ICE U.S. Treasury Core Bond TR Index (^IDCOTCTR)
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Popular comparisons: ^IDCOTCTR vs. TRDX.DE, ^IDCOTCTR vs. IBTS.L
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in ICE U.S. Treasury Core Bond TR Index, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
ICE U.S. Treasury Core Bond TR Index had a return of 0.85% year-to-date (YTD) and 6.03% in the last 12 months. Over the past 10 years, ICE U.S. Treasury Core Bond TR Index had an annualized return of 0.92%, while the S&P 500 had an annualized return of 11.39%, indicating that ICE U.S. Treasury Core Bond TR Index did not perform as well as the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 0.85% | 25.45% |
| 1 month | -1.45% | 2.91% |
| 6 months | 2.59% | 14.05% |
| 1 year | 6.03% | 35.64% |
| 5 years (annualized) | -0.70% | 14.13% |
| 10 years (annualized) | 0.92% | 11.39% |
Monthly Returns
The table below presents the monthly returns of ^IDCOTCTR, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.12% | -1.32% | 0.55% | -1.92% | 1.14% | 1.00% | 2.20% | 1.28% | 1.20% | -2.38% | 0.85% | ||
| 2023 | 2.49% | -2.34% | 2.90% | 0.53% | -1.16% | -0.75% | -0.34% | -0.51% | -2.22% | -1.20% | 3.45% | 3.23% | 3.87% |
| 2022 | -1.75% | -1.45% | -2.40% | -2.85% | 0.63% | -1.92% | 2.31% | -2.43% | -3.43% | -1.70% | 2.68% | -0.51% | -12.29% |
| 2021 | -0.86% | -2.75% | -0.62% | 0.63% | 0.21% | 0.69% | 1.30% | 0.13% | -1.30% | 0.02% | 0.35% | -0.27% | -2.50% |
| 2020 | 2.46% | 2.65% | 3.17% | 0.39% | -0.27% | 0.10% | 1.14% | -1.11% | 0.16% | -0.95% | 0.36% | -0.24% | 8.02% |
| 2019 | 0.46% | -0.26% | 1.91% | -0.29% | 2.36% | 0.92% | -0.12% | 3.42% | -0.87% | 0.06% | -0.29% | -0.56% | 6.86% |
| 2018 | -1.37% | -0.75% | 0.95% | -0.81% | 0.90% | 0.02% | -0.43% | 0.77% | -0.94% | -0.47% | 0.88% | 2.16% | 0.86% |
| 2017 | 0.22% | 0.49% | -0.04% | 0.69% | 0.65% | -0.16% | 0.17% | 1.09% | -0.85% | -0.13% | -0.14% | 0.31% | 2.31% |
| 2016 | 2.14% | 0.89% | 0.15% | -0.11% | 0.01% | 2.24% | 0.37% | -0.56% | -0.13% | -1.09% | -2.67% | -0.10% | 1.05% |
| 2015 | 2.61% | -1.57% | 0.63% | -0.53% | -0.19% | -0.89% | 0.84% | 0.04% | 0.87% | -0.36% | -0.42% | -0.17% | 0.81% |
| 2014 | 1.34% | 0.26% | -0.28% | 0.55% | 0.94% | -0.14% | -0.15% | 1.04% | -0.54% | 0.97% | 0.81% | 0.15% | 5.04% |
| 2013 | -0.80% | 0.53% | 0.09% | 0.89% | -1.71% | -1.06% | -0.14% | -0.46% | 0.69% | 0.47% | -0.31% | -0.90% | -2.72% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of ^IDCOTCTR is 23, indicating that it is in the bottom 23% of indices on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for ICE U.S. Treasury Core Bond TR Index (^IDCOTCTR) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the ICE U.S. Treasury Core Bond TR Index. 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 ICE U.S. Treasury Core Bond TR Index was 18.88%, occurring on Oct 19, 2023. The portfolio has not yet recovered.
The current ICE U.S. Treasury Core Bond TR Index drawdown is 12.10%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -18.88% | Aug 5, 2020 | 807 | Oct 19, 2023 | — | — | — |
| -7.18% | Dec 19, 2008 | 118 | Jun 10, 2009 | 259 | Jun 22, 2010 | 377 |
| -5.77% | Jul 11, 2016 | 113 | Dec 16, 2016 | 568 | Mar 25, 2019 | 681 |
| -5.01% | Mar 10, 2020 | 7 | Mar 18, 2020 | 93 | Jul 30, 2020 | 100 |
| -4.66% | Oct 12, 2010 | 82 | Feb 8, 2011 | 89 | Jun 16, 2011 | 171 |
Volatility
Volatility Chart
The current ICE U.S. Treasury Core Bond TR Index volatility is 1.67%, 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.