iShares 20+ Year Treasury Bond ETF is an exchange-traded fund incorporated in the USA. The ETF seeks to track the investment results of an index composed of U.S. Treasury bonds with remaining maturities greater than twenty years.
Annualised Return | 4.06% |
Realised Volatility | 13.64% |
Downside Volatility | 7.82% |
Max Drawdown | -47.61% |
Winning months | 53.36% |
Sharpe Ratio | 0.3 |
Sortino Ratio | 0.52 |
Calmar Ratio | 0.09 |
Viking Ratio | 0.15 |
Monthly performance
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | -2.25% | -2.25% | 0.78% | -6.46% | 2.89% | 1.82% | 3.63% | 2.11% | 2% | -2.83% | -1.02% | ||
2023 | 7.64% | -4.85% | 4.84% | 0.34% | -3.02% | 0.22% | -2.54% | -3.14% | -7.95% | -5.46% | 9.92% | 8.69% | 2.77% |
2022 | -3.91% | -1.63% | -5.44% | -9.42% | -2.25% | -1.27% | 2.43% | -4.55% | -8.23% | -5.96% | 7.15% | -2.62% | -31.23% |
2021 | -3.63% | -5.73% | -5.25% | 2.5% | 0% | 4.42% | 3.72% | -0.34% | -2.91% | 2.47% | 2.77% | -2.01% | -4.6% |
2020 | 7.69% | 6.63% | 6.38% | 1.22% | -1.76% | 0.34% | 4.43% | -5.05% | 0.77% | -3.39% | 1.66% | -1.23% | 18.15% |
2019 | 0.38% | -1.38% | 5.57% | -1.99% | 6.84% | 0.95% | 0.26% | 11.05% | -2.68% | -1.11% | -0.41% | -3.2% | 14.12% |
2018 | -3.26% | -3.04% | 2.86% | -2.09% | 2% | 0.65% | -1.44% | 1.31% | -2.86% | -2.93% | 1.79% | 5.85% | -1.61% |
2017 | 0.81% | 1.58% | -0.66% | 1.57% | 1.89% | 0.79% | -0.66% | 3.41% | -2.32% | -0.04% | 0.74% | 1.81% | 9.18% |
2016 | 5.57% | 3.09% | -0.09% | -0.74% | 0.81% | 6.93% | 2.1% | -1.01% | -1.51% | -4.38% | -8.21% | -0.46% | 1.17% |
2015 | 9.82% | -6.14% | 1.09% | -3.43% | -2.37% | -4.07% | 4.55% | -0.69% | 1.97% | -0.41% | -0.87% | -0.3% | -1.79% |
2014 | 6.3% | 0.52% | 0.73% | 2.1% | 2.95% | -0.25% | 0.66% | 4.72% | -2.11% | 2.82% | 2.97% | 3.25% | 27.3% |
2013 | -3.19% | 1.24% | -0.42% | 4.69% | -6.76% | -3.27% | -2.26% | -1.34% | 0.65% | 1.43% | -2.7% | -1.87% | -13.38% |
2012 | -0.33% | -2.6% | -4.24% | 4.83% | 9.03% | -1.68% | 3.82% | -1.32% | -2.53% | -0.48% | 1.38% | -2.49% | 2.63% |
2011 | -3.08% | 1.65% | 0.03% | 2.34% | 3.42% | -2.32% | 4.41% | 9.67% | 13.21% | -3.83% | 1.99% | 3.44% | 34% |
2010 | 2.69% | -0.34% | -2.06% | 3.32% | 5.11% | 5.8% | -0.95% | 8.39% | -2.52% | -4.47% | -1.69% | -3.7% | 9.01% |
2009 | -13.07% | -1.53% | 4.05% | -6.95% | -3.7% | 0.75% | 0.58% | 2.23% | 2.46% | -2.62% | 1.21% | -6.35% | -21.8% |
2008 | 2.09% | -0.46% | 2.14% | -2.48% | -2.69% | 2.65% | -0.37% | 2.74% | 1.48% | -1.86% | 14.34% | 13.65% | 33.94% |
2007 | -1% | 3.39% | -1.7% | 0.91% | -2.31% | -1.01% | 3.32% | 1.79% | 0.23% | 1.82% | 5.35% | -0.62% | 10.31% |
2006 | -1.34% | 1.11% | -4.57% | -2.75% | -0.19% | 1.18% | 2.15% | 3.07% | 1.89% | 0.87% | 2.31% | -2.7% | 0.71% |
2005 | 3.57% | -1.47% | -0.45% | 3.87% | 3.14% | 2.17% | -3.38% | 3.48% | -3.61% | -2.24% | 0.69% | 2.98% | 8.6% |
2004 | 1.86% | 2.28% | 1.41% | -6.24% | -0.26% | 1.05% | 1.53% | 4.17% | 0.95% | 1.76% | -2.4% | 2.66% | 8.7% |
2003 | -0.58% | 3.1% | -1.36% | 1.05% | 6.32% | -1.81% | -9.98% | 1.31% | 5.93% | -3.03% | 0.34% | 1.34% | 1.6% |
2002 | 1.35% | 5.51% | 4.26% | -3.69% | -0.92% | 4.53% | 11.2% |