10-year Treasury Portfolio: ETF allocation and returns

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

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	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.

Readings that may interest you

Keys to a Successful Retirement: Staying Happy, Active, and Productive in Your ...

The Richest Man in Babylon

The ETF Investor: How to Crush It With Exchange-Traded Funds

Historical Returns

10-year Treasury Portfolio - Historical returns and stats.

10-YEAR TREASURY PORTFOLIO

Last Update: 30 September 2021

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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:

Worst drawdowns since October 1996 - Chart and Data

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	Drawdown period			Recovery period		Total
Drawdown	Start	Bottom	#Months	End	#Months	#Months
-9.34%	Oct 1998	Jan 2000	16	Aug 2000	7	23
-7.60%	May 2013	Dec 2013	8	Nov 2014	11	19
-7.54%	Aug 2020	Mar 2021	8	in progress	6	14
-7.17%	Aug 2016	Apr 2018	21	May 2019	13	34
-6.66%	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
-4.86%	Apr 2004	May 2004	2	Oct 2004	5	7
-4.67%	Oct 2010	Mar 2011	6	Jul 2011	4	10
-4.25%	Feb 2015	Jun 2015	5	Jan 2016	7	12
-4.15%	Apr 2008	May 2008	2	Nov 2008	6	8
-4.14%	Oct 2002	Nov 2002	2	Feb 2003	3	5
-4.07%	Jul 2005	May 2006	11	Sep 2006	4	15
-4.03%	Dec 1996	Mar 1997	4	Jun 1997	3	7
-2.98%	Apr 2001	May 2001	2	Jul 2001	2	4
-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
-1.98%	Nov 2004	Nov 2004	1	Jan 2005	2	3
-1.85%	May 2007	Jun 2007	2	Jul 2007	1	3

Worst drawdowns since January 1972 - Chart and Data

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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
-7.54%	Aug 2020	Mar 2021	8	in progress	6	14
-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

Rolling Returns ( more details)

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	+7.69%	+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.

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	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