US Bonds
Performance Analytics (From 10/05/1995 To 04/24/2024)
Not up-to-date? TryLast 1 Week* | YTD*(2024) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Since 10/05/1995 |
2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Annualized Return(%) | -0.3 | -3.3 | -0.9 | -3.6 | -0.0 | 1.2 | 2.4 | 3.0 | 4.0 | 5.7 | -13.1 | -1.8 | 7.7 | 8.7 | -0.2 | 3.3 | 2.6 | 0.4 | 5.9 | -2.1 | 4.2 | 7.7 | 6.3 | 6.1 | 5.2 | 7.0 | 4.4 | 2.5 | 4.4 | 3.2 | 7.8 | 8.5 | 11.5 | -0.7 | 8.7 | 9.5 | 3.7 | 5.0 |
Sharpe Ratio | NA | -2.32 | -0.58 | -0.85 | -0.27 | 0.03 | NA | NA | 0.57 | 0.2 | -1.89 | -0.48 | 1.52 | 2.07 | -0.54 | 0.91 | 0.67 | 0.1 | 2.09 | -0.64 | 1.49 | 1.78 | 1.53 | 1.3 | 0.68 | 1.03 | 0.34 | 0.11 | 0.8 | 0.56 | 1.61 | 1.24 | 1.79 | -0.87 | 1.25 | 1.46 | 0.04 | 4.64 |
Draw Down(%) | NA | 3.8 | 7.1 | 18.1 | 18.8 | 18.8 | NA | NA | 18.8 | 7.2 | 16.9 | 4.0 | 6.5 | 2.2 | 3.3 | 1.5 | 4.7 | 3.2 | 1.3 | 5.0 | 1.4 | 1.8 | 3.4 | 2.2 | 5.4 | 2.5 | 2.2 | 2.6 | 4.6 | 4.7 | 2.5 | 3.3 | 3.0 | 3.8 | 2.6 | 2.3 | 4.1 | 0.8 |
Standard Deviation(%) | NA | 6.0 | 6.8 | 6.7 | 5.9 | 4.8 | NA | NA | 4.5 | 7.4 | 7.7 | 3.8 | 4.9 | 3.5 | 2.9 | 3.0 | 3.6 | 4.0 | 2.8 | 3.4 | 2.8 | 4.3 | 4.1 | 4.6 | 6.3 | 4.0 | 3.4 | 3.3 | 4.3 | 4.5 | 4.2 | 5.0 | 4.2 | 4.5 | 4.3 | 4.1 | 5.1 | 3.7 |
Treynor Ratio | NA | -0.14 | -0.04 | -0.06 | -0.02 | 0.0 | NA | NA | 0.03 | 0.02 | -0.17 | -0.02 | 0.1 | 0.07 | -0.02 | 0.03 | 0.03 | 0.0 | 0.07 | -0.03 | 0.05 | 0.09 | 0.08 | 0.1 | 0.06 | 0.05 | 0.01 | 0.0 | 0.04 | 0.03 | 0.09 | 0.08 | 0.09 | -0.05 | 0.07 | 0.07 | 0.0 | 0.23 |
Alpha | NA | -0.01 | -0.01 | 0.0 | 0.0 | 0.0 | NA | NA | 0.0 | -0.01 | 0.0 | 0.0 | 0.0 | -0.01 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | -0.01 | 0.01 | -0.01 | -0.02 | 0.04 | 0.01 | 0.0 | 0.0 | 0.0 | -0.01 | 0.0 | 0.0 | 0.01 | 0.0 | 0.01 | 0.0 | 0.0 | 0.0 |
Beta | NA | 0.96 | 0.93 | 0.91 | 0.9 | 0.9 | NA | NA | 0.82 | 0.94 | 0.88 | 0.94 | 0.76 | 1.0 | 0.97 | 1.0 | 0.87 | 0.92 | 0.87 | 0.87 | 0.82 | 0.84 | 0.75 | 0.63 | 0.7 | 0.82 | 0.89 | 0.84 | 0.89 | 0.84 | 0.75 | 0.79 | 0.82 | 0.83 | 0.75 | 0.9 | 0.81 | 0.75 |
RSquared | NA | 0.95 | 0.96 | 0.94 | 0.89 | 0.88 | NA | NA | 0.88 | 0.95 | 0.94 | 0.88 | 0.64 | 0.88 | 0.81 | 0.87 | 0.79 | 0.93 | 0.86 | 0.92 | 0.82 | 0.9 | 0.93 | 0.9 | 0.76 | 0.91 | 0.92 | 0.92 | 0.95 | 0.93 | 0.92 | 0.93 | 0.9 | 0.93 | 0.9 | 0.92 | 0.95 | 0.88 |
Yield(%) | N/A | 0.9 | 3.4 | 2.5 | 2.6 | 2.5 | 2.9 | 3.4 | N/A | 3.2 | 2.3 | 2.2 | 2.3 | 3.0 | 2.3 | 2.1 | 2.3 | 2.4 | 2.6 | 2.4 | 3.3 | 3.9 | 3.7 | 4.4 | 4.7 | 4.8 | 4.8 | 4.7 | 4.8 | 3.9 | 5.2 | 6.4 | 7.1 | 6.0 | 6.3 | 6.8 | 6.5 | 1.8 |
Dividend Growth(%) | N/A | -70.0 | 37.5 | 1.2 | 9.5 | -37.3 | N/A | N/A | N/A | 20.0 | 0.0 | -3.8 | -16.1 | 24.0 | 13.6 | -8.3 | -7.7 | -3.7 | 0.0 | -25.0 | -12.2 | 7.9 | -15.6 | -6.2 | 0.0 | 0.0 | 0.0 | -2.0 | 22.5 | -24.5 | -17.2 | -5.9 | 9.7 | -3.1 | -4.5 | 1.5 | 266.7 | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 10/05/1995
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