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Treasury Yield 30 Years (^TYX)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Share Price Chart


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Treasury Yield 30 Years

Popular comparisons: ^TYX vs. ^TNX, ^TYX vs. VOO, ^TYX vs. ES=F, ^TYX vs. TLT, ^TYX vs. GC=F, ^TYX vs. GOVT, ^TYX vs. MSCI, ^TYX vs. VGLT, ^TYX vs. PFIX, ^TYX vs. VDE

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.


0.00%1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%NovemberDecember2024FebruaryMarchApril
-40.23%
4,970.68%
^TYX (Treasury Yield 30 Years)
Benchmark (^GSPC)

S&P 500

Returns By Period

Treasury Yield 30 Years had a return of 14.51% year-to-date (YTD) and 24.82% in the last 12 months. Over the past 10 years, Treasury Yield 30 Years had an annualized return of 2.20%, while the S&P 500 had an annualized return of 10.79%, indicating that Treasury Yield 30 Years did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date14.51%7.41%
1 month5.82%-0.81%
6 months-3.72%18.38%
1 year24.82%23.57%
5 years (annualized)6.85%12.02%
10 years (annualized)2.20%10.79%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20244.88%3.80%-0.59%
202312.06%5.60%-9.29%-10.95%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ^TYX is 43, suggesting that the investment has average results relative to the market in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

The Risk-Adjusted Performance Rank of ^TYX is 4343
Treasury Yield 30 Years(^TYX)
The Sharpe Ratio Rank of ^TYX is 4949Sharpe Ratio Rank
The Sortino Ratio Rank of ^TYX is 4949Sortino Ratio Rank
The Omega Ratio Rank of ^TYX is 5151Omega Ratio Rank
The Calmar Ratio Rank of ^TYX is 2929Calmar Ratio Rank
The Martin Ratio Rank of ^TYX is 3737Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


^TYX
Sharpe ratio
The chart of Sharpe ratio for ^TYX, currently valued at 1.02, compared to the broader market-1.000.001.002.003.001.02
Sortino ratio
The chart of Sortino ratio for ^TYX, currently valued at 1.59, compared to the broader market-1.000.001.002.003.004.001.59
Omega ratio
The chart of Omega ratio for ^TYX, currently valued at 1.20, compared to the broader market1.001.201.401.601.20
Calmar ratio
The chart of Calmar ratio for ^TYX, currently valued at 0.27, compared to the broader market0.001.002.003.004.005.000.27
Martin ratio
The chart of Martin ratio for ^TYX, currently valued at 1.84, compared to the broader market0.005.0010.0015.0020.0025.001.84
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.15, compared to the broader market-1.000.001.002.003.002.15
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.11, compared to the broader market-1.000.001.002.003.004.003.11
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market1.001.201.401.601.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.63, compared to the broader market0.001.002.003.004.005.001.63
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.76, compared to the broader market0.005.0010.0015.0020.0025.008.76

Sharpe Ratio

The current Treasury Yield 30 Years Sharpe ratio is 1.02. A Sharpe ratio greater than 1.0 is considered acceptable.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.02
2.15
^TYX (Treasury Yield 30 Years)
Benchmark (^GSPC)

Drawdowns

Drawdowns Chart

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


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2024FebruaryMarchApril
-69.74%
-2.49%
^TYX (Treasury Yield 30 Years)
Benchmark (^GSPC)

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 69.74%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-93.84%Oct 27, 198112061Mar 9, 2020
-26.15%Feb 27, 198093Jun 13, 1980155Dec 11, 1980248
-11.39%Dec 12, 198021Jan 5, 198134Feb 13, 198155
-10.77%May 6, 198136Jun 16, 198141Aug 3, 198177
-7.88%Feb 17, 198126Mar 18, 198116Apr 6, 198142

Volatility

Volatility Chart

The current Treasury Yield 30 Years volatility is 5.24%, 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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%NovemberDecember2024FebruaryMarchApril
5.24%
3.24%
^TYX (Treasury Yield 30 Years)
Benchmark (^GSPC)