Last Update: 31 March 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 3.9% compound annual return, with a 5.60% standard deviation.
In 2020, the portfolio granted a 1.18% dividend yield. If you are interested in getting periodic income, please refer to the 10-year Treasury Portfolio: Dividend Yield page.
Asset Allocation and ETFs
The 10-year Treasury Portfolio has the following asset allocation:
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 March 2021
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| 1M | 3M | 6M | 1Y | 3Y(*) | 5Y(*) | 10Y(*) | |
|---|---|---|---|---|---|---|---|
| 10-year Treasury Portfolio | -2.39 | -5.73 | -6.94 | -6.15 | +4.88 | +2.26 | +3.90 |
| Components | |||||||
| IEF - iShares 7-10 Year Treasury Bond | -2.39 | -5.73 | -6.94 | -6.15 | +4.88 | +2.26 | +3.90 |
(*) annualized
Portfolio returns are calculated assuming:
- a rebalancing of the components at the beginning of each year (i.e. at every January 1st)
- the reinvestment of dividends
If you are interested in getting periodic income, please refer to the 10-year Treasury Portfolio: Dividend Yield page.
Historical Returns
10-year Treasury Portfolio - Historical returns and stats.
10-YEAR TREASURY PORTFOLIO
Last Update: 31 March 2021
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| Period | Returns Mar 2021 |
Standard Deviation * |
Max Drawdown |
Months Pos - Neg |
|---|---|---|---|---|
|
1M
|
-2.39%
|
-2.39%
Mar 2021 - Mar 2021
|
0 - 1 | |
|
3M
|
-5.73%
|
-5.73%
Jan 2021 - Mar 2021
|
0 - 3 | |
|
6M
|
-6.94%
|
-6.94%
Oct 2020 - Mar 2021
|
1 - 5 | |
|
YTD
|
-5.73%
|
-5.73%
Jan 2021 - Mar 2021
|
0 - 3 | |
|
1Y
|
-6.15%
|
3.64%
|
-7.54%
Aug 2020 - Mar 2021
|
6 - 6 |
|
3Y
|
+4.88%
annualized
|
5.70%
|
-7.54%
Aug 2020 - Mar 2021
|
21 - 15 |
|
5Y
|
+2.26%
annualized
|
5.40%
|
-7.54%
Aug 2020 - Mar 2021
|
33 - 27 |
|
10Y
|
+3.90%
annualized
|
5.60%
|
-7.60%
May 2013 - Dec 2013
|
65 - 55 |
|
MAX
01 Jan 1972
|
+7.19%
annualized
|
7.73%
|
-15.76%
Jul 1979 - Feb 1980
|
355 - 236 |
* Annualized St.Dev. of monthly returns
Best Low Risk Porftolios, ordered by 10Y annualized return.
| Portfolio | 10Y Return ▾ | Stocks | Bonds | Comm. | ||
|---|---|---|---|---|---|---|
| High Yield Bonds Income |
+5.66% | 0 | 100 | 0 | Compare | |
| Stocks/Bonds 20/80 |
+5.52% | 20 | 80 | 0 | Compare | |
| Developed World 20/80 |
+5.03% | 20 | 80 | 0 | Compare | |
| Edge Select Conservative Merrill Lynch |
+4.66% | 21 | 79 | 0 | Compare | |
| Total Bond Developed World |
+4.56% | 0 | 100 | 0 | Compare |
Capital Growth
Drawdowns
Rolling Returns ( more details)
10-year Treasury Portfolio: annualized rolling and average returns
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| Return (*) | Negative Periods |
|||
|---|---|---|---|---|
| Rolling Period | Average | Best | Worst | |
| 1 Year |
+7.82% |
+44.35% Apr 1985 - Mar 1986 |
-11.12% Mar 1979 - Feb 1980 |
16.55% |
| 2 Years |
+7.68% |
+34.91% Jul 1984 - Jun 1986 |
-5.88% Oct 1979 - Sep 1981 |
6.51% |
| 3 Years |
+7.64% |
+23.66% Sep 1983 - Aug 1986 |
-2.91% Oct 1978 - Sep 1981 |
3.42% |
| 5 Years |
+7.76% |
+23.75% Sep 1981 - Aug 1986 |
-0.08% Oct 1976 - Sep 1981 |
0.19% |
| 7 Years |
+7.89% |
+17.44% Mar 1980 - Feb 1987 |
+1.36% Oct 2011 - Sep 2018 |
0.00% |
| 10 Years |
+8.24% |
+15.70% Oct 1981 - Sep 1991 |
+2.91% Jan 2009 - Dec 2018 |
0.00% |
| 15 Years |
+8.42% |
+13.03% Oct 1981 - Sep 1996 |
+4.14% Oct 2003 - Sep 2018 |
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 and Yearly/Monthly Returns
10-year Treasury Portfolio Seasonality
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| Months | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average | 0.4 | 0.2 | 0.1 | 0.2 | 0.8 | 0.8 | 0.5 | 1.0 | 0.9 | 0.7 | 0.9 | 0.7 |
| Best |
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 |
-3.9 2009 |
-7.9 1980 |
-3.9 1994 |
-4.4 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 |
| Gain Frequency |
56 | 58 | 50 | 57 | 57 | 65 | 63 | 67 | 63 | 55 | 65 | 63 |
Detail of Monthly Returns
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| Months | |||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Year | Return | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| 2021 |
-5.73% | -1.1 | -2.4 | -2.4 | |||||||||
| 2020 |
+10.01% | 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% | 0.7 | -0.5 | 2.7 | -0.5 | 3.1 | 1.2 | 0.0 | 4.0 | -1.2 | 0.2 | -0.7 | -0.9 |
| 2018 |
+0.99% | -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% | 0.2 | 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% | 3.3 | 1.5 | -0.1 | -0.2 | -0.1 | 3.1 | 0.3 | -1.0 | 0.2 | -1.5 | -4.2 | -0.1 |
| 2015 |
+1.51% | 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% | 3.1 | 0.4 | -0.6 | 0.8 | 1.8 | -0.2 | -0.2 | 1.9 | -1.1 | 1.5 | 1.3 | 0.1 |
| 2013 |
-6.09% | -1.3 | 1.1 | 0.3 | 1.5 | -3.1 | -2.6 | -0.4 | -1.4 | 1.9 | 0.8 | -0.9 | -2.1 |
| 2012 |
+3.66% | 0.9 | -1.1 | -1.6 | 2.5 | 2.9 | -0.4 | 1.4 | -0.1 | -0.4 | -0.4 | 1.0 | -0.9 |
| 2011 |
+15.64% | 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% | 2.4 | 0.3 | -1.1 | 1.7 | 2.9 | 3.1 | 0.9 | 3.4 | 0.0 | 0.0 | -0.9 | -3.4 |
| 2009 |
-6.59% | -3.9 | -0.7 | 3.3 | -2.8 | -2.1 | -0.6 | 0.8 | 0.8 | 1.1 | -0.1 | 2.0 | -4.4 |
| 2008 |
+17.91% | 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% | -0.4 | 2.1 | -0.1 | 0.6 | -1.4 | -0.5 | 2.3 | 2.3 | 0.1 | 1.1 | 4.0 | 0.1 |
| 2006 |
+2.52% | -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% | 0.9 | -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% | 1.0 | 1.6 | 1.3 | -4.4 | -0.5 | 0.7 | 1.2 | 2.8 | 0.3 | 1.0 | -2.0 | 1.2 |
| 2003 |
+5.29% | -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% | 0.4 | 1.9 | -3.7 | 2.9 | 0.7 | 2.2 | 3.2 | 3.4 | 4.6 | -2.2 | -2.0 | 3.6 |
| 2001 |
+5.40% | -0.1 | 2.6 | 0.3 | -2.8 | -0.2 | 0.5 | 3.2 | 2.2 | 2.4 | 2.8 | -3.4 | -1.9 |
| 2000 |
+17.28% | -1.1 | 2.5 | 3.4 | -1.0 | 0.1 | 2.5 | 0.4 | 2.8 | -0.1 | 0.7 | 2.7 | 3.3 |
| 1999 |
-7.83% | 0.3 | -4.5 | 0.8 | -0.4 | -1.7 | -0.8 | -0.3 | 0.1 | 1.1 | -0.4 | -0.7 | -1.5 |
| 1998 |
+14.64% | 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% | -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% | 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% | 2.3 | 3.3 | 0.7 | 1.5 | 6.2 | 1.2 | -1.2 | 1.8 | 1.3 | 1.6 | 2.5 | 1.9 |
| 1994 |
-7.19% | 1.5 | -2.9 | -3.9 | -1.5 | -0.2 | -0.6 | 2.2 | 0.1 | -2.4 | -0.7 | 0.0 | 1.1 |
| 1993 |
+12.97% | 2.8 | 3.2 | 0.5 | 0.4 | -0.3 | 3.2 | 0.3 | 3.4 | 0.8 | 0.2 | -2.6 | 0.5 |
| 1992 |
+7.23% | -3.7 | 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% | 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% | -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% | 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% | 4.6 | 1.4 | -2.0 | -1.3 | -1.4 | 3.3 | -1.2 | -0.1 | 3.3 | 2.2 | -1.9 | 0.2 |
| 1987 |
-2.64% | 1.0 | 0.5 | -1.6 | -4.1 | -1.2 | 1.4 | -1.2 | -1.5 | -3.2 | 5.7 | 0.0 | 1.8 |
| 1986 |
+21.35% | 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% | 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% | 1.9 | -1.2 | -1.8 | -0.6 | -4.7 | 1.5 | 6.3 | 1.7 | 2.9 | 5.0 | 2.2 | 1.1 |
| 1983 |
+2.30% | -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% | 0.3 | 1.8 | 0.4 | 2.8 | 2.0 | -2.7 | 5.3 | 6.0 | 7.3 | 7.2 | 0.4 | 3.5 |
| 1981 |
+5.28% | -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% | -3.9 | -7.9 | 1.5 | 12.4 | 4.0 | 1.9 | -3.2 | -3.7 | -0.8 | -2.4 | -0.4 | 2.7 |
| 1979 |
+1.83% | 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% | -0.4 | 0.0 | -0.1 | 0.1 | -0.5 | -0.6 | 1.1 | 1.9 | -0.4 | -1.9 | 1.4 | -1.1 |
| 1977 |
+0.53% | -3.6 | 0.3 | 0.8 | 0.4 | 1.1 | 1.9 | -0.9 | 1.6 | -0.3 | -0.8 | 1.1 | -1.0 |
| 1976 |
+15.29% | 0.4 | 0.9 | 1.4 | 0.6 | -1.3 | 1.4 | 0.7 | 2.0 | 1.4 | 1.5 | 3.5 | 2.0 |
| 1975 |
+5.52% | -0.3 | 1.1 | -3.1 | -1.3 | 2.5 | 1.2 | -1.0 | 0.6 | -1.0 | 4.6 | -0.9 | 3.3 |
| 1974 |
+4.05% | -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% | -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% | -1.0 | 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