The Short Term Treasury Portfolio is exposed for 0% on the Stock Market.

In the last 10 years, it obtained a 1.06% compound annual return, with a 0.88% standard deviation (*).

(*) Last Update: June 2019

The Short Term Treasury Portfolio has the following asset allocation:

0% Stocks
100% Fixed Income
0% Commodities

The Short Term Treasury Portfolio can be replicated with the following ETFs:

Weight ETF: Ticker - Name Investment Themes
100.00 % SHY -
iShares 1-3 Year Treasury Bond
Bond, U.S., Short Term

Capital growth, returns, stats are calculated assuming a rebalancing of the portfolio at the beginning of each year (i.e. at each January 1st).

Last Update: June 2019.

Capital Growth and Historical Returns

An investment of 1000$, since January 1977, now would be worth 10964.41$, with a total return of 996.44% (5.80% annualized).

Capital Growth:

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:

SHY - iShares 1-3 Year Treasury Bond: simulated historical serie, up to December 2002

Swipe left to see all data
Range Returns
Jun 2019
Standard
Deviation *
Max
Drawdown
Months
Pos - Neg
1M
+0.46%
0.00%
1 - 0
YTD
+2.35%
0.00%
6 - 0
1Y
+3.83%
0.97%
-0.14%
Sep 2018 - Sep 2018
10 - 2
3Y
+1.15%
annualized
0.94%
-0.91%
Sep 2017 - Feb 2018
22 - 14
5Y
+1.08%
annualized
0.93%
-0.91%
Sep 2017 - Feb 2018
37 - 23
10Y
+1.06%
annualized
0.88%
-0.91%
Sep 2017 - Feb 2018
80 - 40
MAX
Dec 1976
+5.80%
annualized
3.08%
-4.26%
Jul 1980 - Nov 1980
390 - 120

* Annualized St.Dev. of monthly returns

Drawdowns

Drawdonws Chart:

Rolling Returns

Short Term Treasury Portfolio: annualized rolling and average returns

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Return (*)
Rolling Period Average Best Worst
1 Year
+5.96% +25.82%
Oct 1981 - Sep 1982
-0.51%
May 2017 - Apr 2018
2 Years
+6.02% +19.29%
May 1981 - Apr 1983
-0.17%
Aug 2016 - Jul 2018
3 Years
+6.09% +17.24%
Mar 1980 - Feb 1983
+0.17%
May 2015 - Apr 2018
5 Years
+6.20% +15.57%
Sep 1981 - Aug 1986
+0.32%
May 2013 - Apr 2018
7 Years
+6.19% +13.80%
Mar 1980 - Feb 1987
+0.39%
Oct 2011 - Sep 2018
10 Years
+6.16% +11.72%
Mar 1980 - Feb 1990
+0.78%
Dec 2008 - Nov 2018
15 Years
+6.11% +10.33%
Nov 1978 - Oct 1993
+1.80%
Oct 2003 - Sep 2018

* 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
2019
+2.35% 0.3 0.1 0.6 0.2 0.7 0.5
2018
+1.46% -0.3 -0.1 0.3 -0.2 0.4 0.0 -0.1 0.4 -0.1 0.2 0.4 0.8
2017
+0.26% 0.1 0.0 0.1 0.2 0.1 -0.1 0.2 0.2 -0.2 -0.1 -0.2 -0.0
2016
+0.82% 0.7 0.1 0.1 0.0 -0.1 0.6 -0.1 -0.2 0.1 -0.1 -0.5 0.1
2015
+0.43% 0.6 -0.3 0.3 0.0 0.0 0.0 0.0 -0.1 0.3 -0.1 -0.3 -0.2
2014
+0.45% 0.2 0.0 -0.1 0.1 0.2 -0.1 -0.1 0.2 -0.1 0.3 0.1 -0.3
2013
+0.21% 0.0 0.1 0.0 0.1 -0.1 -0.1 0.2 -0.1 0.2 0.1 0.1 -0.2
2012
+0.28% 0.1 -0.1 -0.1 0.2 0.1 -0.1 0.2 0.0 0.0 -0.1 0.1 0.0
2011
+1.44% 0.1 -0.1 -0.1 0.5 0.4 0.0 0.3 0.3 -0.1 0.0 0.0 0.1
2010
+2.28% 0.8 0.2 -0.3 0.3 0.5 0.4 0.2 0.2 0.1 0.2 -0.2 -0.2
2009
+0.35% -0.4 -0.2 0.5 -0.2 0.1 -0.1 0.1 0.4 0.2 0.1 0.6 -0.8
2008
+6.62% 1.7 1.0 0.3 -0.8 -0.4 0.2 0.4 0.5 0.8 1.1 1.1 0.6
2007
+7.35% 0.2 0.7 0.5 0.3 -0.1 0.5 0.9 1.1 0.6 0.5 1.8 0.3
2006
+3.89% 0.2 0.0 0.2 0.2 0.2 0.2 0.7 0.8 0.4 0.4 0.5 0.1
2005
+1.53% -0.0 -0.3 0.0 0.5 0.4 0.3 -0.4 0.7 -0.3 -0.1 0.4 0.4
2004
+0.66% 0.1 0.5 0.3 -1.1 0.0 -0.0 0.3 0.7 -0.1 0.3 -0.6 0.2
2003
+2.22% -0.1 0.4 0.2 0.2 0.4 0.2 -0.5 -0.1 1.0 -0.4 -0.1 1.1
2002
+8.02% 0.4 0.7 -0.8 1.5 0.6 0.9 1.5 0.9 1.2 0.0 -0.7 1.5
2001
+7.80% 1.3 0.8 0.8 0.1 0.4 0.3 1.4 0.8 1.7 1.1 -0.8 -0.3
2000
+8.83% -0.2 0.8 0.7 0.2 0.3 1.3 0.6 0.9 0.8 0.6 1.2 1.4
1999
+1.85% 0.4 -0.9 0.7 0.3 -0.3 0.1 0.1 0.1 0.8 0.3 0.2 -0.0
1998
+7.36% 1.1 -0.1 0.4 0.5 0.6 0.5 0.4 1.6 1.8 0.3 -0.2 0.3
1997
+6.51% 0.4 0.2 -0.2 0.9 0.7 0.7 1.2 0.0 0.8 0.8 0.2 0.7
1996
+4.39% 0.9 -0.7 -0.2 -0.2 0.1 0.9 0.3 0.3 1.0 1.3 0.9 -0.1
1995
+12.11% 1.6 1.6 0.5 1.0 2.0 0.6 0.2 0.6 0.6 0.9 1.0 0.8
1994
-0.48% 0.7 -0.9 -0.9 -0.5 0.1 0.2 1.0 0.3 -0.4 0.3 -0.6 0.2
1993
+6.31% 1.4 1.3 0.2 0.9 -0.5 0.9 0.0 1.1 0.4 0.1 -0.1 0.5
1992
+6.75% -0.5 0.2 -0.3 1.0 1.2 1.2 1.5 1.2 1.1 -1.1 -0.1 1.1
1991
+11.49% 0.8 0.6 0.6 1.0 0.8 0.2 0.7 1.4 1.2 1.0 0.8 1.8
1990
+9.92% -0.1 0.4 0.3 0.2 1.6 1.2 1.3 0.4 0.8 1.1 1.1 1.3
1989
+11.48% 0.8 -0.0 0.5 1.7 1.5 2.1 1.7 -1.0 0.6 1.8 0.8 0.4
1988
+5.67% 1.7 0.8 0.1 0.0 -0.2 1.0 0.0 0.1 1.2 1.0 -0.4 0.2
1987
+4.78% 0.6 0.5 0.2 -1.0 0.1 1.0 0.4 0.0 -0.5 2.6 0.4 0.6
1986
+10.35% 0.7 1.2 2.1 0.7 -0.4 1.6 1.0 1.7 -0.3 0.8 0.6 0.3
1985
+13.83% 1.1 -0.5 1.3 1.8 2.6 1.2 0.1 0.8 0.9 1.1 1.2 1.6
1984
+14.01% 1.4 0.2 -0.2 0.5 -0.9 0.8 2.1 1.1 1.9 2.7 2.0 1.7
1983
+8.00% 0.6 1.3 -0.2 1.8 -0.4 0.5 -0.6 0.7 2.1 0.7 0.8 0.6
1982
+22.12% 0.1 0.9 1.1 2.1 1.8 -0.6 3.8 3.1 2.3 3.4 0.6 1.7
1981
+14.26% 0.8 -0.3 2.7 -1.7 2.0 0.8 -0.7 -0.1 1.5 4.9 5.1 -1.1
1980
+8.81% 0.0 -4.0 1.4 7.9 3.7 1.3 -0.6 -2.1 -0.4 -0.6 -0.7 3.0
1979
+8.08% 1.4 0.4 1.1 0.5 1.5 1.9 0.1 -0.2 0.4 -2.6 2.3 1.1
1978
+3.35% 0.2 0.4 0.4 0.2 0.4 0.0 0.7 0.7 0.3 -0.7 0.7 0.0
1977
+2.91% -1.1 0.7 0.6 0.3 0.4 0.7 -0.3 0.4 0.1 -0.2 0.8 0.4