June 12, 2025 a 12:32 pm
Bonds - Performance Analysis
📊 The bond market has experienced varying performance across different maturities over recent weeks and months. Tracking trends and performance is vital for portfolio adjustments and risk assessment. Notably, shorter-duration bonds have shown relative stability, while longer-duration instruments have exhibited more volatility.
Bonds Performance One Week
| Bond | Performance (%) | Performance |
|---|---|---|
| High Yield Corporate Bond ETF | 0.25% | |
| 1-3 Year Treasury Bond ETF | 0.06% | |
| 3-7 Year Treasury Bond ETF | 0.01% | |
| 7-10 Year Treasury Bond ETF | -0.03% | |
| TIPS Bond ETF | -0.17% | |
| 10-20 Year Treasury Bond ETF | -0.18% | |
| 20+ Year Treasury Bond ETF | -0.35% |
Bonds Performance One Month
| Bond | Performance (%) | Performance |
|---|---|---|
| 10-20 Year Treasury Bond ETF | 0.65% | |
| 7-10 Year Treasury Bond ETF | 0.61% | |
| 3-7 Year Treasury Bond ETF | 0.42% | |
| 20+ Year Treasury Bond ETF | 0.37% | |
| 1-3 Year Treasury Bond ETF | 0.11% | |
| High Yield Corporate Bond ETF | 0.06% | |
| TIPS Bond ETF | 0.00% |
Bonds Performance Three Months
| Bond | Performance (%) | Performance |
|---|---|---|
| High Yield Corporate Bond ETF | 0.90% | |
| 3-7 Year Treasury Bond ETF | 0.39% | |
| 1-3 Year Treasury Bond ETF | 0.01% | |
| TIPS Bond ETF | -0.80% | |
| 7-10 Year Treasury Bond ETF | -0.17% | |
| 10-20 Year Treasury Bond ETF | -2.93% | |
| 20+ Year Treasury Bond ETF | -4.29% |
Summary
🔍 The bond market over the past quarter has showcased significant disparities across different durations. Notably, shorter-duration bonds have demonstrated resilience, acting as a buffer in volatile conditions, whereas longer durations, entrapped by interest rate hikes, saw deeper losses. High Yield Corporate Bonds emerged as the most consistent, positive contributor across timeframes, suggesting sustained investor confidence in corporate debt amidst systemic uncertainties. Investment strategies should consider this as part of a diversified portfolio, emphasizing duration management to mitigate rate-sensitive volatilities. 💡