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

In the last 10 years, it obtained a 4.29% compound annual return, with a 5.66% standard deviation (*).

(*) Last Update: June 2019

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 ETF: Ticker - Name Investment Themes
100.00 % IEF -
iShares 7-10 Year Treasury Bond
Bond, U.S., Intermediate-Term

Capital growth, returns, stats are calculated assuming a rebalancing of the portfolio at the beginning of each year (i.e. at each January 1st).

Last Update: June 2019.

Capital Growth and Historical Returns

An investment of 1000$, since January 1972, now would be worth 29155.69$, with a total return of 2815.57% (7.36% annualized).

Capital Growth:

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

Swipe left to see all data
Range Returns
Jun 2019
Standard
Deviation *
Max
Drawdown
Months
Pos - Neg
1M
+1.22%
0.00%
1 - 0
YTD
+6.65%
-0.52%
Apr 2019 - Apr 2019
4 - 2
1Y
+9.96%
4.85%
-1.50%
Sep 2018 - Oct 2018
7 - 5
3Y
+1.16%
annualized
4.79%
-7.17%
Aug 2016 - Apr 2018
20 - 16
5Y
+3.24%
annualized
5.11%
-7.17%
Aug 2016 - Apr 2018
32 - 28
10Y
+4.29%
annualized
5.66%
-7.60%
May 2013 - Dec 2013
65 - 55
MAX
Dec 1971
+7.36%
annualized
7.78%
-15.76%
Jul 1979 - Feb 1980
343 - 227

* Annualized St.Dev. of monthly returns

Drawdowns

Drawdonws Chart:

Rolling Returns

10-year Treasury Portfolio: annualized rolling and average returns

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Return (*)
Rolling Period Average Best Worst
1 Year
+7.72% +44.35%
Apr 1985 - Mar 1986
-11.12%
Mar 1979 - Feb 1980
2 Years
+7.66% +34.91%
Jul 1984 - Jun 1986
-5.88%
Oct 1979 - Sep 1981
3 Years
+7.74% +23.66%
Sep 1983 - Aug 1986
-2.91%
Oct 1978 - Sep 1981
5 Years
+7.92% +23.75%
Sep 1981 - Aug 1986
-0.08%
Oct 1976 - Sep 1981
7 Years
+8.07% +17.44%
Mar 1980 - Feb 1987
+1.36%
Oct 2011 - Sep 2018
10 Years
+8.42% +15.70%
Oct 1981 - Sep 1991
+2.91%
Jan 2009 - Dec 2018
15 Years
+8.60% +13.03%
Oct 1981 - Sep 1996
+4.14%
Oct 2003 - Sep 2018

* Annualized rolling and average returns over full calendar month periods

Yearly Returns - Monthly Returns Heatmap

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Months
Year Return Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2019
+6.65% 0.7 -0.5 2.7 -0.5 3.1 1.2
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