iShares U.S. Treasury Bond ETF
Provider: iShares
IShares US Treasury Bond is an exchange-traded fund incorporated in the USA. The ETF seeks investment results that correspond generally to the price and yield performance before fees and expenses of the ICE U.S. Treasury Core Bond Index.
| Annualised Return | 0.95% |
| Realised Volatility | 4.61% |
| Downside Volatility | 2.91% |
| Max Drawdown | -18.45% |
| Winning months | 48.05% |
| Sharpe Ratio | 0.21 |
| Sortino Ratio | 0.33 |
| Calmar Ratio | 0.05 |
| Viking Ratio | 0.06 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.17% | -1.29% | 0.77% | -2.45% | 1.42% | 0.98% | 2.22% | 1.27% | 1.18% | -2.43% | 0.83% | -1.87% | 0.31% |
| 2023 | 2.68% | -2.28% | 2.93% | 0.44% | -1.1% | -0.8% | -0.3% | -0.51% | -2.27% | -1.19% | 3.49% | 3.24% | 4.17% |
| 2022 | -2.62% | -0.76% | -3.22% | -2.95% | 0.02% | -0.84% | 1.64% | -2.57% | -3.41% | -1.33% | 2.68% | -0.73% | -13.39% |
| 2021 | -0.46% | -1.82% | -1.47% | 0.72% | 0.19% | 0.88% | 1.17% | -0.1% | -1.07% | -0.07% | 0.61% | 0.36% | -1.11% |
| 2020 | 2.49% | 2.47% | 3.12% | 0.31% | -0.15% | 0.13% | 1.14% | -1.25% | 0.27% | -1.1% | 0.5% | -0.77% | 7.28% |
| 2019 | 1.01% | -0.26% | 1.99% | -0.41% | 2.42% | 0.82% | -0.01% | 3.35% | -0.84% | 0% | -0.3% | -0.56% | 7.36% |
| 2018 | -1.32% | -0.7% | 0.76% | -0.78% | 0.77% | 0.23% | -0.47% | 0.75% | -0.92% | -0.41% | 0.89% | 1.5% | 0.25% |
| 2017 | 0.32% | 0.38% | -0.01% | 0.72% | 0.61% | -0.1% | 0.17% | 1.05% | -0.88% | -0.26% | -0.06% | 0.25% | 2.19% |
| 2016 | 2.16% | 0.94% | 0.11% | -0.27% | 0.1% | 2.21% | 0.46% | -0.72% | 0% | -1.08% | -2.92% | -0.03% | 0.84% |
| 2015 | 2.94% | -1.74% | 0.6% | -0.61% | -0.32% | -0.95% | 1.06% | -0.08% | 0.87% | -0.24% | -0.4% | -0.25% | 0.8% |
| 2014 | 1.25% | 0.29% | -0.4% | 0.75% | 0.79% | -0.19% | -0.1% | 1.19% | -0.66% | 1.02% | 0.87% | -0.15% | 4.73% |
| 2013 | -0.6% | 0.48% | 0.19% | 0.8% | -1.72% | -1.07% | -0.22% | -0.53% | 0.85% | 0.3% | -0.2% | -0.81% | -2.53% |
| 2012 | -1.09% | 1.29% | 2% | -0.52% | 0.99% | -0.12% | -0.39% | -0.12% | 0.44% | -0.56% | 1.9% |