 20104Mar 31, 20102Apr 5, 20106

^TNXVolatility Chart

Current Treasury Yield 10 Years volatility is 58.00%. 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.


10.00%20.00%30.00%40.00%50.00%60.00%MayJuneJulyAugustSeptember
58.00%
20.76%
^TNX (Treasury Yield 10 Years)
Benchmark (^GSPC)