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Treasury Yield 30 Years

^TYX
Index · Currency in USD

^TYXPrice Chart


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^TYXPerformance

The chart shows the growth of $10,000 invested in Treasury Yield 30 Years on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $4,487 for a total return of roughly -55.13%. All prices are adjusted for splits and dividends.


^TYX (Treasury Yield 30 Years)
Benchmark (S&P 500)

^TYXReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M12.60%
6M-6.61%
YTD27.04%
1Y28.36%
5Y-3.48%
10Y-4.44%

^TYXMonthly Returns Heatmap


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^TYXSharpe 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 30 Years Sharpe ratio is 0.83. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


^TYX (Treasury Yield 30 Years)
Benchmark (S&P 500)

^TYXDrawdowns Chart

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


^TYX (Treasury Yield 30 Years)
Benchmark (S&P 500)

^TYXWorst Drawdowns

The table below shows the maximum drawdowns of the Treasury Yield 30 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 30 Years is 80.66%, recorded on Mar 9, 2020. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-80.66%Apr 7, 20102476Mar 9, 2020
-4.99%Jan 12, 201018Feb 5, 20108Feb 18, 201026
-4.69%Feb 19, 20106Feb 26, 201019Mar 25, 201025
-1.44%Jan 5, 20101Jan 5, 20101Jan 6, 20102
-1.3%Mar 26, 20104Mar 31, 20102Apr 5, 20106

^TYXVolatility Chart

Current Treasury Yield 30 Years volatility is 34.72%. 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.


^TYX (Treasury Yield 30 Years)
Benchmark (S&P 500)

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