Data Source: from January 1972 to June 2022
Consolidated Returns as of 30 June 2022
Live Update: Jul 05 2022, 02:59PM Eastern Time
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.50%
1 Day
Jul 05 2022, 02:59PM Eastern Time
1.58%
Current Month
July 2022

The 10-year Treasury Portfolio is a Low Risk portfolio and can be implemented with 1 ETF.

It's exposed for 0% on the Stock Market.

In the last 30 Years, the 10-year Treasury Portfolio obtained a 5.42% compound annual return, with a 6.61% 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 implemented 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.

According to the available data source, let's assume we built the portfolio on January 1972.

Portfolio returns are calculated in USD, assuming:
  • No fees or capital gain taxes
  • the reinvestment of dividends
10-YEAR TREASURY PORTFOLIO RETURNS
Consolidated returns as of 30 June 2022
Live Update: Jul 05 2022, 02:59PM Eastern Time
Swipe left to see all data
  Chg (%) Return (%)
Return (%) as of Jun 30, 2022
  1 Day Time ET(*) Jul 2022 1M 6M 1Y 5Y(*) 10Y(*) 30Y(*)
10-year Treasury Portfolio 0.50 1.58 -0.86 -10.56 -10.48 0.76 1.17 5.42
US Inflation Adjusted return -0.86 -14.04 -16.78 -2.75 -1.26 2.88
Components
IEF
iShares 7-10 Year Treasury Bond
0.50 02:59PM
Jul 05 2022
1.58 -0.86 -10.56 -10.48 0.76 1.17 5.42
(*) Returns over 1 year are annualized
(*) Eastern Time (ET - America/New York)

US Inflation is updated to May 2022. Waiting for updates, inflation of Jun 2022 is set to 0%. Current inflation (annualized) is 1Y: 7.57% , 5Y: 3.61% , 10Y: 2.46% , 30Y: 2.47%

Portfolio Dividends

In 2021, the 10-year Treasury 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 as of Jun 30, 2022

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

10-YEAR TREASURY PORTFOLIO
Consolidated returns as of 30 June 2022
Data Source: from January 1972 to June 2022
Swipe left to see all data
Period Return (%)
as of Jun 2022
Return (%)
Infl.Adj.
Standard
Deviation (%)
Max
Drawdown (%)
Months
Pos - Neg
1M
Jun 2022
-0.86
-0.86
-0.86
Jun 2022 - Jun 2022
0 - 1
3M
-4.47
-5.70
-4.47
Apr 2022 - Jun 2022
1 - 2
6M
-10.56
-14.04
-10.56
Jan 2022 - Jun 2022
1 - 5
YTD
-10.56
-14.04
-10.56
Jan 2022 - Jun 2022
1 - 5
1Y
-10.48
-16.78
6.21
-12.23
Aug 2021 - Jun 2022
3 - 9
25% pos
3Y(*)
-1.23
-5.49
6.32
-15.19
Aug 2020 - Jun 2022
18 - 18
50% pos
5Y(*)
0.76
-2.75
5.74
-15.19
Aug 2020 - Jun 2022
31 - 29
52% pos
10Y(*)
1.17
-1.26
5.52
-15.19
Aug 2020 - Jun 2022
61 - 59
51% pos
15Y(*)
3.91
1.57
6.41
-15.19
Aug 2020 - Jun 2022
97 - 83
54% pos
20Y(*)
4.20
1.71
6.47
-15.19
Aug 2020 - Jun 2022
132 - 108
55% pos
25Y(*)
4.99
2.50
6.55
-15.19
Aug 2020 - Jun 2022
170 - 130
57% pos
30Y(*)
5.42
2.88
6.61
-15.19
Aug 2020 - Jun 2022
209 - 151
58% pos
MAX(*)
01 Jan 1972
6.83
2.76
7.72
-15.76
Jul 1979 - Feb 1980
359 - 247
59% pos
(*) Returns over 1 year are annualized

Capital Growth as of Jun 30, 2022

An investment of 1000$, since July 1992, now would be worth 4871.24$, with a total return of 387.12% (5.42% annualized).

The Inflation Adjusted Capital now would be 2341.41$, with a net total return of 134.14% (2.88% annualized).
An investment of 1000$, since January 1972, now would be worth 28091.11$, with a total return of 2709.11% (6.83% annualized).

The Inflation Adjusted Capital now would be 3961.06$, with a net total return of 296.11% (2.76% annualized).

Drawdowns

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-15.19% Aug 2020 Jun 2022 23 in progress 23
-10.14% Nov 1993 Nov 1994 13 May 1995 6 19
-9.34% Oct 1998 Jan 2000 16 Aug 2000 7 23
-7.60% May 2013 Dec 2013 8 Nov 2014 11 19
-7.18% Aug 2016 Apr 2018 21 May 2019 13 34
-6.90% Feb 1996 May 1996 4 Nov 1996 6 10
-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
-4.04% Dec 1996 Mar 1997 4 Jun 1997 3 7
-3.04% Oct 1992 Nov 1992 2 Jan 1993 2 4
-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
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-15.76% Jul 1979 Feb 1980 8 May 1980 3 11
-15.19% Aug 2020 Jun 2022 23 in progress 23
-14.57% Jul 1980 Sep 1981 15 Nov 1981 2 17
-10.87% Mar 1987 Sep 1987 7 Jan 1988 4 11
-10.14% Nov 1993 Nov 1994 13 May 1995 6 19
-9.34% Oct 1998 Jan 2000 16 Aug 2000 7 23
-7.99% Feb 1984 May 1984 4 Aug 1984 3 7
-7.60% May 2013 Dec 2013 8 Nov 2014 11 19
-7.18% Aug 2016 Apr 2018 21 May 2019 13 34
-6.90% Feb 1996 May 1996 4 Nov 1996 6 10
-6.65% Jan 2009 Jun 2009 6 Jun 2010 12 18
-6.60% Nov 2001 Mar 2002 5 Jul 2002 4 9
-6.29% May 1983 Aug 1983 4 Jan 1984 5 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
-4.60% Mar 1988 May 1988 3 Sep 1988 4 7
-4.48% Jan 1990 Apr 1990 4 Jun 1990 2 6
-4.42% Mar 1975 Apr 1975 2 Oct 1975 6 8
-4.33% Dec 1973 Aug 1974 9 Nov 1974 3 12

Rolling Returns ( more details)

10-year Treasury Portfolio: annualized rolling and average returns

Swipe left to see all data
Rolling
Period
Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
7.49 44.35
Apr 1985 - Mar 1986
-11.12
Mar 1979 - Feb 1980
18.82%
2 Years
7.49 34.91
Jul 1984 - Jun 1986
-7.52
Jul 2020 - Jun 2022
7.20%
3 Years
7.55 23.66
Sep 1983 - Aug 1986
-2.91
Oct 1978 - Sep 1981
3.68%
5 Years
7.61 23.75
Sep 1981 - Aug 1986
-0.08
Oct 1976 - Sep 1981
0.18%
7 Years
7.73 17.44
Mar 1980 - Feb 1987
1.01
May 2015 - Apr 2022
0.00%
10 Years
8.07 15.70
Oct 1981 - Sep 1991
1.17
Jul 2012 - Jun 2022
0.00%
15 Years
8.28 13.03
Oct 1981 - Sep 1996
3.80
May 2007 - Apr 2022
0.00%
20 Years
8.31 12.08
Oct 1981 - Sep 2001
4.20
Jul 2002 - Jun 2022
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: in which months is it better to invest?

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

For further information about the seasonality, check the Asset Class Seasonality page.
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 %
0.34
55%
0.19
57%
0.03
49%
0.17
57%
0.78
59%
0.79
65%
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
-4.1
2022
-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 - Jun 2022

Monthly/Yearly Returns

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

MONTHLY RETURNS HISTOGRAM
359 Positive Months (59%) - 247 Negative Months (41%)
Jan 1972 - Jun 2022
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
2022
-10.56 -14.04 -2.1 -0.3 -4.1 -4.2 0.6 -0.9
2021
-3.33 -9.73 -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 +8.62 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 +0.42 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

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

Portfolio efficiency

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

Overall Ratings

The 10-year Treasury 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)
+4.99%
(+2.50%)
Average : 2.6 / 5
Bad : 1.5 / 5
Standard Deviation
over 25 Years
6.55%
Poor : 1 / 5
Excellent : 4.2 / 5
Maximum Drawdown
over 25 Years
-15.19%
Poor : 1 / 5
Excellent : 4.2 / 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

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30 Years Stats (%)
% Allocation
Portfolio Jul 2022 Return Drawdown Stocks Bonds Comm
High Yield Bonds Income
+0.80 +6.91 -23.97 0 100 0
All Country World 20/80
+0.54 +6.10 -14.04 20 80 0
Stocks/Bonds 20/80
+1.00 +5.93 -12.54 20 80 0
US Inflation Protection
+1.31 +5.80 -11.79 0 100 0
Dimensional Retirement Income Fund
DFA
+0.89 +5.79 -12.91 20.4 79.6 0

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Jul 2022 return refers to period 01-05 July 2022.
Last update: Jul 05 2022, 03:00PM Eastern Time.
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