Data Source: from January 1972 to September 2021

Last Update: 30 September 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 2.74% compound annual return, with a 5.32% standard deviation.

In the last 25 years, a 5.72% compound annual return, with a 6.49% 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:

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
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: 30 September 2021
Swipe left to see all data
1M 3M 6M 1Y 3Y(*) 5Y(*) 10Y(*) 20Y(*) 25Y(*)
10-year Treasury Portfolio -1.60 -0.03 +2.43 -4.68 +6.02 +2.29 +2.74 +4.86 +5.72
Components
IEF
iShares 7-10 Year Treasury Bond
-1.60 -0.03 +2.43 -4.68 +6.02 +2.29 +2.74 +4.86 +5.72
(*) 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: 30 September 2021
Swipe left to see all data
Period Returns
Sep 2021
Standard
Deviation *
Max
Drawdown
Months
Pos - Neg
1M
-1.60%
-1.60%
Sep 2021 - Sep 2021
0 - 1
3M
-0.03%
-1.98%
Aug 2021 - Sep 2021
1 - 2
6M
+2.43%
-1.98%
Aug 2021 - Sep 2021
4 - 2
YTD
-3.44%
-5.73%
Jan 2021 - Mar 2021
4 - 5
1Y
-4.68%
4.65%
-6.94%
Oct 2020 - Mar 2021
5 - 7
3Y
+6.02%
annualized
5.71%
-7.54%
Aug 2020 - Mar 2021
22 - 14
5Y
+2.29%
annualized
5.37%
-7.54%
Aug 2020 - Mar 2021
34 - 26
10Y
+2.74%
annualized
5.32%
-7.60%
May 2013 - Dec 2013
64 - 56
20Y
+4.86%
annualized
6.48%
-7.60%
May 2013 - Dec 2013
137 - 103
25Y
+5.72%
annualized
6.49%
-9.34%
Oct 1998 - Jan 2000
176 - 124
MAX
01 Jan 1972
+7.17%
annualized
7.70%
-15.76%
Jul 1979 - Feb 1980
359 - 238
* Annualized St.Dev. of monthly returns

Best Classic Portfolios, with Low Risk, ordered by 25 Years annualized return.

25 Years Stats
% Allocation
Portfolio Return Drawdown Stocks Bonds Comm.
High Yield Bonds Income
+7.14% -23.98% 0 100 0 Compare
All Country World 20/80
+6.24% -14.04% 20 80 0 Compare
Stocks/Bonds 20/80
+6.14% -8.42% 20 80 0 Compare
All Country World Bonds
+5.81% -8.82% 0 100 0 Compare
Dimensional Retirement Income Fund
DFA
+5.77% -12.91% 20.4 79.6 0 Compare

See all portfolios

Capital Growth

Time Range:

Drawdowns

Time Range:

Rolling Returns ( more details)

10-year Treasury Portfolio: annualized rolling and average returns

Swipe left to see all data
Return (*) Negative
Periods
Rolling Period Average Best Worst
1 Year
+7.69% +44.35%
Apr 1985 - Mar 1986
-11.12%
Mar 1979 - Feb 1980
17.41%
2 Years
+7.64% +34.91%
Jul 1984 - Jun 1986
-5.88%
Oct 1979 - Sep 1981
6.45%
3 Years
+7.63% +23.66%
Sep 1983 - Aug 1986
-2.91%
Oct 1978 - Sep 1981
3.38%
5 Years
+7.70% +23.75%
Sep 1981 - Aug 1986
-0.08%
Oct 1976 - Sep 1981
0.19%
7 Years
+7.83% +17.44%
Mar 1980 - Feb 1987
+1.36%
Oct 2011 - Sep 2018
0.00%
10 Years
+8.18% +15.70%
Oct 1981 - Sep 1991
+2.74%
Oct 2011 - Sep 2021
0.00%
15 Years
+8.37% +13.03%
Oct 1981 - Sep 1996
+4.14%
Oct 2003 - Sep 2018
0.00%
20 Years
+8.40% +12.08%
Oct 1981 - Sep 2001
+4.73%
Oct 1998 - 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: in which months is it better to invest?

In the table below, the average monthly return is represented.

Below each return, it's also mentioned the probability of obtaining a positive monthly result (Win %).

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

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 %
0.39
56%
0.20
58%
0.12
50%
0.26
58%
0.78
58%
0.82
66%
0.48
64%
0.99
66%
0.88
62%
0.73
55%
0.90
65%
0.69
63%
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
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
Statistics calculated for the period Jan 1972 - Sep 2021

For further information about the seasonality, check the Asset Class Seasonality page.

Monthly Returns of 10-year Treasury Portfolio

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Months
Year Return Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2021
-3.44% -1.1 -2.4 -2.4 1.0 0.4 1.0 2.0 -0.4 -1.6
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
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