It's rather tedious to create this right now, but here is a method.

Turn on grid snap, go to Draw curve / Freeform / Control points.

Place a point in the top view at (0,-5). Continue placing points at every grid location to the right of it until you have the length you want. This will basically be a line shape, but with many interior points in it.

Now select the curve, turn edit points on. Select the first point.

Do Transform/Rotate, go to the Right view, and click the origin as the center of rotation, then type 30 and hit enter.

Select the next point in the top view, so it is selected in addition to the first point. Repeat the rotate step in the right-side view. Keep adding points and repeating the rotate and your curve will twist into a helix shape.

I've attached a sample.

In the future at some point there will be an easier tool to create these things, but I don't think that it will be ready for the V1 release.

- Michael