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Treasury Yield 30 Years (^TYX)

Index · Currency in USD · Last updated Jan 31, 2023

^TYXShare Price Chart


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^TYXPerformance

The chart shows the growth of $10,000 invested in Treasury Yield 30 Years in Aug 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $7,886 for a total return of roughly -21.14%. All prices are adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%30.00%40.00%50.00%SeptemberOctoberNovemberDecember2023
22.61%
-1.79%
^TYX (Treasury Yield 30 Years)
Benchmark (^GSPC)

^TYXCompare to other instruments

Search for stocks, ETFs, and funds to compare with ^TYX

Treasury Yield 30 Years

Popular comparisons: ^TYX vs. VOO

^TYXReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M-7.92%4.64%
YTD-7.92%4.64%
6M23.07%-2.72%
1Y75.71%-9.34%
5Y3.06%5.31%
10Y1.10%7.78%

^TYXMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2022-4.65%9.45%15.67%9.54%-7.32%4.00%

^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 1.17. A Sharpe ratio greater than 1.0 is considered acceptable.

The chart below displays rolling 12-month Sharpe Ratio.


-1.000.001.002.003.004.00SeptemberOctoberNovemberDecember2023
1.17
-0.47
^TYX (Treasury Yield 30 Years)
Benchmark (^GSPC)

^TYXDrawdowns Chart

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


-40.00%-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%SeptemberOctoberNovemberDecember2023
-24.44%
-16.24%
^TYX (Treasury Yield 30 Years)
Benchmark (^GSPC)

^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, 20103189Mar 9, 2020
-4.99%Jan 12, 201021Feb 5, 201010Feb 18, 201031
-4.69%Feb 19, 20107Feb 26, 201023Mar 25, 201030
-1.52%Apr 4, 20101Apr 4, 20101Apr 5, 20102
-1.44%Jan 5, 20101Jan 5, 20101Jan 6, 20102
-1.3%Mar 26, 20105Mar 31, 20102Apr 2, 20107

^TYXVolatility Chart

Current Treasury Yield 30 Years volatility is 17.90%. 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.


10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2023
17.90%
14.72%
^TYX (Treasury Yield 30 Years)
Benchmark (^GSPC)