Highlights
- Avg. Volume (1M)
- 0
- Avg. Volume Value (1M)
- $0.00
Share Price Chart
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Performance
^TYX Performance Chart
Treasury Yield 30 Years (^TYX) is up 9.0% since the beginning of the year. ^TYX is currently trading at $5 per share. Investors who bought $1,000 worth of ^TYX shares 5 years ago would now be looking at an investment worth $2,781.
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Returns By Period
Treasury Yield 30 Years (^TYX) has returned 8.99% so far this year and 9.74% over the past 12 months. Over the last ten years, ^TYX has returned 8.72% per year, falling short of the S&P 500 Index benchmark, which averaged 13.26% annually.
Treasury Yield 30 Years
- 1D
- 1.29%
- 1M
- 5.82%
- 6M
- 8.27%
- YTD
- 8.99%
- 1Y
- 9.74%
- 3Y*
- 8.72%
- 5Y*
- 22.70%
- 10Y*
- 8.72%
- ALL TIME*
- -0.76%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
^TYX Monthly Returns History
Based on dividend-adjusted daily data since Feb 15, 1977, ^TYX's average daily return is +0.01%, while the average monthly return is +0.10%. At this rate, an investment would double in approximately 57.8 years.
Historically, 49% of months were positive and 51% were negative. The best month was Jan 2009 with a return of +33.9%, while the worst month was Dec 2008 at -22.8%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 8 months.
On a daily basis, ^TYX closed higher 47% of trading days. The best single day was Mar 10, 2020 with a return of +30.1%, while the worst single day was Mar 9, 2020 at -22.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.66% | -4.91% | 5.57% | 1.96% | 0.12% | -1.82% | 7.61% | 8.99% | |||||
| 2025 | 0.56% | -6.17% | 2.15% | 1.47% | 5.30% | -3.04% | 2.24% | 0.63% | -3.76% | -1.31% | -0.11% | 3.75% | 1.13% |
| 2024 | 4.88% | 3.80% | -0.59% | 10.14% | -2.88% | -3.22% | -2.95% | -3.96% | -1.48% | 8.20% | -2.39% | 9.62% | 19.08% |
| 2023 | -7.90% | 7.38% | -6.16% | -0.30% | 4.84% | -0.03% | 4.25% | 4.60% | 12.06% | 6.60% | -10.14% | -10.95% | 1.11% |
| 2022 | 10.13% | 4.00% | 12.19% | 20.38% | 3.73% | 2.03% | -4.65% | 9.45% | 15.67% | 11.66% | -9.09% | 4.00% | 108.66% |
| 2021 | 12.88% | 17.44% | 11.14% | -5.11% | -1.65% | -8.75% | -8.14% | 1.58% | 8.56% | -7.17% | -7.98% | 6.60% | 15.74% |
Benchmark Metrics
Treasury Yield 30 Years has an annualized alpha of -0.08%, beta of 0.17, and R2 of 0.02 versus S&P 500 Index. Calculated based on daily prices since February 15, 1977.
- This index tended to rise when S&P 500 Index fell (downside capture of -5.69%), but participation in market rallies was also limited (-5.00%) - a profile typical of counter-cyclical assets.
- Beta of 0.17 may look defensive, but with R2 of 0.02 this index is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this index's risk.
- R2 of 0.02 means this index moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- -0.08%
- Beta
- 0.17
- R²
- 0.02
- Upside Capture
- -5.00%
- Downside Capture
- -5.69%
Return for Risk
Risk / Return Rank
^TYX ranks 24 for risk / return — above 24% of indices peers on PortfoliosLab. Its historical combined result is below the peer median.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for Treasury Yield 30 Years (^TYX) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ^TYX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.73 | ||
| Sortino ratioReturn per unit of downside risk | -0.94 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.25 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 0.92 | 2.00 | -1.08 |
| Martin ratioReturn relative to average drawdown | 2.05 | 8.49 | -6.44 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Treasury Yield 30 Years. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Treasury Yield 30 Years was 93.84%, occurring on Mar 9, 2020. The portfolio has not yet recovered.
The current Treasury Yield 30 Years drawdown is 65.32%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-93.84%Mar 2020 | 38y 4mo | — | 44y 9moOct 1981 - now | COVID crash2020 |
-26.15%Jun 1980 | 3mo 17d | 6mo 1d | 9mo 18dFeb 1980 - Dec 1980 | — |
-11.39%Jan 1981 | 24d | 1mo 9d | 2mo 3dDec 1980 - Feb 1981 | — |
-10.77%Jun 1981 | 1mo 11d | 1mo 18d | 2mo 29dMay 1981 - Aug 1981 | — |
-7.88%Mar 1981 | 29d | 19d | 1mo 18dFeb 1981 - Apr 1981 | — |
Drawdown Indicators
| ^TYX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.84% | -56.78% | -37.06% |
Max Drawdown (1Y)Largest decline over 1 year | -8.69% | -9.10% | +0.41% |
Max Drawdown (3Y)Largest decline over 3 years | -22.85% | -18.90% | -3.95% |
Max Drawdown (5Y)Largest decline over 5 years | -22.85% | -25.43% | +2.58% |
Max Drawdown (10Y)Largest decline over 10 years | -72.86% | -33.92% | -38.94% |
Current DrawdownCurrent decline from peak | -65.32% | -1.58% | -63.74% |
Average DrawdownAverage peak-to-trough decline | -56.73% | -10.70% | -46.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.90% | 2.14% | +1.76% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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