Five-Year US Treasury Note ZFUSD
0 Neutral
Price (USD)
$104.55
Market Cap
$0
1W Return
-0.1%
1M Return
+1.2%
3M Return
-1.6%
12M Return
-4.3%
Price (USD) Price CAPR Short MA Long MA Max Min
Trend Analysis
CAPR (Weekly) Neutral 0
Local (Weekly) Neutral 0
CAPR (Daily) Neutral 2
Local (Daily) Neutral 3
Trend Age 112 days
Score Velocity (5d) 0.00
Risk & Technicals
Volatility (30w ann.) 3%
Sharpe Ratio (52w) -2.64
Beta (52w) 0.08
Drawdown from 52w High -5.0%
Max Drawdown (52w) -6.2%
Dev from Long MA -2.8%
Rel Strength 3M -1.21
Rel Strength 12M -0.31