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Treasury Yield 30 Years (^TYX)

Index · Currency in USD · Last updated Sep 24, 2022

^TYXShare Price Chart


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^TYXPerformance

The chart shows the growth of $10,000 invested in Treasury Yield 30 Years in Jan 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $7,783 for a total return of roughly -22.17%. All prices are adjusted for splits and dividends.


-20.00%-10.00%0.00%10.00%20.00%30.00%40.00%AprilMayJuneJulyAugustSeptember
38.76%
-18.71%
^TYX (Treasury Yield 30 Years)
Benchmark (^GSPC)

^TYXReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M10.93%-10.55%
6M43.85%-18.29%
YTD89.61%-22.51%
1Y95.14%-15.98%
5Y3.85%5.82%
10Y1.68%7.32%

^TYXMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
202210.13%4.00%12.19%20.38%3.73%2.03%-4.65%9.45%10.97%
202112.88%17.44%11.14%-5.11%-1.65%-8.75%-8.23%1.69%8.56%-7.17%-7.98%6.60%
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%
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%
20187.41%6.29%-4.96%4.21%-3.58%0.13%3.11%-2.37%6.21%6.41%-2.67%-8.79%
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%
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%
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%
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%
20137.38%-2.40%0.32%-7.09%14.70%5.74%4.23%0.82%0.27%-1.49%4.87%4.10%
20121.56%5.18%8.39%-7.06%-14.06%3.41%-6.73%4.15%5.59%0.60%-2.00%5.65%
20114.79%-1.77%0.40%-2.26%-4.31%3.94%-5.71%-13.07%-18.68%9.52%-4.28%-5.65%
2010-2.82%0.42%4.11%-3.99%-6.91%-7.24%1.74%-11.16%4.36%8.49%2.55%6.34%

^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 3.21. A Sharpe ratio of 3.0 or higher is considered excellent.

The chart below displays rolling 12-month Sharpe Ratio.


-1.000.001.002.003.00AprilMayJuneJulyAugustSeptember
3.21
-0.92
^TYX (Treasury Yield 30 Years)
Benchmark (^GSPC)

^TYXDrawdowns Chart

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


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%OctoberNovemberDecember2022FebruaryMarchAprilMayJuneJulyAugustSeptember
-25.43%
-23.00%
^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 26.00%. 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%50.00%AprilMayJuneJulyAugustSeptember
26.00%
13.76%
^TYX (Treasury Yield 30 Years)
Benchmark (^GSPC)