By Deborah Levine
NEW YORK (MarketWatch) -- Treasury debt of all maturities returned 1.6% in May through Wednesday, as investors sought their safe-haven status and pushed yields, which move inversely to prices, to record lows. In the last 12 months, U.S. government debt has gained just over 9%, according to an index compiled by Bank of America Merrill Lynch. Year-to-date, Treasurys are up 1.8%. Corporate debt is up 0.4% this month, adding to the year's return of 4.2%. In the last 12 months, they're up 7.6%. High-yield bonds have lost 1.2% this month, but are still up about 5% this year.
