Consolidated Returns as of 31 March 2023
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 4.92% compound annual return, with a 6.77% standard deviation.
Asset Allocation and ETFs
The 10-year Treasury Portfolio has the following asset allocation:
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 |
Portfolio and ETF Returns as of Mar 31, 2023
The 10-year Treasury Portfolio guaranteed the following returns.
- No fees or capital gain taxes
- the reinvestment of dividends
Chg (%) | Return (%) | Return (%) as of Mar 31, 2023 |
||||||||
---|---|---|---|---|---|---|---|---|---|---|
1 Day | Time ET(*) | Apr 2023 | 1M | 6M | 1Y | 5Y | 10Y | 30Y |
MAX
(~152Y) |
|
10-year Treasury Portfolio | n.a. | n.a. | 3.72 | 4.53 | -5.87 | 0.84 | 0.96 | 4.92 | 4.57 | |
US Inflation Adjusted return | 3.72 | 3.13 | -10.04 | -2.86 | -1.60 | 2.36 | 2.40 | |||
Components | ||||||||||
IEF iShares 7-10 Year Treasury Bond |
n.a. | - | n.a. | 3.72 | 4.53 | -5.87 | 0.84 | 0.96 | 4.92 | 4.57 |
US Inflation is updated to Feb 2023. Waiting for updates, inflation of Mar 2023 is set to 0%. Current inflation (annualized) is 1Y: 4.64% , 5Y: 3.81% , 10Y: 2.60% , 30Y: 2.50%
Portfolio Metrics as of Mar 31, 2023
Metrics of 10-year Treasury Portfolio, updated as of 31 March 2023.
- No fees or capital gain taxes
- the reinvestment of dividends
Metrics as of Mar 31, 2023 | ||||||||||
---|---|---|---|---|---|---|---|---|---|---|
1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y |
MAX
(~152Y) |
|
Portfolio Return (%) |
3.72 | 3.92 | 4.53 | -5.87 | -5.34 | 0.84 | 0.96 | 3.54 | 4.92 | 4.57 |
US Inflation (%) | 0.00 | 1.36 | 1.36 | 4.64 | 5.24 | 3.81 | 2.60 | 2.48 | 2.50 | 2.11 |
Infl. Adjusted Return (%) |
3.72 | 2.53 | 3.13 | -10.04 | -10.05 | -2.86 | -1.60 | 1.03 | 2.36 | 2.40 |
Waiting for updates, inflation of Mar 2023 is temporarily set to 0%. Returns / Inflation rates over 1 year are annualized. | ||||||||||
RISK INDICATORS | ||||||||||
Standard Deviation (%) | 10.85 | 7.34 | 7.14 | 6.31 | 6.62 | 6.77 | 5.43 | |||
Sharpe Ratio | -0.76 | -0.83 | -0.05 | 0.04 | 0.36 | 0.40 | 0.11 | |||
Sortino Ratio | -1.12 | -1.17 | -0.08 | 0.06 | 0.52 | 0.57 | 0.16 | |||
MAXIMUM DRAWDOWN | ||||||||||
Drawdown Depth (%) | -11.25 | -21.22 | -21.22 | -21.22 | -21.22 | -21.22 | -21.22 | |||
Start (yyyy mm) | 2022 04 | 2020 08 | 2020 08 | 2020 08 | 2020 08 | 2020 08 | 2020 08 | |||
Bottom (yyyy mm) | 2022 10 | 2022 10 | 2022 10 | 2022 10 | 2022 10 | 2022 10 | 2022 10 | |||
Start to Bottom (# months) | 7 | 27 | 27 | 27 | 27 | 27 | 27 | |||
Start to Recovery (# months) in progress |
> 12
|
> 32
|
> 32
|
> 32
|
> 32
|
> 32
|
> 32
|
|||
ROLLING PERIOD RETURNS - Annualized | ||||||||||
Best Return (%) | 44.35 | 23.66 | 23.75 | 15.70 | 12.08 | 10.36 | ||||
Worst Return (%) | -16.44 | -5.34 | -0.75 | 0.37 | 1.54 | 1.94 | ||||
% Positive Periods | 82% | 94% | 99% | 100% | 100% | 100% | ||||
MONTHS | ||||||||||
Positive | 1 | 2 | 3 | 5 | 16 | 31 | 61 | 131 | 206 | 1205 |
Negative | 0 | 1 | 3 | 7 | 20 | 29 | 59 | 109 | 154 | 622 |
% Positive | 100% | 67% | 50% | 42% | 44% | 52% | 51% | 55% | 57% | 66% |
WITHDRAWAL RATES (WR) | ||||||||||
Safe WR (%) | 28.47 | 20.61 | 10.04 | 6.48 | 5.80 | 4.10 | ||||
Perpetual WR (%) | 0.00 | 0.00 | 0.00 | 1.02 | 2.31 | 2.35 |
- Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio
- Standard Deviation: it's a measure of the dispersion of returns around the mean
- Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
- Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
- Maximum Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.
- Rolling Returns: returns over a time frame (best, worst, % of positive returns).
- Pos./Neg. Months: number of months with positive/negative return.
- Safe Withdrawal Rate (SWR): it's the percentage of the original portfolio balance that can be withdrawn at the end of each year with inflation adjustment, without the portfolio running out of money (dollar amount withdrawal).
- Perpetual Withdrawal Rate (PWR): it's the percentage of portfolio balance that can be withdrawn at the end of each year, while retaining the inflation adjusted portfolio balance (percentage withdrawal).
Portfolio Dividends
In 2022, the 10-year Treasury Portfolio granted a 1.61% dividend yield. If you are interested in getting periodic income, please refer to the 10-year Treasury Portfolio: Dividend Yield page.
Capital Growth as of Mar 31, 2023
The Inflation Adjusted Capital now would be 2014.13$, with a net total return of 101.41% (2.36% annualized).
The Inflation Adjusted Capital now would be 37144.71$, with a net total return of 3614.47% (2.40% annualized).
Drawdowns
Drawdown period |
Recovery period |
Total |
||||
---|---|---|---|---|---|---|
Drawdown | Start | Bottom | #Months | End | #Months | #Months |
-21.22% | Aug 2020 | Oct 2022 | 27 | in progress | 5 | 32 |
-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 |
-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 |
Drawdown period |
Recovery period |
Total |
||||
---|---|---|---|---|---|---|
Drawdown | Start | Bottom | #Months | End | #Months | #Months |
-21.22% | Aug 2020 | Oct 2022 | 27 | in progress | 5 | 32 |
-15.76% | Jul 1979 | Feb 1980 | 8 | May 1980 | 3 | 11 |
-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 |
-9.06% | Sep 1968 | Dec 1969 | 16 | Sep 1970 | 9 | 25 |
-7.99% | Feb 1984 | May 1984 | 4 | Aug 1984 | 3 | 7 |
-7.78% | May 1958 | Sep 1959 | 17 | Jul 1960 | 10 | 27 |
-7.60% | May 2013 | Dec 2013 | 8 | Nov 2014 | 11 | 19 |
-7.34% | Apr 1971 | Jul 1971 | 4 | Oct 1971 | 3 | 7 |
-7.33% | May 1907 | Dec 1907 | 8 | Jan 1911 | 37 | 45 |
-7.19% | Sep 1931 | Jan 1932 | 5 | Jul 1932 | 6 | 11 |
-7.18% | Aug 2016 | Apr 2018 | 21 | May 2019 | 13 | 34 |
-6.90% | Feb 1996 | May 1996 | 4 | Nov 1996 | 6 | 10 |
-6.84% | Jul 1876 | Sep 1877 | 15 | Sep 1879 | 24 | 39 |
-6.65% | Jan 2009 | Jun 2009 | 6 | Jun 2010 | 12 | 18 |
-6.60% | Nov 2001 | Mar 2002 | 5 | Jul 2002 | 4 | 9 |
-6.31% | Aug 1954 | Jul 1957 | 36 | Dec 1957 | 5 | 41 |
-6.31% | Feb 1898 | Apr 1898 | 3 | Aug 1898 | 4 | 7 |
Rolling Returns ( more details)
10-year Treasury Portfolio: annualized rolling and average returns
Rolling Period |
Return (*) | Negative Periods |
||
---|---|---|---|---|
Average (%) | Best (%) | Worst (%) | ||
1 Year |
4.75 |
44.35 Apr 1985 - Mar 1986 |
-16.44 Nov 2021 - Oct 2022 |
18.39% |
2 Years |
4.71 |
34.91 Jul 1984 - Jun 1986 |
-10.33 Nov 2020 - Oct 2022 |
9.42% |
3 Years |
4.71 |
23.66 Sep 1983 - Aug 1986 |
-5.34 Mar 2020 - Feb 2023 |
5.64% |
5 Years |
4.70 |
23.75 Sep 1981 - Aug 1986 |
-0.75 Nov 2017 - Oct 2022 |
0.79% |
7 Years |
4.71 |
17.44 Mar 1980 - Feb 1987 |
-0.38 Mar 2016 - Feb 2023 |
0.17% |
10 Years |
4.75 |
15.70 Oct 1981 - Sep 1991 |
0.37 Oct 1949 - Sep 1959 |
0.00% |
15 Years |
4.75 |
13.03 Oct 1981 - Sep 1996 |
0.98 Feb 1945 - Jan 1960 |
0.00% |
20 Years |
4.74 |
12.08 Oct 1981 - Sep 2001 |
1.54 Jan 1940 - Dec 1959 |
0.00% |
30 Years |
4.71 |
10.36 Oct 1981 - Sep 2011 |
1.94 Jan 1940 - Dec 1969 |
0.00% |
If you need a deeper detail about rolling returns, please refer to the 10-year Treasury Portfolio: Rolling Returns page.
Seasonality
In which months is it better to invest in 10-year Treasury Portfolio?
For further information about the seasonality, check the Asset Class Seasonality page.
Monthly Average Return (%) and Gain Frequency | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
Average Gain Frequency |
0.90
60% |
-0.70
20% |
0.73
60% |
-0.95
40% |
1.08
100% |
0.32
80% |
1.06
80% |
-0.06
40% |
-1.68
20% |
-0.68
20% |
1.14
80% |
-0.08
20% |
Capital Growth on monthly avg returns | ||||||||||||
100
|
100.90
|
100.19
|
100.92
|
99.97
|
101.05
|
101.37
|
102.45
|
102.39
|
100.67
|
99.99
|
101.13
|
101.05
|
Best |
3.6 2023 |
3.0 2020 |
3.7 2023 |
1.0 2021 |
3.0 2019 |
1.2 2019 |
3.0 2022 |
3.9 2019 |
0.3 2020 |
0.2 2019 |
3.6 2022 |
2.8 2018 |
Worst |
-2.1 2022 |
-3.3 2023 |
-4.1 2022 |
-4.2 2022 |
0.3 2020 |
-0.9 2022 |
-0.5 2018 |
-3.9 2022 |
-4.7 2022 |
-1.5 2022 |
-0.7 2019 |
-1.5 2022 |
Monthly Average Return (%) and Gain Frequency | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
Average Gain Frequency |
1.33
70% |
-0.43
40% |
0.51
60% |
-0.21
50% |
0.44
70% |
-0.02
50% |
0.69
70% |
0.07
50% |
-0.72
40% |
-0.34
30% |
0.12
50% |
-0.27
30% |
Capital Growth on monthly avg returns | ||||||||||||
100
|
101.33
|
100.89
|
101.40
|
101.19
|
101.64
|
101.61
|
102.31
|
102.39
|
101.65
|
101.30
|
101.42
|
101.14
|
Best |
4.3 2015 |
3.0 2020 |
3.7 2023 |
1.5 2013 |
3.0 2019 |
3.1 2016 |
3.0 2022 |
3.9 2019 |
1.8 2013 |
1.5 2014 |
3.6 2022 |
2.8 2018 |
Worst |
-2.2 2018 |
-3.3 2023 |
-4.1 2022 |
-4.2 2022 |
-3.1 2013 |
-2.5 2013 |
-0.5 2018 |
-3.9 2022 |
-4.7 2022 |
-1.5 2016 |
-4.2 2016 |
-2.1 2013 |
Monthly Average Return (%) and Gain Frequency | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
Average Gain Frequency |
0.27
67% |
0.38
69% |
0.37
68% |
0.22
64% |
0.47
68% |
0.47
68% |
0.16
61% |
0.36
62% |
0.43
65% |
0.42
62% |
0.63
72% |
0.45
66% |
Capital Growth on monthly avg returns | ||||||||||||
100
|
100.27
|
100.65
|
101.01
|
101.23
|
101.71
|
102.18
|
102.34
|
102.71
|
103.16
|
103.59
|
104.25
|
104.72
|
Best |
5.7 1968 |
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 1980 |
-7.9 1980 |
-4.1 2022 |
-4.6 1970 |
-4.7 1984 |
-2.7 1967 |
-5.0 2003 |
-3.9 2022 |
-4.7 2022 |
-7.0 1979 |
-4.2 2016 |
-4.4 2009 |
Monthly/Yearly Returns
10-year Treasury Portfolio data source starts from January 1871: let's focus on monthly and yearly returns.
- Histogram: it shows the distribution of the returns recorded so far
- Plain Table: it shows the detailed monthly and yearly returns
Yearly Return(%) |
Monthly Return(%) |
|||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Year | Total | Infl.Adj | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
2023 |
+3.92 | +2.53 | 3.6 | -3.3 | 3.7 | |||||||||
2022 |
-15.19 | -20.33 | -2.1 | -0.3 | -4.1 | -4.2 | 0.6 | -0.9 | 3.0 | -3.9 | -4.7 | -1.5 | 3.6 | -1.5 |
2021 |
-3.33 | -9.68 | -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 | +8.53 | 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 | +5.62 | 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 | -0.90 | -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 | -1.05 | 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 | +0.77 | 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 | +8.25 | 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 | -7.48 | -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 | +1.89 | 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 | +12.31 | 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 | +7.76 | 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 | -9.06 | -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 | +17.80 | 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 | +6.05 | -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 | -0.02 | -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 | -0.75 | 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 | +0.84 | 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 | +3.35 | -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 | +12.77 | 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 | +3.79 | -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 | +13.44 | -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 | -10.24 | 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 | +12.82 | 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 | +10.09 | -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 | -3.22 | 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 | +22.44 | 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 | -9.61 | 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 | +9.95 | 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 | +4.21 | -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 | +15.37 | 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 | +1.50 | -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 | +12.61 | 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 | -6.78 | 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 | +20.03 | 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 | +25.10 | 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 | +10.51 | 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 | +34.42 | 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 | -3.34 | -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 | -12.27 | -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 | -10.12 | 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 | -8.95 | -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 | -5.78 | -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 | +9.95 | 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 | -1.32 | -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 | -7.38 | -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 | -4.99 | -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 |
1971 |
+11.24 | +7.72 | 3.6 | 0.1 | 5.1 | -3.5 | -1.7 | -1.8 | -0.5 | 4.8 | 2.6 | 1.5 | 0.1 | 0.8 |
1970 |
+18.93 | +12.66 | 1.6 | 7.0 | -0.7 | -4.6 | -0.3 | 2.6 | 2.8 | -0.2 | 2.1 | 0.3 | 6.9 | 0.5 |
1969 |
-5.63 | -11.14 | 0.3 | 0.0 | 0.2 | 1.3 | -2.1 | -0.7 | 1.1 | -0.7 | -4.2 | 4.8 | -1.9 | -3.5 |
1968 |
+6.26 | +1.47 | 5.7 | 0.3 | -1.0 | 0.6 | -0.4 | 2.2 | 2.4 | 0.2 | -0.1 | -0.5 | -0.8 | -2.3 |
1967 |
-3.08 | -5.94 | 1.3 | -1.2 | 2.1 | -1.8 | 0.2 | -2.7 | 0.9 | -0.4 | 0.1 | -2.1 | -0.3 | 0.8 |
1966 |
+5.46 | +1.93 | 0.4 | -2.1 | 2.9 | -0.2 | 0.3 | -0.9 | -0.2 | -1.9 | 3.1 | 0.8 | -0.7 | 4.2 |
1965 |
+0.72 | -1.18 | 0.5 | 0.1 | 0.5 | 0.3 | 0.2 | 0.6 | 0.2 | -0.1 | -0.3 | -0.1 | -0.2 | -1.0 |
1964 |
+3.65 | +2.65 | 0.3 | 0.1 | -0.1 | 0.4 | 0.6 | 0.7 | 0.0 | 0.2 | 0.6 | 0.5 | 0.0 | 0.3 |
1963 |
+1.64 | -0.01 | 0.2 | -0.3 | 0.3 | 0.3 | 0.3 | 0.0 | 0.3 | 0.2 | -0.1 | -0.3 | 0.9 | -0.2 |
1962 |
+5.83 | +4.44 | 0.0 | 1.2 | 1.5 | 0.3 | 0.0 | -0.5 | 0.0 | 1.0 | 0.5 | 0.5 | 0.3 | 0.9 |
1961 |
+2.10 | +1.41 | 0.3 | 0.8 | 0.6 | 0.0 | 0.9 | -1.1 | 0.0 | -0.6 | 0.8 | 0.8 | 0.2 | -0.6 |
1960 |
+11.66 | +10.16 | 0.2 | 2.3 | 2.3 | 0.1 | -0.2 | 2.0 | 2.4 | 1.1 | 0.3 | -0.4 | 0.0 | 1.1 |
1959 |
-1.12 | -2.80 | 0.3 | 0.8 | 0.1 | -0.7 | -1.2 | 0.1 | -0.1 | 0.1 | -1.6 | 1.6 | 0.4 | -0.9 |
1958 |
-2.10 | -3.79 | 1.3 | 0.6 | 0.8 | 1.1 | -0.1 | -0.2 | -1.7 | -2.5 | -1.5 | 0.0 | 0.8 | -0.7 |
1957 |
+5.92 | +2.94 | 0.3 | 1.3 | -0.3 | -0.3 | -0.7 | -1.4 | -0.8 | 0.3 | 0.4 | -0.1 | 2.4 | 4.7 |
1956 |
-2.68 | -5.50 | 0.3 | 0.8 | -0.8 | -1.6 | 1.2 | 0.9 | -0.7 | -1.6 | -0.2 | 0.6 | -1.0 | -0.6 |
1955 |
-1.13 | -1.50 | -0.7 | -0.1 | 0.1 | -0.5 | 0.1 | 0.1 | -0.8 | -0.4 | 0.3 | 1.0 | 0.2 | -0.4 |
1954 |
+3.13 | +3.91 | 1.2 | 0.3 | 1.1 | 0.9 | -0.5 | 0.1 | 0.9 | -0.3 | 0.0 | -0.2 | -0.2 | -0.1 |
1953 |
+2.19 | +1.43 | -0.8 | -0.4 | -0.3 | -0.4 | -1.7 | -0.3 | 1.8 | 0.1 | 0.9 | 2.1 | 0.1 | 1.0 |
1952 |
+1.89 | +1.13 | 0.2 | -0.2 | 0.2 | 1.2 | 0.6 | -0.2 | -0.3 | -0.6 | -0.7 | 1.5 | 0.3 | 0.0 |
1951 |
-0.56 | -6.19 | 0.6 | -0.4 | -1.2 | -0.7 | -0.6 | 0.1 | 1.1 | 1.2 | -1.1 | -0.1 | -0.2 | 0.5 |
1950 |
-1.39 | -6.91 | -0.7 | 0.0 | 0.0 | -0.3 | 0.1 | -0.4 | 0.2 | 0.2 | -0.2 | -0.4 | -0.1 | 0.3 |
1949 |
+4.92 | +7.15 | 0.6 | 0.3 | 0.5 | 0.3 | 0.3 | 0.9 | 0.4 | 0.8 | -0.1 | 0.2 | 0.2 | 0.6 |
1948 |
+2.72 | -0.26 | 0.2 | 0.4 | 0.3 | 0.3 | 1.0 | -0.7 | 0.0 | 0.0 | 0.5 | -0.2 | 0.6 | 0.5 |
1947 |
-1.38 | -9.39 | 0.5 | 0.3 | 0.2 | 0.0 | 0.2 | -0.2 | 0.2 | 0.4 | -0.3 | -0.7 | -0.7 | -1.3 |
1946 |
+0.36 | -15.04 | 0.7 | 0.3 | 0.3 | -1.2 | 0.1 | 0.4 | -0.2 | -0.4 | -0.3 | 0.3 | -0.6 | 1.0 |
1945 |
+5.77 | +3.44 | 1.4 | 0.7 | 0.6 | 1.2 | 0.1 | 0.6 | -0.1 | 0.3 | 0.4 | 0.7 | 0.6 | -0.9 |
1944 |
+2.27 | -0.03 | 0.2 | 0.5 | 0.2 | 0.1 | 0.2 | 0.1 | 0.2 | 0.4 | 0.1 | 0.1 | 0.2 | 0.1 |
1943 |
+1.98 | -0.95 | 0.5 | 0.1 | 0.0 | 0.4 | 0.6 | 0.3 | 0.0 | 0.0 | 0.2 | 0.0 | -0.1 | 0.1 |
1942 |
+1.78 | -6.65 | 0.3 | -0.5 | 0.9 | -0.4 | 0.4 | 0.1 | -0.1 | 0.2 | 0.1 | 0.3 | 0.0 | 0.5 |
1941 |
+2.73 | -6.55 | 0.2 | -0.6 | 1.5 | 0.9 | 0.1 | 1.1 | 1.2 | -0.5 | 0.1 | 0.6 | -0.2 | -1.5 |
1940 |
+6.10 | +5.34 | 0.1 | 0.1 | 1.1 | -0.3 | -1.5 | 1.5 | 0.8 | 0.4 | 0.9 | 0.7 | 1.6 | 0.6 |
1939 |
+4.02 | +4.02 | 0.2 | 0.6 | 1.0 | 0.8 | 1.4 | -0.1 | 0.4 | -1.0 | -3.8 | 2.3 | 1.2 | 1.1 |
1938 |
+4.38 | +7.37 | 0.4 | 0.6 | 0.0 | 1.0 | 0.6 | 0.0 | 0.3 | 0.4 | -0.5 | 1.2 | -0.1 | 0.5 |
1937 |
+1.27 | -1.54 | 0.6 | 0.3 | -2.0 | -0.4 | 0.6 | 0.1 | 1.0 | -0.6 | 0.4 | 0.2 | 0.8 | 0.3 |
1936 |
+5.37 | +3.86 | 0.4 | 0.8 | 0.7 | 0.4 | 0.4 | 0.1 | 0.3 | 0.8 | 0.0 | 0.1 | 1.3 | 0.1 |
1935 |
+4.30 | +1.28 | 1.6 | 0.8 | 0.2 | 0.6 | 0.3 | 0.3 | 0.4 | -1.1 | 0.0 | 0.6 | 0.2 | 0.4 |
1934 |
+7.94 | +6.33 | 0.7 | 2.0 | 1.4 | 0.8 | 0.9 | 0.7 | 0.5 | -0.7 | -1.2 | 1.8 | 0.3 | 0.8 |
1933 |
+1.81 | +1.04 | 1.4 | -0.5 | -0.6 | 0.3 | 1.3 | 1.0 | 0.4 | 0.2 | 0.4 | 0.0 | -1.7 | -0.3 |
1932 |
+8.90 | +21.37 | -2.4 | 1.6 | 1.9 | 2.3 | -0.4 | 0.3 | 1.8 | 1.4 | 0.5 | 0.2 | 0.1 | 1.1 |
1931 |
-2.56 | +7.45 | 0.4 | -0.6 | 0.5 | 0.4 | 1.1 | 0.5 | 0.1 | 0.0 | -0.3 | -2.8 | 0.3 | -2.2 |
1930 |
+4.57 | +11.72 | -0.3 | 0.5 | 1.3 | -0.4 | 0.8 | 0.8 | 0.3 | 0.2 | 0.4 | 0.5 | 0.4 | 0.0 |
1929 |
+4.44 | +3.84 | -0.3 | -0.5 | -0.7 | 1.1 | 0.3 | -0.1 | 0.7 | -0.3 | 0.4 | 1.1 | 2.5 | 0.2 |
1928 |
+0.97 | +2.15 | 0.2 | 0.2 | 0.4 | 0.0 | -0.1 | -0.2 | -0.8 | -0.2 | 0.5 | 0.2 | 1.0 | -0.3 |
1927 |
+6.82 | +9.29 | 0.7 | 0.5 | 1.2 | 0.5 | 0.6 | 0.0 | 0.1 | 0.6 | 0.4 | 0.4 | 0.8 | 0.8 |
1926 |
+5.82 | +7.01 | 0.6 | 0.8 | 0.3 | 0.4 | 0.6 | 0.3 | 0.2 | 0.1 | 0.3 | 0.5 | 0.8 | 0.8 |
1925 |
+5.31 | +1.78 | 0.3 | 0.4 | 0.3 | 0.6 | 0.8 | 1.0 | 0.3 | -0.2 | 0.3 | 0.6 | 0.6 | 0.2 |
1924 |
+7.49 | +7.49 | 0.8 | 0.5 | 0.4 | 0.8 | 1.0 | 1.7 | 0.7 | 0.6 | 0.2 | 0.7 | 0.1 | -0.2 |
1923 |
+4.19 | +1.78 | 0.4 | 0.3 | 0.0 | 0.3 | 0.5 | 0.6 | 0.4 | 0.3 | 0.3 | 0.1 | 0.6 | 0.5 |
1922 |
+5.64 | +8.14 | 0.5 | 0.0 | 1.1 | 1.4 | 0.5 | 0.5 | 1.2 | 0.5 | -0.2 | -0.5 | 0.1 | 0.4 |
1921 |
+13.13 | +26.87 | 1.8 | 0.1 | 0.5 | 0.7 | 0.4 | 0.3 | 0.5 | 0.8 | 1.2 | 2.7 | 1.9 | 1.7 |
1920 |
+1.43 | -1.19 | 0.2 | -0.5 | 0.1 | -1.0 | -1.8 | 0.8 | 0.2 | -0.3 | 2.3 | 3.2 | -0.6 | -1.0 |
1919 |
+2.57 | -10.45 | 0.3 | -0.2 | 0.2 | 0.5 | 0.8 | 0.2 | 0.2 | -0.1 | 0.8 | 0.6 | -0.4 | -0.3 |
1918 |
+4.60 | -13.15 | 0.6 | 0.8 | 0.6 | 0.4 | 0.4 | 1.3 | 0.4 | 0.4 | 0.1 | 0.0 | 0.8 | -1.3 |
1917 |
-2.28 | -17.25 | -0.2 | 0.8 | -1.9 | 0.0 | -1.7 | -0.5 | 0.4 | 0.2 | 1.3 | -0.2 | 0.3 | -0.9 |
1916 |
+3.78 | -7.85 | 0.1 | 1.3 | 0.8 | 0.1 | 0.5 | -0.5 | -0.3 | 0.5 | 0.5 | 0.3 | -0.3 | 0.8 |
1915 |
+4.51 | +2.48 | 0.5 | 0.3 | 1.1 | 0.6 | 0.1 | 0.0 | -0.9 | 1.3 | -0.4 | 0.0 | 0.7 | 1.1 |
1914 |
+1.79 | +0.78 | 1.2 | 0.6 | -0.2 | -0.5 | 0.2 | 0.0 | -0.3 | 0.3 | 0.3 | 0.3 | 0.3 | -0.4 |
1913 |
+1.68 | -1.37 | 0.3 | 0.5 | 0.1 | 0.0 | 1.0 | 0.1 | -2.1 | -0.2 | -0.2 | -0.4 | 1.5 | 1.2 |
1912 |
+4.01 | -3.08 | 0.4 | 0.5 | 0.6 | 0.7 | 0.2 | 0.1 | 0.3 | -0.2 | 0.5 | 0.2 | 0.4 | 0.2 |
1911 |
+1.86 | +4.00 | 0.3 | 1.3 | 0.3 | -0.1 | -1.2 | 0.6 | 0.3 | -0.4 | 0.2 | 0.3 | 0.1 | 0.2 |
1910 |
+2.84 | +11.32 | -0.4 | 0.3 | -0.2 | 0.3 | 0.1 | 0.5 | 0.3 | 0.5 | 0.7 | 0.3 | 0.3 | 0.1 |
1909 |
-0.85 | -10.28 | 0.3 | 0.3 | 0.3 | 0.3 | 0.3 | 0.3 | -0.3 | -1.1 | -0.6 | 0.4 | -0.8 | -0.1 |
1908 |
+5.53 | +2.14 | 0.3 | 0.7 | 2.3 | 1.8 | 0.3 | -0.6 | 0.2 | -0.1 | -0.1 | 0.3 | 0.1 | 0.4 |
1907 |
-6.38 | -4.35 | -0.6 | 0.2 | 1.1 | 0.4 | -0.4 | -0.4 | 0.3 | -1.2 | -0.9 | -0.3 | -2.3 | -2.2 |
1906 |
+3.21 | -2.21 | 0.5 | -0.3 | 0.5 | 1.3 | -0.8 | -0.2 | 0.4 | 0.8 | 0.7 | 0.1 | 0.2 | 0.2 |
1905 |
+2.69 | +2.70 | 0.3 | 0.3 | 1.8 | 0.3 | -0.3 | 0.8 | 0.3 | 0.5 | 1.1 | 0.3 | -0.8 | -1.7 |
1904 |
+0.53 | -3.97 | 0.1 | -0.7 | 0.4 | 0.2 | -0.1 | 0.5 | 0.1 | -0.5 | 0.5 | 0.3 | -0.5 | 0.3 |
1903 |
+2.04 | +7.97 | 0.2 | 0.6 | 1.2 | -1.2 | 0.9 | -0.4 | -0.5 | 0.3 | 0.9 | 0.4 | -0.4 | 0.2 |
1902 |
-0.08 | -6.73 | 0.4 | 0.2 | 0.2 | 0.2 | 0.1 | -2.5 | -2.3 | 0.3 | 3.9 | 0.8 | -0.7 | -0.5 |
1901 |
+4.10 | -0.85 | 0.6 | 0.2 | -0.1 | 1.0 | -0.2 | 0.6 | -0.1 | -0.7 | 0.9 | 1.2 | 0.2 | 0.3 |
1900 |
+6.14 | +10.17 | 0.3 | 0.6 | 1.2 | -1.4 | 1.1 | 0.2 | -0.2 | -0.6 | 1.1 | 0.3 | 2.1 | 1.3 |
1899 |
+7.64 | -7.88 | 1.0 | -0.4 | 0.6 | 1.0 | 0.1 | 1.1 | -0.3 | 0.5 | 0.2 | 0.3 | 0.8 | 2.6 |
1898 |
+2.65 | +1.14 | 0.3 | -2.0 | -3.1 | -1.3 | 1.6 | 1.8 | 2.9 | 0.7 | 0.3 | 0.5 | -0.1 | 1.2 |
1897 |
+11.31 | +11.31 | 2.3 | 0.7 | 0.9 | 0.8 | -0.7 | 1.6 | 1.3 | -0.1 | 0.4 | 1.6 | 1.0 | 1.0 |
1896 |
+2.95 | +4.48 | -3.2 | -0.3 | 1.4 | 1.2 | -0.4 | 0.4 | -1.9 | -1.8 | 3.1 | 1.4 | 2.6 | 0.5 |
1895 |
+7.80 | +4.77 | -1.7 | 5.3 | 1.1 | 1.3 | 1.2 | 1.7 | 0.2 | -1.1 | 0.6 | -3.6 | 3.0 | -0.2 |
1894 |
+4.33 | +11.78 | -0.9 | 1.2 | 0.6 | 0.4 | -0.2 | 0.7 | 0.1 | 0.4 | 0.7 | 0.0 | 0.9 | 0.3 |
1893 |
+3.79 | +12.20 | -0.4 | -0.3 | 0.9 | 0.0 | -0.2 | -1.3 | -0.8 | 0.9 | 1.7 | -0.2 | 2.0 | 1.5 |
1892 |
+0.66 | -0.53 | -0.4 | 0.3 | 0.7 | -0.9 | 1.2 | 0.9 | -0.7 | -0.1 | -0.7 | 0.1 | 0.4 | -0.2 |
1891 |
-0.82 | +4.20 | -1.1 | 0.4 | 0.7 | 0.7 | 0.3 | 0.3 | -3.8 | 0.0 | 1.1 | -0.8 | 0.4 | 1.1 |
1890 |
-0.41 | -1.66 | -0.9 | -1.5 | -0.4 | -0.1 | 0.3 | 0.5 | 0.6 | 1.2 | 1.4 | -1.2 | 0.3 | -0.5 |
1889 |
+2.36 | +8.68 | -0.4 | 1.3 | 1.2 | -0.4 | 0.6 | 0.4 | -0.6 | 0.1 | 0.3 | -0.5 | 0.2 | 0.4 |
1888 |
+5.24 | +5.25 | 0.5 | 1.3 | -1.1 | 0.1 | 1.6 | 1.1 | 0.0 | 0.7 | 1.0 | -0.7 | 0.2 | 0.6 |
1887 |
+0.62 | -5.21 | -0.7 | 1.0 | 0.5 | 0.5 | 0.4 | 0.3 | -1.0 | -0.3 | -1.2 | 0.6 | 1.3 | -0.6 |
1886 |
+7.20 | +12.43 | -0.1 | 2.1 | 1.0 | -0.1 | 0.1 | 0.8 | 0.1 | 0.1 | 1.2 | 1.0 | 0.1 | 0.8 |
1885 |
+4.15 | +5.42 | -0.7 | 0.6 | 0.5 | -0.2 | 0.4 | 0.9 | 0.2 | 0.5 | 0.5 | 0.4 | 0.2 | 0.9 |
1884 |
+2.46 | +14.22 | 0.0 | 0.3 | 0.7 | -0.3 | -2.0 | -0.8 | 0.2 | 0.7 | 0.8 | 0.5 | 1.4 | 1.0 |
1883 |
+6.44 | +15.21 | -0.7 | 0.3 | 0.6 | 0.3 | 0.0 | 0.5 | -0.5 | 0.6 | 1.4 | 0.7 | 1.3 | 1.8 |
1882 |
+5.46 | +7.45 | 0.1 | 0.4 | 1.0 | 1.3 | 1.1 | -0.2 | -0.4 | 0.5 | 0.2 | -0.5 | 0.5 | 1.4 |
1881 |
+8.87 | +1.70 | 0.9 | 0.7 | 0.7 | 1.2 | 2.3 | 1.0 | -1.0 | -0.4 | 1.2 | -0.4 | 1.0 | 1.5 |
1880 |
+12.45 | +14.70 | 0.6 | 2.5 | 1.1 | 0.4 | 1.2 | 1.5 | -0.2 | 1.5 | -0.2 | -0.7 | 2.8 | 1.4 |
1879 |
+7.32 | -9.49 | -0.4 | 0.7 | -0.1 | 1.1 | 2.6 | -0.2 | -0.4 | 0.1 | 1.1 | 0.4 | 1.2 | 1.0 |
1878 |
+2.37 | +19.02 | 0.3 | 0.3 | -0.4 | -0.5 | 2.2 | -0.8 | -0.5 | 0.5 | 0.4 | -0.4 | 0.6 | 0.6 |
1877 |
-2.01 | +10.77 | -2.0 | -0.1 | -0.4 | 1.1 | 1.8 | -1.0 | 0.4 | -0.6 | -2.1 | 0.0 | 0.9 | -0.1 |
1876 |
-2.30 | -0.58 | -1.3 | 1.3 | 0.0 | 0.1 | 0.4 | 1.3 | -1.6 | -1.6 | -1.4 | -0.4 | 0.7 | 0.2 |
1875 |
+4.92 | +10.39 | -1.1 | 1.2 | 0.5 | 1.7 | 1.7 | 1.5 | -3.6 | 0.3 | 0.2 | 0.7 | 0.9 | 1.0 |
1874 |
+6.58 | +12.79 | -0.9 | 2.4 | 1.1 | 1.1 | 0.5 | 0.7 | -3.0 | 0.5 | 0.1 | 0.5 | 1.7 | 2.0 |
1873 |
+5.59 | +12.18 | -1.2 | 0.7 | 1.3 | 1.2 | 1.9 | 1.6 | -2.1 | 0.3 | -1.8 | -1.9 | 0.2 | 5.4 |
1872 |
+6.04 | +3.67 | -2.5 | -0.1 | 0.8 | 2.5 | 2.5 | 1.6 | -1.8 | 0.3 | -0.9 | 1.6 | 0.9 | 1.2 |
1871 |
+10.11 | +8.46 | 0.0 | 2.3 | 1.1 | 1.6 | 1.6 | 1.1 | -1.2 | 0.8 | 1.3 | -0.3 | 0.6 | 0.8 |
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
Compared to the 10-year Treasury Portfolio, the following portfolios granted a higher return over 30 Years and a less severe drawdown at the same time.
30 Years Stats (%) |
% Allocation |
|||||||
---|---|---|---|---|---|---|---|---|
Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
Stocks/Bonds 40/60 Momentum |
+7.85 | 6.85 | -21.11 | 40 | 60 | 0 | ||
Golden Butterfly |
+7.67 | 7.52 | -17.79 | 40 | 40 | 20 | ||
All Weather Portfolio Ray Dalio |
+7.28 | 7.20 | -20.19 | 30 | 55 | 15 | ||
Simplified Permanent Portfolio |
+6.90 | 6.79 | -16.43 | 25 | 50 | 25 | ||
Stocks/Bonds 40/60 |
+6.85 | 6.83 | -19.17 | 40 | 60 | 0 | ||
Edge Select Moderately Conservative Merrill Lynch |
+6.58 | 6.73 | -20.48 | 37 | 63 | 0 | ||
Desert Portfolio Gyroscopic Investing |
+6.54 | 5.42 | -14.72 | 30 | 60 | 10 | ||
Permanent Portfolio Harry Browne |
+6.53 | 6.47 | -15.92 | 25 | 50 | 25 | ||
Paul Boyer Portfolio Paul Boyer |
+6.49 | 7.42 | -18.04 | 25 | 50 | 25 | ||
Stocks/Bonds 20/80 Momentum |
+6.16 | 4.80 | -17.91 | 20 | 80 | 0 | ||
Larry Portfolio Larry Swedroe |
+6.12 | 5.50 | -15.96 | 30 | 70 | 0 | ||
All Country World 20/80 |
+5.83 | 5.54 | -17.97 | 20 | 80 | 0 | ||
Sheltered Sam 30/70 Bill Bernstein |
+5.79 | 5.16 | -16.58 | 29.1 | 70 | 0.9 | ||
Stocks/Bonds 20/80 |
+5.65 | 4.76 | -16.57 | 20 | 80 | 0 | ||
Eliminate Fat Tails Larry Swedroe |
+5.65 | 6.35 | -18.42 | 30 | 70 | 0 | ||
Dimensional Retirement Income Fund DFA |
+5.54 | 4.77 | -12.91 | 20.4 | 79.6 | 0 | ||
LifeStrategy Income Fund Vanguard |
+5.49 | 4.66 | -16.61 | 20 | 80 | 0 | ||
All Country World Bonds |
+5.35 | 4.54 | -17.60 | 0 | 100 | 0 | ||
Developed World ex-US 20/80 |
+5.32 | 5.24 | -16.80 | 20 | 80 | 0 | ||
US Inflation Protection |
+5.30 | 6.07 | -14.74 | 0 | 100 | 0 | ||
Edge Select Conservative Merrill Lynch |
+5.22 | 4.18 | -12.44 | 21 | 79 | 0 | ||
Sheltered Sam 20/80 Bill Bernstein |
+5.22 | 4.10 | -11.24 | 19.4 | 80 | 0.6 | ||
Robo Advisor 20 Betterment |
+5.15 | 4.14 | -12.16 | 19.9 | 80.1 | 0 | ||
Total Bond Developed World ex-US |
+4.95 | 4.56 | -14.88 | 0 | 100 | 0 | ||
10-year Treasury |
+4.92 | 6.77 | -21.22 | 0 | 100 | 0 |
Here's a list containing the Best Classic Portfolios, with the highest returns over 30 Years and Low Risk categorization.
30 Years Stats (%) |
% Allocation |
|||||||
---|---|---|---|---|---|---|---|---|
Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
High Yield Bonds Income |
+6.66 | 8.70 | -23.97 | 0 | 100 | 0 | ||
Stocks/Bonds 20/80 Momentum |
+6.16 | 4.80 | -17.91 | 20 | 80 | 0 | ||
All Country World 20/80 |
+5.83 | 5.54 | -17.97 | 20 | 80 | 0 | ||
Stocks/Bonds 20/80 |
+5.65 | 4.76 | -16.57 | 20 | 80 | 0 | ||
Dimensional Retirement Income Fund DFA |
+5.54 | 4.77 | -12.91 | 20.4 | 79.6 | 0 |