10-year Treasury Portfolio: ETF allocation and returns

Last Update: 31 May 2020

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 4.88% compound annual return, with a 5.70% standard deviation.

In 2019, the portfolio granted a 2.22% 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:

        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

Portfolio and ETF Returns

The 10-year Treasury Portfolio guaranteed the following returns.

10-YEAR TREASURY PORTFOLIO RETURNS (%)

Last Update: 31 May 2020

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	1M	3M	6M	1Y	*3Y^()**	*5Y^()**	*10Y^()**
10-year Treasury Portfolio	+0.33	+4.35	+10.13	+13.97	+6.49	+4.67	+4.88
*Components*
IEF - iShares 7-10 Year Treasury Bond	+0.33	+4.35	+10.13	+13.97	+6.49	+4.67	+4.88

(*) 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 May 2020

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Period	Returns May 2020	Standard Deviation *	Max Drawdown	Months Pos - Neg
1M	+0.33%		0.00%	1 - 0
3M	+4.35%		0.00%	3 - 0
6M	+10.13%		-0.93% Dec 2019 - Dec 2019	5 - 1
YTD	+11.16%		0.00%	5 - 0
1Y	+13.97%	6.31%	-2.60% Sep 2019 - Dec 2019	9 - 3
3Y	+6.49% annualized	5.43%	-4.86% Sep 2017 - Apr 2018	21 - 15
5Y	+4.67% annualized	5.37%	-7.17% Aug 2016 - Apr 2018	34 - 26
10Y	+4.88% annualized	5.70%	-7.60% May 2013 - Dec 2013	65 - 55
MAX 01 Jan 1972	+7.48% annualized	7.76%	-15.76% Jul 1979 - Feb 1980	351 - 230

* Annualized St.Dev. of monthly returns

Best Low Risk Porftolios, ordered by 10Y annualized return.

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Capital Growth

Time Range:

Drawdowns

Time Range:

Worst drawdowns since May 2010.

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	Drawdown period			Recovery period		Total
Drawdown	Start	Bottom	#Months	End	#Months	#Months
-7.60%	May 2013	Dec 2013	8	Nov 2014	11	19
-7.17%	Aug 2016	Apr 2018	21	May 2019	13	34
-4.67%	Oct 2010	Mar 2011	6	Jul 2011	4	10
-4.25%	Feb 2015	Jun 2015	5	Jan 2016	7	12
-2.67%	Feb 2012	Mar 2012	2	May 2012	2	4
-2.60%	Sep 2019	Dec 2019	4	Jan 2020	1	5
-2.22%	Dec 2012	Jan 2013	2	Apr 2013	3	5
-1.29%	Oct 2011	Oct 2011	1	Dec 2011	2	3
-0.87%	Aug 2012	Oct 2012	3	Nov 2012	1	4
-0.42%	Jun 2012	Jun 2012	1	Jul 2012	1	2
-0.32%	Mar 2016	May 2016	3	Jun 2016	1	4

Worst drawdowns since December 1971.

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	Drawdown period			Recovery period		Total
Drawdown	Start	Bottom	#Months	End	#Months	#Months
-15.76%	Jul 1979	Feb 1980	8	Jun 1980	4	12
-14.58%	Jul 1980	Sep 1981	15	Nov 1981	2	17
-10.88%	Mar 1987	Sep 1987	7	Jan 1988	4	11
-10.13%	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
-7.17%	Aug 2016	Apr 2018	21	May 2019	13	34
-6.90%	Feb 1996	May 1996	4	Nov 1996	6	10
-6.66%	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
-4.86%	Apr 2004	May 2004	2	Oct 2004	5	7
-4.67%	Oct 2010	Mar 2011	6	Jul 2011	4	10
-4.61%	Mar 1988	May 1988	3	Sep 1988	4	7
-4.48%	Jan 1990	Apr 1990	4	Jun 1990	2	6
-4.41%	Mar 1975	Apr 1975	2	Oct 1975	6	8
-4.34%	Dec 1973	Aug 1974	9	Nov 1974	3	12
-4.25%	Feb 2015	Jun 2015	5	Jan 2016	7	12

Rolling Returns

10-year Treasury Portfolio: annualized rolling and average returns

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	*Return ()**			Negative Periods
Rolling Period	Average	Best	Worst	Negative Periods
1 Year	+7.83%	+44.35% Apr 1985 - Mar 1986	-11.12% Mar 1979 - Feb 1980	16.49%
2 Years	+7.65%	+34.91% Jul 1984 - Jun 1986	-5.88% Oct 1979 - Sep 1981	6.63%
3 Years	+7.67%	+23.66% Sep 1983 - Aug 1986	-2.91% Oct 1978 - Sep 1981	3.48%
5 Years	+7.83%	+23.75% Sep 1981 - Aug 1986	-0.08% Oct 1976 - Sep 1981	0.19%
7 Years	+7.96%	+17.44% Mar 1980 - Feb 1987	+1.36% Oct 2011 - Sep 2018	0.00%
10 Years	+8.33%	+15.70% Oct 1981 - Sep 1991	+2.91% Jan 2009 - Dec 2018	0.00%
15 Years	+8.50%	+13.03% Oct 1981 - Sep 1996	+4.14% Oct 2003 - Sep 2018	0.00%

* 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
2020	+11.16%	3.5	3.0	3.7	0.3	0.3
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