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Treasury Yield 10 Years

Index · Currency in USD

^TNXPrice 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 $4,103 for a total return of roughly -58.97%. All prices are adjusted for splits and dividends.

^TNX (Treasury Yield 10 Years)
Benchmark (S&P 500)

^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 2.28. A Sharpe ratio higher than 2.0 is considered very good.

The chart below displays rolling 12-month Sharpe Ratio.

^TNX (Treasury Yield 10 Years)
Benchmark (S&P 500)

^TNXDrawdowns Chart

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

^TNX (Treasury Yield 10 Years)
Benchmark (S&P 500)

^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.



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To Recover



-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

^TNXVolatility Chart

Current Treasury Yield 10 Years volatility is 38.05%. 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 (S&P 500)

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