The Trials and Tribulations of the 10-Year Treasury Bond

We calculate the rolling 3-year % change of 10-yr treasury bond rate from 1900 to 2015, and add it to below chart. The data is from Robert Shiller’s Website.  The top hikes and top troughs are circled. We want to see how bonds performed during these special, volatile environments.

The results are hypothetical results and are NOT an indicator of future results and do NOT represent returns that any investor actually attained. Indexes are unmanaged, do not reflect management or trading fees, and one cannot invest directly in an index. Additional information regarding the construction of these results is available upon request.

Our study includes 5 asset classes over the sample time period:

  • US_5YR: US 5-year Government Bond Total Return Index
  • US_10YR: US 10-year Government Bond Total Return Index
  • US_30YR: US 30-year Government Bond Total Return Index
  • US_Corp_Bond:Dow Jones Corporate Bond Total Return Index
  • SP500: SP500 Index
  • CPI: Consumer Price Index