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Treasury Yield 10 Years (^TNX)

Index · Currency in USD · Last updated May 17, 2022

^TNXShare Price Chart

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The chart shows the growth of $10,000 invested in Treasury Yield 10 Years on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $7,490 for a total return of roughly -25.10%. All prices are adjusted for splits and dividends.

^TNX (Treasury Yield 10 Years)
Benchmark (^GSPC)

^TNXReturns in periods

Returns over 1 year are annualized


^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 3.04. A Sharpe ratio of 3.0 or higher is considered excellent.

The chart below displays rolling 12-month Sharpe Ratio.

^TNX (Treasury Yield 10 Years)
Benchmark (^GSPC)

^TNXDrawdowns Chart

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

^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.



To Bottom


To Recover



-87.51%Apr 6, 20103018Mar 9, 2020
-7.68%Jan 5, 201027Feb 5, 201040Mar 25, 201067
-1.74%Mar 26, 20105Mar 31, 20103Apr 5, 20108

^TNXVolatility Chart

Current Treasury Yield 10 Years volatility is 39.22%. 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.

^TNX (Treasury Yield 10 Years)
Benchmark (^GSPC)

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