English Deutsch Français Italiano Español Português 繁體中文 Bahasa Indonesia Tiếng Việt ภาษาไทย
All categories

2006-06-21 11:56:30 · 2 answers · asked by gpruff 1 in Business & Finance Investing

2 answers

The answer above gives you the wrong data. First, you need bond performance for the entire bond universe not just 10 year Treasuries that represent a very small fraction of this universe. Second, the Yahoo data indicates that it shows the price of the bond. The data suggests that they show actually the yield of the bond. In either case, it is not the total return of the bond for a given year which is what you need.

What you need is the performance of the Lehman Aggregate Bond Index. It is difficult to get as far back as you ask for. But, through former contacts in the investment management community I was able to gather it as far back as 1976. Here it is:

Lehman
Aggregate
Bond
Index
197615.62%
19773.05%
19781.40%
19791.90%
19802.70%
19816.30%
198232.60%
19838.40%
198415.20%
198522.10%
198615.30%
19872.76%
19887.89%
198914.53%
19908.96%
199116.00%
19927.40%
19939.75%
1994-2.92%
199518.47%
19963.63%
19979.65%
19988.69%
1999-0.82%
200011.63%
20018.40%
200210.26%
20034.10%
20044.34%
20052.43%

If you need any clarification on the above, contact me through "Answer" and I'll update my response accordingly.

2006-06-28 06:13:54 · answer #1 · answered by Gaetan 3 · 0 0

Yahoo Finance has this info. If you go to:
http://finance.yahoo.com/q/hp?s=%5ETNX
it will show you the performance for the 10 year treasury bond since 1962.

2006-06-21 15:25:09 · answer #2 · answered by stocker 3 · 0 0

fedest.com, questions and answers