Last Update: 30 September 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 4.15% compound annual return, with a 5.57% 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
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 2020
Swipe left to see all data
1M 3M 6M 1Y 3Y(*) 5Y(*) 10Y(*)
10-year Treasury Portfolio +0.33 +0.20 +0.85 +9.85 +6.63 +4.40 +4.15
Components
IEF - iShares 7-10 Year Treasury Bond +0.33 +0.20 +0.85 +9.85 +6.63 +4.40 +4.15
(*) 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 2020
Swipe left to see all data
Period Returns
Sep 2020		 Standard
Deviation *		 Max
Drawdown		 Months
Pos - Neg
1M
+0.33%
0.00%
1 - 0
3M
+0.20%
-0.97%
Aug 2020 - Aug 2020
2 - 1
6M
+0.85%
-0.97%
Aug 2020 - Aug 2020
5 - 1
YTD
+11.44%
-0.97%
Aug 2020 - Aug 2020
8 - 1
1Y
+9.85%
5.51%
-1.61%
Nov 2019 - Dec 2019
9 - 3
3Y
+6.63%
annualized
5.33%
-3.47%
Oct 2017 - Apr 2018
22 - 14
5Y
+4.40%
annualized
5.29%
-7.17%
Aug 2016 - Apr 2018
34 - 26
10Y
+4.15%
annualized
5.57%
-7.60%
May 2013 - Dec 2013
64 - 56
MAX
01 Jan 1972
+7.43%
annualized
7.74%
-15.76%
Jul 1979 - Feb 1980
354 - 231

* Annualized St.Dev. of monthly returns

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Merrill Lynch		 +4.53% 21 79 0 Compare
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DFA		 +4.23% 20.4 79.6 0 Compare
10-year Treasury
 +4.15% 0 100 0
Robo Advisor 20
Betterment		 +3.60% 19.9 80.1 0 Compare

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Capital Growth

Time Range:

Drawdowns

Time Range:

Rolling Returns

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
 +7.85% +44.35%
Apr 1985 - Mar 1986 		-11.12%
Mar 1979 - Feb 1980 		16.38%
2 Years
 +7.67% +34.91%
Jul 1984 - Jun 1986 		-5.88%
Oct 1979 - Sep 1981 		6.58%
3 Years
 +7.66% +23.66%
Sep 1983 - Aug 1986 		-2.91%
Oct 1978 - Sep 1981 		3.45%
5 Years
 +7.81% +23.75%
Sep 1981 - Aug 1986 		-0.08%
Oct 1976 - Sep 1981 		0.19%
7 Years
 +7.93% +17.44%
Mar 1980 - Feb 1987 		+1.36%
Oct 2011 - Sep 2018 		0.00%
10 Years
 +8.29% +15.70%
Oct 1981 - Sep 1991 		+2.91%
Jan 2009 - Dec 2018 		0.00%
15 Years
 +8.47% +13.03%
Oct 1981 - Sep 1996 		+4.14%
Oct 2003 - Sep 2018 		0.00%

* Annualized rolling and average returns over full calendar month periods

Seasonality and Yearly/Monthly Returns

10-year Treasury Portfolio Seasonality

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Months
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average 0.4 0.3 0.2 0.2 0.8 0.8 0.5 1.0 0.9 0.8 0.9 0.7
Best 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 -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
Gain
Frequency		 57 59 51 57 57 65 63 67 63 56 65 65

Detail of Monthly Returns

Swipe left to see all data
Months
Year Return Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2020
 +11.44% 3.5 3.0 3.7 0.3 0.3 0.0 0.9 -1.0 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

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