PortfoliosLab logo

Treasury Yield 30 Years (^TYX)

Index · Currency in USD · Last updated Jun 25, 2022

^TYXShare Price Chart


Chart placeholderClick Calculate to get results

^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 $6,989 for a total return of roughly -30.11%. All prices are adjusted for splits and dividends.


^TYX (Treasury Yield 30 Years)
Benchmark (^GSPC)

^TYXReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M9.55%-0.75%
YTD70.97%-17.93%
6M70.97%-17.23%
1Y54.21%-7.78%
5Y3.06%8.14%
10Y1.62%9.43%

^TYXMonthly Returns Heatmap


Chart placeholderClick Calculate to get results

^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 2.00. A Sharpe ratio higher than 2.0 is considered very good.

The chart below displays rolling 12-month Sharpe Ratio.


^TYX (Treasury Yield 30 Years)
Benchmark (^GSPC)

^TYXDrawdowns Chart

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


^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, 20103017Mar 9, 2020
-4.99%Jan 12, 201021Feb 5, 201010Feb 18, 201031
-4.69%Feb 19, 20107Feb 26, 201023Mar 25, 201030
-1.44%Jan 5, 20101Jan 5, 20101Jan 6, 20102
-1.3%Mar 26, 20105Mar 31, 20103Apr 5, 20108

^TYXVolatility Chart

Current Treasury Yield 30 Years volatility is 36.14%. 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 (^GSPC)

Portfolios with Treasury Yield 30 Years


Loading data...