Treasury Yield 30 Years (^TYX)
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Treasury Yield 30 Years, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
Treasury Yield 30 Years had a return of 15.60% year-to-date (YTD) and 23.96% in the last 12 months. Over the past 10 years, Treasury Yield 30 Years had an annualized return of 2.28%, while the S&P 500 had an annualized return of 10.67%, indicating that Treasury Yield 30 Years did not perform as well as the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 15.60% | 9.49% |
| 1 month | 0.24% | 1.20% |
| 6 months | -1.84% | 18.29% |
| 1 year | 23.96% | 26.44% |
| 5 years (annualized) | 7.56% | 12.64% |
| 10 years (annualized) | 2.28% | 10.67% |
Monthly Returns
The table below presents the monthly returns of ^TYX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 4.88% | 3.80% | -0.59% | 10.14% | 15.60% | ||||||||
| 2023 | -7.90% | 7.38% | -6.16% | -0.30% | 4.84% | -0.03% | 4.25% | 4.60% | 12.06% | 5.60% | -9.29% | -10.95% | 1.11% |
| 2022 | 10.13% | 4.00% | 12.19% | 20.38% | 3.73% | 2.03% | -4.65% | 9.45% | 15.67% | 9.54% | -7.32% | 4.00% | 108.66% |
| 2021 | 12.88% | 17.44% | 11.14% | -5.11% | -1.65% | -8.75% | -8.23% | 1.69% | 8.56% | -7.17% | -7.98% | 6.60% | 15.74% |
| 2020 | -15.66% | -16.43% | -19.77% | -6.29% | 11.14% | 0.14% | -14.98% | 21.20% | -0.07% | 14.27% | -5.13% | 4.64% | -31.10% |
| 2019 | -0.50% | 2.60% | -8.47% | 4.18% | -12.14% | -2.13% | -0.04% | -22.32% | 8.05% | 2.59% | 1.19% | 8.49% | -20.89% |
| 2018 | 7.41% | 6.29% | -4.96% | 4.21% | -3.58% | 0.13% | 3.11% | -2.37% | 6.21% | 6.41% | -2.67% | -8.79% | 10.26% |
| 2017 | -0.39% | -2.72% | 1.68% | -2.19% | -3.22% | -0.60% | 2.04% | -5.97% | 5.17% | 0.31% | -1.50% | -3.28% | -10.58% |
| 2016 | -8.52% | -5.18% | 0.19% | 1.76% | -1.39% | -12.25% | -5.42% | 2.25% | 4.71% | 10.83% | 16.53% | 1.52% | 1.59% |
| 2015 | -18.12% | 15.50% | -2.15% | 8.22% | 3.41% | 9.03% | -5.70% | 0.14% | -1.74% | 1.84% | 1.94% | 0.84% | 9.68% |
| 2014 | -8.63% | -0.83% | -0.86% | -2.89% | -4.16% | 0.72% | -0.81% | -6.98% | 4.29% | -4.73% | -4.90% | -5.53% | -30.65% |
| 2013 | 7.38% | -2.40% | 0.32% | -7.09% | 14.70% | 5.74% | 4.23% | 0.82% | 0.27% | -1.49% | 4.87% | 4.10% | 34.28% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of ^TYX is 35, suggesting that the investment has average results relative to other indices in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
^TYX (Treasury Yield 30 Years)
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Treasury Yield 30 Years (^TYX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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 69.45%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -93.84% | Oct 27, 1981 | 12061 | Mar 9, 2020 | — | — | — |
| -26.15% | Feb 27, 1980 | 93 | Jun 13, 1980 | 155 | Dec 11, 1980 | 248 |
| -11.39% | Dec 12, 1980 | 21 | Jan 5, 1981 | 34 | Feb 13, 1981 | 55 |
| -10.77% | May 6, 1981 | 36 | Jun 16, 1981 | 41 | Aug 3, 1981 | 77 |
| -7.88% | Feb 17, 1981 | 26 | Mar 18, 1981 | 16 | Apr 6, 1981 | 42 |
Volatility
Volatility Chart
The current Treasury Yield 30 Years volatility is 4.93%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.