Last Update: 31 March 2021
The Short Term 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 1.17% compound annual return, with a 0.90% standard deviation.
In 2020, the portfolio granted a 0.96% dividend yield. If you are interested in getting periodic income, please refer to the Short Term Treasury Portfolio: Dividend Yield page.
Asset Allocation and ETFs
The Short Term Treasury Portfolio has the following asset allocation:
The Short Term Treasury Portfolio can be replicated with the following ETFs:
| Weight | Ticker | ETF Name | Investment Themes | |
|---|---|---|---|---|
| 100.00 % | SHY | iShares 1-3 Year Treasury Bond | Bond, U.S., Short Term |
Portfolio and ETF Returns
The Short Term Treasury Portfolio guaranteed the following returns.
| 1M | 3M | 6M | 1Y | 3Y(*) | 5Y(*) | 10Y(*) | |
|---|---|---|---|---|---|---|---|
| Short Term Treasury Portfolio | -0.06 | -0.09 | -0.07 | +0.21 | +2.64 | +1.58 | +1.17 |
| Components | |||||||
| SHY - iShares 1-3 Year Treasury Bond | -0.06 | -0.09 | -0.07 | +0.21 | +2.64 | +1.58 | +1.17 |
- 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 Short Term Treasury Portfolio: Dividend Yield page.
Historical Returns
Short Term Treasury Portfolio - Historical returns and stats.
| Period | Returns Mar 2021 |
Standard Deviation * |
Max Drawdown |
Months Pos - Neg |
|---|---|---|---|---|
|
1M
|
-0.06%
|
-0.06%
Mar 2021 - Mar 2021
|
0 - 1 | |
|
3M
|
-0.09%
|
-0.12%
Feb 2021 - Mar 2021
|
1 - 2 | |
|
6M
|
-0.07%
|
-0.12%
Feb 2021 - Mar 2021
|
3 - 3 | |
|
YTD
|
-0.09%
|
-0.12%
Feb 2021 - Mar 2021
|
1 - 2 | |
|
1Y
|
+0.21%
|
0.31%
|
-0.12%
Feb 2021 - Mar 2021
|
7 - 5 |
|
3Y
|
+2.64%
annualized
|
1.17%
|
-0.23%
Apr 2018 - Apr 2018
|
25 - 11 |
|
5Y
|
+1.58%
annualized
|
1.08%
|
-0.91%
Sep 2017 - Feb 2018
|
37 - 23 |
|
10Y
|
+1.17%
annualized
|
0.90%
|
-0.91%
Sep 2017 - Feb 2018
|
78 - 42 |
|
MAX
01 Jan 1977
|
+5.65%
annualized
|
3.04%
|
-4.26%
Jul 1980 - Nov 1980
|
403 - 128 |
* Annualized St.Dev. of monthly returns
Best Low Risk Porftolios, ordered by 10Y annualized return.
| Portfolio | 10Y Return ▾ | Stocks | Bonds | Comm. | ||
|---|---|---|---|---|---|---|
| High Yield Bonds Income |
+5.66% | 0 | 100 | 0 | Compare | |
| Stocks/Bonds 20/80 |
+5.52% | 20 | 80 | 0 | Compare | |
| Developed World 20/80 |
+5.03% | 20 | 80 | 0 | Compare | |
| Edge Select Conservative Merrill Lynch |
+4.66% | 21 | 79 | 0 | Compare | |
| Total Bond Developed World |
+4.56% | 0 | 100 | 0 | Compare |
Capital Growth
Drawdowns
Rolling Returns ( more details)
Short Term Treasury Portfolio: annualized rolling and average returns
| Return (*) | Negative Periods |
|||
|---|---|---|---|---|
| Rolling Period | Average | Best | Worst | |
| 1 Year |
+5.87% |
+25.82% Oct 1981 - Sep 1982 |
-0.51% May 2017 - Apr 2018 |
2.69% |
| 2 Years |
+5.90% |
+19.29% May 1981 - Apr 1983 |
-0.17% Aug 2016 - Jul 2018 |
0.98% |
| 3 Years |
+5.92% |
+17.24% Mar 1980 - Feb 1983 |
+0.17% May 2015 - Apr 2018 |
0.00% |
| 5 Years |
+5.99% |
+15.57% Sep 1981 - Aug 1986 |
+0.32% May 2013 - Apr 2018 |
0.00% |
| 7 Years |
+5.96% |
+13.80% Mar 1980 - Feb 1987 |
+0.39% Oct 2011 - Sep 2018 |
0.00% |
| 10 Years |
+5.91% |
+11.72% Mar 1980 - Feb 1990 |
+0.78% Dec 2008 - Nov 2018 |
0.00% |
| 15 Years |
+5.88% |
+10.33% Nov 1978 - Oct 1993 |
+1.80% Oct 2003 - 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 Short Term Treasury Portfolio: Rolling Returns page.
Seasonality and Yearly/Monthly Returns
Short Term Treasury Portfolio Seasonality
| Months | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average | 0.5 | 0.2 | 0.4 | 0.5 | 0.5 | 0.5 | 0.5 | 0.5 | 0.6 | 0.6 | 0.5 | 0.5 |
| Best |
1.7 2008 |
1.6 1995 |
2.7 1981 |
7.9 1980 |
3.7 1980 |
2.1 1989 |
3.8 1982 |
3.1 1982 |
2.3 1982 |
4.9 1981 |
5.1 1981 |
3.0 1980 |
| Worst |
-1.1 1977 |
-4.0 1980 |
-0.9 1994 |
-1.7 1981 |
-0.9 1984 |
-0.6 1982 |
-0.7 1981 |
-2.1 1980 |
-0.5 1987 |
-2.6 1979 |
-0.8 2001 |
-1.1 1981 |
| Gain Frequency |
82 | 67 | 73 | 82 | 75 | 84 | 77 | 80 | 75 | 73 | 66 | 77 |
Detail of Monthly Returns
| Months | |||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Year | Return | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| 2021 |
-0.09% | 0.0 | -0.1 | -0.1 | |||||||||
| 2020 |
+3.03% | 0.6 | 0.9 | 1.2 | 0.3 | -0.1 | 0.0 | 0.1 | 0.0 | 0.0 | -0.1 | 0.0 | 0.0 |
| 2019 |
+3.38% | 0.3 | 0.1 | 0.6 | 0.2 | 0.7 | 0.5 | -0.1 | 0.8 | -0.1 | 0.3 | -0.1 | 0.2 |
| 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 |
* 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:
SHY - iShares 1-3 Year Treasury Bond: simulated historical serie, up to December 2002