Data Source: from January 1972 to December 2021

Last Update: 31 December 2021

The 10-year Treasury Portfolio is exposed for 0% on the Stock Market.

It's a Low Risk portfolio and it can be replicated with 1 ETF.

In the last 10 years, the portfolio obtained a 2.62% compound annual return, with a 5.28% standard deviation.

In the last 25 years, a 5.57% compound annual return, with a 6.43% standard deviation.

Asset Allocation and ETFs

The 10-year Treasury Portfolio has the following asset allocation:

0% Stocks
100% Fixed Income
0% Commodities

The 10-year Treasury Portfolio can be replicated with the following ETFs:

Weight Ticker ETF Name Investment Themes
100.00 % IEF iShares 7-10 Year Treasury Bond Bond, U.S., Intermediate-Term
Most of Lazy Portfolios are made of common components (asset classes), very simple and well defined. For a more complete view, find out the most common ETFs you can use to build your portfolio.

Portfolio and ETF Returns

The 10-year Treasury Portfolio guaranteed the following returns.

10-YEAR TREASURY PORTFOLIO RETURNS (%)
Last Update: 31 December 2021
Swipe left to see all data
1M 3M 6M 1Y 3Y(*) 5Y(*) 10Y(*) 20Y(*) 25Y(*)
10-year Treasury Portfolio -0.52 +0.12 +0.08 -3.33 +4.73 +3.54 +2.62 +5.00 +5.57
--- Inflation Adjusted return -0.99 -2.05 -3.21 -9.76 +1.16 +0.60 +0.49 +2.63 +3.21
Components
IEF
iShares 7-10 Year Treasury Bond
-0.52 +0.12 +0.08 -3.33 +4.73 +3.54 +2.62 +5.00 +5.57
(*) annualized
Portfolio returns are calculated assuming:
  • the reinvestment of dividends

Inflation is updated to Dec 2021. Current inflation (annualized) is 1Y: 7.12% , 3Y: 3.53% , 5Y: 2.92% , 10Y: 2.12% , 20Y: 2.31% , 25Y: 2.29%

In 2021, the portfolio granted a 0.80% dividend yield. If you are interested in getting periodic income, please refer to the 10-year Treasury Portfolio: Dividend Yield page.

Historical Returns

Historical returns and stats of 10-year Treasury Portfolio. Total Returns and Inflation Adjusted Returns are both mentioned.

10-YEAR TREASURY PORTFOLIO
Last Update: 31 December 2021
Swipe left to see all data
Period Return
Dec 2021
update
Return
Inflation
Adjusted
Standard
Deviation(*)
Max
Drawdown
Months
Pos - Neg
1M
Dec 2021
-0.52%
-0.99%
-0.52%
Dec 2021 - Dec 2021
0 - 1
3M
+0.12%
-2.05%
-0.52%
Dec 2021 - Dec 2021
1 - 2
6M
+0.08%
-3.21%
-2.42%
Aug 2021 - Oct 2021
2 - 4
YTD
-3.33%
-9.76%
4.71%
-5.73%
Jan 2021 - Mar 2021
5 - 7
42% pos
1Y
-3.33%
-9.76%
4.71%
-5.73%
Jan 2021 - Mar 2021
5 - 7
42% pos
3Y
+4.73%
annualized
+1.16%
annualized
5.57%
-7.54%
Aug 2020 - Mar 2021
21 - 15
58% pos
5Y
+3.54%
annualized
+0.60%
annualized
4.95%
-7.54%
Aug 2020 - Mar 2021
35 - 25
58% pos
10Y
+2.62%
annualized
+0.49%
annualized
5.28%
-7.60%
May 2013 - Dec 2013
63 - 57
53% pos
20Y
+5.00%
annualized
+2.63%
annualized
6.39%
-7.60%
May 2013 - Dec 2013
136 - 104
57% pos
25Y
+5.57%
annualized
+3.21%
annualized
6.43%
-9.34%
Oct 1998 - Jan 2000
173 - 127
58% pos
MAX
01 Jan 1972
+7.14%
annualized
+3.10%
annualized
7.69%
-15.76%
Jul 1979 - Feb 1980
358 - 242
60% pos
(*)Annualized St.Dev. of monthly returns

Portfolio efficiency

Is the 10-year Treasury Portfolio actually efficient, compared to other Lazy Portfolios?

Best Classic Portfolios, with Low Risk, ordered by 25 Years annualized return.

25 Years Stats
% Allocation
Portfolio Return Drawdown Stocks Bonds Comm.
High Yield Bonds Income
+6.94% -23.98% 0 100 0 Compare
All Country World 20/80
+6.13% -14.04% 20 80 0 Compare
Stocks/Bonds 20/80
+6.06% -8.42% 20 80 0 Compare
Vanguard LifeStrategy Income Fund
Vanguard
+5.87% -10.54% 20 80 0 Compare
US Inflation Protection
+5.79% -11.79% 0 100 0 Compare

See all portfolios

Our overall ratings, assigned to the 10-year Treasury Portfolio. The portfolio is classified as Low Risk.

Very High Risk
Bond weight:
Less than 25%
High Risk
Bond weight:
25% - 49.99%
Medium Risk
Bond weight:
50% - 74.99%
Low Risk
Bond weight:
At least 75%
Low Risk
Portfolios
All
Portfolios
25 Years Ann. Return
(Inflation Adjusted)
+5.57%
(+3.21%)
Good : 4 / 5
Bad : 2 / 5
Standard Deviation
over 25 Years
6.43%
Poor : 1 / 5
Excellent : 4.2 / 5
Maximum Drawdown
over 25 Years
-9.34%
Good : 3.3 / 5
Excellent : 4.7 / 5
Easy to manage 1 ETF
Excellent : 5 / 5
Excellent : 5 / 5
Rating assigned considering all the Low Risk Portfolios Rating assigned considering all the Portfolios in the database

Capital Growth

Time Range:

An investment of 1000$, since January 1997, now would be worth 3879.13$, with a total return of 287.91% (5.57% annualized).

The Inflation Adjusted Capital now would be 2202.67$, with a net total return of 120.27% (3.21% annualized).

Drawdowns

Time Range:

Worst drawdowns since January 1997 - Chart and Data

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-9.34% Oct 1998 Jan 2000 16 Aug 2000 7 23
-7.60% May 2013 Dec 2013 8 Nov 2014 11 19
-7.54% Aug 2020 Mar 2021 8 in progress 9 17
-7.18% Aug 2016 Apr 2018 21 May 2019 13 34
-6.65% Jan 2009 Jun 2009 6 Jun 2010 12 18
-6.60% Nov 2001 Mar 2002 5 Jul 2002 4 9
-5.68% Jun 2003 Jul 2003 2 Dec 2003 5 7
-4.85% Apr 2004 May 2004 2 Oct 2004 5 7
-4.67% Sep 2010 Mar 2011 7 Jul 2011 4 11
-4.25% Feb 2015 Jun 2015 5 Jan 2016 7 12
-4.15% Apr 2008 May 2008 2 Nov 2008 6 8
-4.13% Oct 2002 Nov 2002 2 Feb 2003 3 5
-4.08% Jul 2005 May 2006 11 Sep 2006 4 15
-2.97% Apr 2001 May 2001 2 Jul 2001 2 4
-2.67% Feb 2012 Mar 2012 2 May 2012 2 4
-2.59% Sep 2019 Dec 2019 4 Jan 2020 1 5
-2.22% Dec 2012 Jan 2013 2 Apr 2013 3 5
-2.02% Mar 1997 Mar 1997 1 May 1997 2 3
-1.98% Nov 2004 Nov 2004 1 Jan 2005 2 3
-1.85% May 2007 Jun 2007 2 Jul 2007 1 3

Rolling Returns ( more details)

10-year Treasury Portfolio: annualized rolling and average returns

Swipe left to see all data
Return (*) Negative
Periods
Rolling Period Average Best Worst
1 Year
+7.64% +44.35%
Apr 1985 - Mar 1986
-11.12%
Mar 1979 - Feb 1980
18.00%
2 Years
+7.62% +34.91%
Jul 1984 - Jun 1986
-5.88%
Oct 1979 - Sep 1981
6.41%
3 Years
+7.61% +23.66%
Sep 1983 - Aug 1986
-2.91%
Oct 1978 - Sep 1981
3.36%
5 Years
+7.68% +23.75%
Sep 1981 - Aug 1986
-0.08%
Oct 1976 - Sep 1981
0.18%
7 Years
+7.80% +17.44%
Mar 1980 - Feb 1987
+1.36%
Oct 2011 - Sep 2018
0.00%
10 Years
+8.15% +15.70%
Oct 1981 - Sep 1991
+2.62%
Jan 2012 - Dec 2021
0.00%
15 Years
+8.34% +13.03%
Oct 1981 - Sep 1996
+4.14%
Oct 2003 - Sep 2018
0.00%
20 Years
+8.37% +12.08%
Oct 1981 - Sep 2001
+4.69%
Nov 2001 - Oct 2021
0.00%

* Annualized rolling and average returns over full calendar month periods

If you need a deeper detail about rolling returns, please refer to the 10-year Treasury Portfolio: Rolling Returns page.

Seasonality

10-year Treasury Portfolio Seasonality: in which months is it better to invest?

In the table below, the average monthly return is represented.

Below each return, it's also mentioned the probability of obtaining a positive monthly result (Win %).

Both the Average Return and the Gain Frequency are useful to get an idea of what happened in the past.

Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Win %
0.39
56%
0.20
58%
0.12
50%
0.26
58%
0.78
58%
0.82
66%
0.48
62%
0.99
66%
0.88
60%
0.70
54%
0.91
66%
0.67
62%
Best
Year
4.6
1988
7.2
1986
5.8
1986
12.4
1980
7.9
1985
5.6
1986
6.3
1984
6.0
1982
7.3
1982
7.6
1981
9.4
1981
5.4
1991
Worst
Year
-3.9
1980
-7.9
1980
-3.9
1994
-4.3
2004
-4.7
1984
-2.7
1982
-5.0
2003
-3.7
1980
-3.2
1987
-7.0
1979
-4.2
2016
-4.4
2009
Statistics calculated for the period Jan 1972 - Dec 2021

For further information about the seasonality, check the Asset Class Seasonality page.

Monthly/Yearly Returns

10-year Treasury Portfolio monthly and yearly returns: how is the distribution of the returns recorded so far?

MONTHLY RETURNS HISTOGRAM
358 Positive Months (60%) - 242 Negative Months (40%)
Jan 1972 - Dec 2021
Swipe left to see all data
Yearly Return(%)
Monthly Return(%)
Year Total Infl.Adj Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2021
-3.33 -9.76 -1.1 -2.4 -2.4 1.0 0.4 1.0 2.0 -0.4 -1.6 -0.4 1.1 -0.5
2020
+10.01 +8.59 3.5 3.0 3.7 0.3 0.3 0.0 0.9 -1.0 0.3 -1.4 0.3 -0.2
2019
+8.03 +5.64 0.7 -0.5 2.7 -0.5 3.0 1.2 0.0 3.9 -1.2 0.2 -0.7 -0.9
2018
+0.99 -0.91 -2.2 -0.9 1.2 -1.3 1.0 0.2 -0.5 1.0 -1.2 -0.3 1.3 2.8
2017
+2.55 +0.44 0.2 0.7 0.1 1.1 0.8 -0.5 0.4 1.5 -1.4 -0.2 -0.3 0.2
2016
+1.00 -1.03 3.3 1.5 -0.1 -0.2 -0.1 3.1 0.2 -1.0 0.2 -1.5 -4.2 -0.1
2015
+1.51 +0.86 4.3 -2.5 0.9 -0.6 -0.4 -1.6 1.5 0.1 1.6 -0.6 -0.4 -0.5
2014
+9.07 +8.36 3.1 0.4 -0.6 0.8 1.8 -0.2 -0.2 1.9 -1.0 1.5 1.3 0.1
2013
-6.09 -7.49 -1.3 1.1 0.3 1.5 -3.1 -2.5 -0.4 -1.4 1.8 0.8 -0.9 -2.1
2012
+3.66 +1.87 0.9 -1.1 -1.6 2.5 2.9 -0.4 1.4 -0.1 -0.3 -0.4 1.0 -0.9
2011
+15.64 +12.20 0.0 -0.2 -0.2 1.8 2.5 -0.5 3.2 4.7 2.2 -1.3 0.6 2.0
2010
+9.37 +7.82 2.4 0.3 -1.1 1.7 2.9 3.0 0.9 3.4 0.0 0.0 -0.9 -3.4
2009
-6.59 -9.15 -3.9 -0.7 3.3 -2.7 -2.1 -0.6 0.8 0.8 1.1 -0.1 2.0 -4.4
2008
+17.91 +17.93 3.4 1.2 1.3 -2.4 -1.8 1.1 0.7 1.5 -0.1 -0.9 7.8 5.2
2007
+10.37 +6.02 -0.4 2.1 -0.1 0.6 -1.4 -0.5 2.3 2.3 0.1 1.1 4.0 0.0
2006
+2.52 -0.01 -0.7 -0.1 -1.4 -0.6 -0.1 0.2 1.7 1.8 1.2 0.5 1.3 -1.3
2005
+2.64 -0.67 0.9 -1.4 -0.4 2.5 1.8 0.5 -2.2 2.0 -1.8 -1.2 0.6 1.4
2004
+4.12 +0.76 1.0 1.6 1.3 -4.3 -0.5 0.7 1.2 2.8 0.3 1.0 -2.0 1.2
2003
+5.29 +3.19 -0.8 2.2 -0.4 0.1 3.8 -0.7 -5.0 0.7 5.0 -1.5 0.0 2.0
2002
+15.45 +12.65 0.4 1.9 -3.7 2.9 0.7 2.1 3.2 3.4 4.6 -2.2 -2.0 3.6
2001
+5.40 +3.74 -0.1 2.5 0.3 -2.8 -0.2 0.5 3.2 2.1 2.4 2.8 -3.4 -1.9
2000
+17.28 +13.38 -1.1 2.5 3.4 -1.0 0.1 2.5 0.4 2.8 0.0 0.7 2.7 3.2
1999
-7.83 -10.23 0.3 -4.5 0.7 -0.4 -1.7 -0.8 -0.3 0.0 1.1 -0.4 -0.7 -1.5
1998
+14.64 +12.83 2.2 -0.2 0.1 0.4 1.4 1.4 0.0 4.0 5.3 -1.2 -0.4 1.1
1997
+11.97 +10.10 -0.2 0.3 -2.0 2.0 0.9 1.7 4.2 -1.8 2.2 2.6 0.3 1.3
1996
-0.00 -3.27 0.3 -3.5 -1.0 -1.8 -0.8 1.4 0.1 -0.6 2.3 3.1 2.8 -2.2
1995
+25.55 +22.45 2.3 3.3 0.7 1.5 6.2 1.2 -1.2 1.8 1.3 1.6 2.5 1.8
1994
-7.19 -9.54 1.5 -2.8 -3.9 -1.5 -0.2 -0.6 2.2 0.1 -2.4 -0.7 0.0 1.1
1993
+12.97 +9.89 2.8 3.2 0.5 0.4 -0.3 3.2 0.3 3.4 0.8 0.2 -2.5 0.5
1992
+7.23 +4.14 -3.6 0.9 -1.3 0.1 2.6 2.0 3.6 1.3 2.4 -2.6 -0.5 2.4
1991
+18.91 +15.47 1.0 0.7 0.5 0.9 0.4 -0.5 1.0 3.3 3.1 0.6 1.3 5.4
1990
+7.70 +1.36 -2.7 0.2 -0.2 -1.8 3.7 1.9 1.2 -2.6 1.0 1.9 3.3 1.9
1989
+17.84 +12.62 1.6 -1.2 0.9 2.6 3.5 4.1 2.6 -2.3 0.4 3.4 1.2 0.0
1988
+6.90 +2.38 4.6 1.4 -2.0 -1.2 -1.4 3.3 -1.2 -0.1 3.3 2.2 -1.9 0.2
1987
-2.64 -6.69 1.0 0.5 -1.6 -4.1 -1.2 1.4 -1.1 -1.5 -3.2 5.7 0.0 1.8
1986
+21.35 +19.93 0.2 7.2 5.8 0.7 -3.9 5.6 0.7 3.4 -2.9 1.4 2.0 0.0
1985
+29.85 +25.11 3.2 -3.3 2.5 2.4 7.9 1.0 -1.1 2.7 0.7 2.7 3.5 4.6
1984
+14.87 +10.41 1.9 -1.1 -1.7 -0.6 -4.7 1.5 6.3 1.7 2.9 5.0 2.2 1.1
1983
+2.30 -1.44 -1.8 4.2 -1.3 3.0 -2.4 0.0 -3.7 -0.3 4.2 -0.8 1.6 -0.1
1982
+39.57 +34.43 0.3 1.8 0.4 2.8 2.0 -2.7 5.3 6.0 7.3 7.1 0.4 3.5
1981
+5.28 -3.33 -0.4 -3.0 2.8 -4.1 4.5 -0.8 -3.0 -2.5 -0.8 7.6 9.4 -3.4
1980
-1.29 -12.15 -3.9 -7.9 1.5 12.4 4.0 1.8 -3.2 -3.7 -0.8 -2.4 -0.4 2.7
1979
+1.83 -10.09 2.1 -0.7 1.2 -0.8 2.7 2.4 -0.6 -0.7 -0.5 -7.0 3.0 1.2
1978
-0.74 -8.93 -0.4 0.0 -0.1 0.1 -0.5 -0.6 1.1 1.8 -0.4 -1.9 1.4 -1.1
1977
+0.53 -5.76 -3.6 0.3 0.8 0.4 1.1 1.9 -0.9 1.6 -0.3 -0.8 1.1 -0.9
1976
+15.29 +9.77 0.4 0.9 1.4 0.6 -1.3 1.3 0.7 2.0 1.4 1.5 3.5 2.0
1975
+5.52 -1.50 -0.3 1.1 -3.1 -1.3 2.5 1.2 -1.0 0.5 -1.0 4.6 -0.9 3.3
1974
+4.05 -7.18 -0.1 0.5 -2.2 -1.1 1.6 -0.2 -1.1 -0.8 1.8 1.7 1.7 2.3
1973
+3.29 -5.19 -0.4 -0.2 -0.1 0.8 -1.1 0.5 -2.8 1.9 3.1 1.9 0.7 -0.9
1972
+2.35 -1.02 -1.0 0.9 -0.1 0.4 1.2 -0.2 0.7 -1.7 -0.3 1.5 1.5 -0.4

* Note:
Portofolio Returns, up to December 2002, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.

In particular, it has been used:

  • IEF - iShares 7-10 Year Treasury Bond: simulated historical serie, up to December 2002
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