Last Update: 30 September 2020

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 1.15% compound annual return, with a 0.91% standard deviation.

In 2019, the portfolio granted a 2.17% 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:

0% Stocks
100% Fixed Income
0% Commodities

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
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 Short Term Treasury Portfolio guaranteed the following returns.

SHORT TERM TREASURY PORTFOLIO RETURNS (%)
Last Update: 30 September 2020
Swipe left to see all data
1M 3M 6M 1Y 3Y(*) 5Y(*) 10Y(*)
Short Term Treasury Portfolio 0.00 +0.07 +0.29 +3.45 +2.50 +1.67 +1.15
Components
SHY - iShares 1-3 Year Treasury Bond 0.00 +0.07 +0.29 +3.45 +2.50 +1.67 +1.15
(*) 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 Short Term Treasury Portfolio: Dividend Yield page.

Historical Returns

Short Term Treasury Portfolio - Historical returns and stats.

SHORT TERM 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
0.00%
0.00%
1 - 0
3M
+0.07%
-0.02%
Aug 2020 - Aug 2020
2 - 1
6M
+0.29%
-0.08%
May 2020 - May 2020
4 - 2
YTD
+3.02%
-0.08%
May 2020 - May 2020
7 - 2
1Y
+3.45%
1.38%
-0.08%
May 2020 - May 2020
9 - 3
3Y
+2.50%
annualized
1.22%
-0.72%
Oct 2017 - Feb 2018
23 - 13
5Y
+1.67%
annualized
1.12%
-0.91%
Sep 2017 - Feb 2018
37 - 23
10Y
+1.15%
annualized
0.91%
-0.91%
Sep 2017 - Feb 2018
77 - 43
MAX
01 Jan 1977
+5.72%
annualized
3.05%
-4.26%
Jul 1980 - Nov 1980
400 - 125

* Annualized St.Dev. of monthly returns

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Capital Growth

Time Range:

Drawdowns

Time Range:

Rolling Returns

Short Term Treasury Portfolio: annualized rolling and average returns

Swipe left to see all data
Return (*) Negative
Periods
Rolling Period Average Best Worst
1 Year
 +5.91% +25.82%
Oct 1981 - Sep 1982 		-0.51%
May 2017 - Apr 2018 		2.72%
2 Years
 +5.93% +19.29%
May 1981 - Apr 1983 		-0.17%
Aug 2016 - Jul 2018 		1.00%
3 Years
 +5.96% +17.24%
Mar 1980 - Feb 1983 		+0.17%
May 2015 - Apr 2018 		0.00%
5 Years
 +6.04% +15.57%
Sep 1981 - Aug 1986 		+0.32%
May 2013 - Apr 2018 		0.00%
7 Years
 +6.02% +13.80%
Mar 1980 - Feb 1987 		+0.39%
Oct 2011 - Sep 2018 		0.00%
10 Years
 +5.98% +11.72%
Mar 1980 - Feb 1990 		+0.78%
Dec 2008 - Nov 2018 		0.00%
15 Years
 +5.94% +10.33%
Nov 1978 - Oct 1993 		+1.80%
Oct 2003 - Sep 2018 		0.00%

* Annualized rolling and average returns over full calendar month periods

Seasonality and Yearly/Monthly Returns

Short Term Treasury Portfolio Seasonality

Swipe left to see all data
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 68 75 82 75 84 77 80 75 74 65 77

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
 +3.02% 0.6 0.9 1.2 0.3 -0.1 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

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