Data Source: from January 1871 to October 2022 (~152 years)
Consolidated Returns as of 31 October 2022
Live Update: Nov 29 2022, 04:00PM Eastern Time
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.42%
1 Day
Nov 29 2022, 04:00PM Eastern Time
2.69%
Current Month
November 2022

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 5.00% compound annual return, with a 6.69% standard deviation.

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 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
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 as of Oct 31, 2022

The 10-year Treasury Portfolio guaranteed the following returns.

Portfolio returns are calculated in USD, assuming:
  • No fees or capital gain taxes
  • the reinvestment of dividends
10-YEAR TREASURY PORTFOLIO RETURNS
Consolidated returns as of 31 October 2022
Live Update: Nov 29 2022, 04:00PM Eastern Time
Swipe left to see all data
  Chg (%) Return (%)
Return (%) as of Oct 31, 2022
  1 Day Time ET(*) Nov 2022 1M 6M 1Y 5Y 10Y 30Y MAX
(~152Y)
10-year Treasury Portfolio -0.42 2.69 -1.46 -7.34 -16.44 -0.75 0.38 5.00 4.54
US Inflation Adjusted return -1.85 -10.10 -22.45 -4.43 -2.13 2.43 2.38
Components
IEF
iShares 7-10 Year Treasury Bond
-0.42 04:00PM
Nov 29 2022
2.69 -1.46 -7.34 -16.44 -0.75 0.38 5.00 6.63
Returns over 1 year are annualized | Available data source: since Jan 1871
(*) Eastern Time (ET - America/New York)

US Inflation is updated to Oct 2022. Current inflation (annualized) is 1Y: 7.75% , 5Y: 3.85% , 10Y: 2.57% , 30Y: 2.51%

Portfolio Metrics as of Oct 31, 2022

Metrics of 10-year Treasury Portfolio, updated as of 31 October 2022.

Portfolio metrics are calculated based on monthly returns, assuming:
  • No fees or capital gain taxes
  • the reinvestment of dividends
10-YEAR TREASURY PORTFOLIO
Portfolio Metrics
Data Source: 1 January 1871 - 31 October 2022 (~152 years)
Swipe left to see all data
Metrics as of Oct 31, 2022
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~152Y)
Portfolio
Return (%)
-1.46 -9.77 -7.34 -16.44 -4.56 -0.75 0.38 3.36 5.00 4.54
US Inflation (%) 0.41 0.59 3.08 7.75 5.01 3.85 2.57 2.52 2.51 2.11
Infl. Adjusted
Return (%)
-1.85 -10.30 -10.10 -22.45 -9.11 -4.43 -2.13 0.82 2.43 2.38
Returns / Inflation rates over 1 year are annualized.
RISK INDICATORS
Standard Deviation (%) 8.03 6.99 6.47 5.93 6.52 6.69 5.41
Sharpe Ratio -2.14 -0.71 -0.27 -0.02 0.35 0.42 0.10
Sortino Ratio -3.05 -0.98 -0.38 -0.03 0.50 0.60 0.15
MAXIMUM DRAWDOWN
Drawdown Depth (%) -17.35 -21.22 -21.22 -21.22 -21.22 -21.22 -21.22
Start (yyyy mm) 2021 12 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) 11 27 27 27 27 27 27
Start to Recovery (# months) in progress
> 11
> 27
> 27
> 27
> 27
> 27
> 27
ROLLING PERIOD RETURNS - Annualized
Best Return (%) 44.35 23.66 23.75 15.70 12.08 10.36
Worst Return (%) -16.44 -4.56 -0.75 0.37 1.54 1.94
% Positive Periods 82% 95% 99% 100% 100% 100%
MONTHS
Positive 0 0 2 3 16 30 61 130 207 1202
Negative 1 3 4 9 20 30 59 110 153 620
% Positive 0% 0% 33% 25% 44% 50% 51% 54% 58% 66%
WITHDRAWAL RATES (WR)
Safe WR (%) 33.45 20.73 10.13 6.46 5.95 4.10
Perpetual WR (%) 0.00 0.00 0.00 0.82 2.37 2.32
Terms and Definitions
  • 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 2021, the 10-year Treasury Portfolio granted a 0.80% 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 Oct 31, 2022

An investment of 1000$, since November 1992, now would be worth 4321.95$, with a total return of 332.19% (5.00% annualized).

The Inflation Adjusted Capital now would be 2056.47$, with a net total return of 105.65% (2.43% annualized).
An investment of 1000$, since January 1871, now would be worth 844615.52$, with a total return of 84361.55% (4.54% annualized).

The Inflation Adjusted Capital now would be 35351.06$, with a net total return of 3435.11% (2.38% annualized).

Drawdowns

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-21.22% Aug 2020 Oct 2022 27 in progress 27
-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
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-21.22% Aug 2020 Oct 2022 27 in progress 27
-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

Swipe left to see all data
Rolling
Period
Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
4.79 44.35
Apr 1985 - Mar 1986
-16.44
Nov 2021 - Oct 2022
18.17%
2 Years
4.75 34.91
Jul 1984 - Jun 1986
-10.33
Nov 2020 - Oct 2022
9.17%
3 Years
4.74 23.66
Sep 1983 - Aug 1986
-4.56
Nov 2019 - Oct 2022
5.37%
5 Years
4.71 23.75
Sep 1981 - Aug 1986
-0.75
Nov 2017 - Oct 2022
0.74%
7 Years
4.72 17.44
Mar 1980 - Feb 1987
-0.15
Nov 2015 - Oct 2022
0.12%
10 Years
4.76 15.70
Oct 1981 - Sep 1991
0.37
Oct 1949 - Sep 1959
0.00%
15 Years
4.76 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%
(*) 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

In which months is it better to invest in 10-year Treasury Portfolio?

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

For further information about the seasonality, check the Asset Class Seasonality page.
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
Gain Frequency
-0.25
40%
-0.23
20%
0.22
60%
-0.95
40%
1.08
100%
0.32
80%
1.06
80%
-0.06
40%
-1.68
20%
-0.68
20%
0.36
60%
0.26
40%
 Capital Growth on monthly avg returns
100
99.75
99.52
99.74
98.79
99.86
100.18
101.25
101.19
99.49
98.81
99.17
99.42
Best 3.5
2020
3.0
2020
3.7
2020
1.0
2021
3.0
2019
1.2
2019
3.0
2022
3.9
2019
0.3
2020
0.2
2019
1.3
2018
2.8
2018
Worst -2.2
2018
-2.4
2021
-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
-0.9
2019
Monthly Seasonality over the period Nov 2017 - Oct 2022
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Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
0.84
60%
0.01
50%
0.17
60%
-0.21
50%
0.44
70%
-0.02
50%
0.69
70%
0.07
50%
-0.72
40%
-0.34
30%
-0.15
50%
-0.22
30%
 Capital Growth on monthly avg returns
100
100.84
100.85
101.02
100.80
101.25
101.23
101.92
101.99
101.26
100.91
100.76
100.55
Best 4.3
2015
3.0
2020
3.7
2020
1.5
2013
3.0
2019
3.1
2016
3.0
2022
3.9
2019
1.8
2013
1.5
2014
1.3
2018
2.8
2018
Worst -2.2
2018
-2.5
2015
-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 Seasonality over the period Nov 2012 - Oct 2022
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
Gain Frequency
0.25
66%
0.40
69%
0.34
68%
0.22
64%
0.47
68%
0.47
68%
0.16
61%
0.36
62%
0.43
65%
0.42
62%
0.61
72%
0.46
67%
 Capital Growth on monthly avg returns
100
100.25
100.65
100.99
101.21
101.69
102.16
102.32
102.69
103.13
103.57
104.21
104.69
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 Seasonality over the period Jan 1871 - Oct 2022

Monthly/Yearly Returns

10-year Treasury Portfolio data source starts from January 1871: let's focus on monthly and yearly returns.

We are providing two different views:
  • Histogram: it shows the distribution of the returns recorded so far
  • Plain Table: it shows the detailed monthly and yearly returns
MONTHLY RETURNS HISTOGRAM
Jan 1871 - Oct 2022
1202 Positive Months (66%) - 620 Negative Months (34%)
MONTHLY RETURNS TABLE
Jan 1871 - Oct 2022
(Scroll down to see all data)
Swipe left to see all data
Yearly Return(%)
Monthly Return(%)
Year Total Infl.Adj Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2022
-16.91 -22.27 -2.1 -0.3 -4.1 -4.2 0.6 -0.9 3.0 -3.9 -4.7 -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.

Swipe left to see all data
30 Years Stats (%)
% Allocation
Portfolio Return Dev.Std Drawdown Stocks Bonds Comm
Stocks/Bonds 40/60 Momentum
+8.04 6.77 -21.11 40 60 0
Golden Butterfly
+7.70 7.36 -17.79 40 40 20
All Weather Portfolio
Ray Dalio
+7.29 7.01 -20.19 30 55 15
Stocks/Bonds 40/60
+6.90 6.70 -19.17 40 60 0
Simplified Permanent Portfolio
+6.80 6.61 -16.43 25 50 25
Edge Select Moderately Conservative
Merrill Lynch
+6.61 6.58 -20.48 37 63 0
Desert Portfolio
Gyroscopic Investing
+6.56 5.29 -14.72 30 60 10
Paul Boyer Portfolio
Paul Boyer
+6.41 7.24 -18.04 25 50 25
Permanent Portfolio
Harry Browne
+6.38 6.29 -15.92 25 50 25
Larry Portfolio
Larry Swedroe
+6.30 5.42 -15.96 30 70 0
Stocks/Bonds 20/80 Momentum
+6.25 4.70 -17.91 20 80 0
Sheltered Sam 30/70
Bill Bernstein
+5.96 5.12 -16.58 29.1 70 0.9
All Country World 20/80
+5.89 5.41 -17.97 20 80 0
Eliminate Fat Tails
Larry Swedroe
+5.82 6.32 -18.42 30 70 0
Stocks/Bonds 20/80
+5.67 4.61 -16.57 20 80 0
Dimensional Retirement Income Fund
DFA
+5.62 4.73 -12.91 20.4 79.6 0
LifeStrategy Income Fund
Vanguard
+5.55 4.52 -16.61 20 80 0
Developed World ex-US 20/80
+5.49 5.17 -16.80 20 80 0
US Inflation Protection
+5.47 6.07 -14.74 0 100 0
All Country World Bonds
+5.43 4.44 -17.60 0 100 0
Sheltered Sam 20/80
Bill Bernstein
+5.36 4.07 -11.24 19.4 80 0.6
Edge Select Conservative
Merrill Lynch
+5.28 4.08 -12.44 21 79 0
Robo Advisor 20
Betterment
+5.24 4.07 -12.16 19.9 80.1 0
Total Bond Developed World ex-US
+5.17 4.57 -14.88 0 100 0
10-year Treasury
+5.00 6.69 -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.

Swipe left to see all data
30 Years Stats (%)
% Allocation
Portfolio Return Dev.Std Drawdown Stocks Bonds Comm
High Yield Bonds Income
+6.71 8.58 -23.97 0 100 0
Stocks/Bonds 20/80 Momentum
+6.25 4.70 -17.91 20 80 0
All Country World 20/80
+5.89 5.41 -17.97 20 80 0
Stocks/Bonds 20/80
+5.67 4.61 -16.57 20 80 0
Dimensional Retirement Income Fund
DFA
+5.62 4.73 -12.91 20.4 79.6 0
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