Treasury Yield 5 Index Performance
| FVX Index | 38.21 0.51 1.35% |
The entity has a beta of 0.0, which indicates not very significant fluctuations relative to the market. the returns on MARKET and Treasury Yield are completely uncorrelated.
Treasury Yield Relative Risk vs. Return Landscape
If you would invest 4,081 in Treasury Yield 5 on May 17, 2025 and sell it today you would lose (260.00) from holding Treasury Yield 5 or give up 6.37% of portfolio value over 90 days. Treasury Yield 5 is generating negative expected returns and assumes 1.336% volatility on return distribution over the 90 days horizon. Simply put, 11% of indexs are less volatile than Treasury, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Treasury Yield Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Treasury Yield's investment risk. Standard deviation is the most common way to measure market volatility of indexs, such as Treasury Yield 5, and traders can use it to determine the average amount a Treasury Yield's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = -0.0728
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | FVX |
Estimated Market Risk
| 1.34 actual daily | 12 88% of assets are more volatile |
Expected Return
| -0.1 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.07 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Treasury Yield is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Treasury Yield by adding Treasury Yield to a well-diversified portfolio.
| Treasury Yield 5 generated a negative expected return over the last 90 days |