Data Source: from January 1977 to December 2021

Last Update: 31 December 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 0.95% compound annual return, with a 0.90% standard deviation.

In the last 25 years, a 3.01% compound annual return, with a 1.62% standard deviation.

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: 31 December 2021
Swipe left to see all data
1M 3M 6M 1Y 3Y(*) 5Y(*) 10Y(*) 20Y(*) 25Y(*)
Short Term Treasury Portfolio -0.21 -0.60 -0.57 -0.72 +1.88 +1.47 +0.95 +2.17 +3.01
--- Inflation Adjusted return -0.68 -2.75 -3.84 -7.32 -1.59 -1.41 -1.14 -0.14 +0.70
Components
SHY
iShares 1-3 Year Treasury Bond 		-0.21 -0.60 -0.57 -0.72 +1.88 +1.47 +0.95 +2.17 +3.01
(*) annualized
Portfolio returns are calculated assuming:
  • the reinvestment of dividends

Inflation is updated to Dec 2021. Current inflation (annualized) is 1Y: 7.12% , 3Y: 3.53% , 5Y: 2.92% , 10Y: 2.12% , 20Y: 2.31% , 25Y: 2.29%

In 2021, the portfolio granted a 0.26% dividend yield. If you are interested in getting periodic income, please refer to the Short Term Treasury Portfolio: Dividend Yield page.

Readings that may interest you
The Little Book of Common Sense Investing: The Only Way to Guarantee Your Fair ...
SUMMARY OF PRINCIPLES FOR DEALING WITH THE CHANGING WORLD ORDER BY RAY DALIO: ...
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Historical Returns

Historical returns and stats of Short Term Treasury Portfolio. Total Returns and Inflation Adjusted Returns are both mentioned.

SHORT TERM TREASURY PORTFOLIO
Last Update: 31 December 2021
Swipe left to see all data
Period Return
Dec 2021
update		 Return
Inflation
Adjusted		 Standard
Deviation(*)		 Max
Drawdown		 Months
Pos - Neg
1M
Dec 2021
-0.21%
-0.68%
-0.21%
Dec 2021 - Dec 2021
0 - 1
3M
-0.60%
-2.75%
-0.60%
Oct 2021 - Dec 2021
0 - 3
6M
-0.57%
-3.84%
-0.74%
Aug 2021 - Dec 2021
1 - 5
YTD
-0.72%
-7.32%
0.45%
-0.74%
Jun 2021 - Dec 2021
4 - 8
33% pos
1Y
-0.72%
-7.32%
0.45%
-0.74%
Jun 2021 - Dec 2021
4 - 8
33% pos
3Y
+1.88%
annualized
-1.59%
annualized
1.17%
-0.74%
Jun 2021 - Dec 2021
21 - 15
58% pos
5Y
+1.47%
annualized
-1.41%
annualized
1.05%
-0.90%
Sep 2017 - Feb 2018
35 - 25
58% pos
10Y
+0.95%
annualized
-1.14%
annualized
0.90%
-0.90%
Sep 2017 - Feb 2018
72 - 48
60% pos
20Y
+2.17%
annualized
-0.14%
annualized
1.44%
-1.18%
Apr 2008 - May 2008
160 - 80
67% pos
25Y
+3.01%
annualized
+0.70%
annualized
1.62%
-1.18%
Apr 2008 - May 2008
211 - 89
70% pos
MAX
01 Jan 1977
+5.54%
annualized
+1.93%
annualized
3.02%
-4.26%
Jul 1980 - Nov 1980
402 - 138
74% pos
(*)Annualized St.Dev. of monthly returns

Portfolio efficiency

Is the Short Term Treasury Portfolio actually efficient, compared to other Lazy Portfolios?

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
 +6.94% -23.98% 0 100 0 Compare
All Country World 20/80
 +6.13% -14.04% 20 80 0 Compare
Stocks/Bonds 20/80
 +6.06% -8.42% 20 80 0 Compare
Vanguard LifeStrategy Income Fund
Vanguard		 +5.87% -10.54% 20 80 0 Compare
US Inflation Protection
 +5.79% -11.79% 0 100 0 Compare

See all portfolios

Our overall ratings, assigned to the Short Term Treasury Portfolio. The portfolio is classified as Low Risk.

Very High Risk
Bond weight:
Less than 25%
High Risk
Bond weight:
25% - 49.99%
Medium Risk
Bond weight:
50% - 74.99%
Low Risk
Bond weight:
At least 75%
Low Risk
Portfolios		 All
Portfolios
25 Years Ann. Return
(Inflation Adjusted)		 +3.01%
(+0.70%)
Poor : 1 / 5
Poor : 1 / 5
Standard Deviation
over 25 Years		 1.62%
Excellent : 5 / 5
Excellent : 5 / 5
Maximum Drawdown
over 25 Years		 -1.18%
Excellent : 5 / 5
Excellent : 5 / 5
Easy to manage 1 ETF
Excellent : 5 / 5
Excellent : 5 / 5
Rating assigned considering all the Low Risk Portfolios Rating assigned considering all the Portfolios in the database

Capital Growth

Time Range:

An investment of 1000$, since January 1997, now would be worth 2099.19$, with a total return of 109.92% (3.01% annualized).

The Inflation Adjusted Capital now would be 1191.97$, with a net total return of 19.20% (0.70% annualized).

Drawdowns

Time Range:

Worst drawdowns since January 1997 - Chart and Data

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-1.18% Apr 2008 May 2008 2 Sep 2008 4 6
-1.09% Nov 2001 Dec 2001 2 Feb 2002 2 4
-1.09% Apr 2004 Jun 2004 3 Oct 2004 4 7
-0.90% Sep 2017 Feb 2018 6 Nov 2018 9 15
-0.88% Feb 1999 Feb 1999 1 Apr 1999 2 3
-0.84% Dec 2009 Dec 2009 1 Feb 2010 2 3
-0.82% Mar 2002 Mar 2002 1 Apr 2002 1 2
-0.74% Jun 2021 Dec 2021 7 in progress 7
-0.67% Jul 2016 Nov 2016 5 Aug 2017 9 14
-0.66% Nov 2002 Nov 2002 1 Dec 2002 1 2
-0.64% Nov 2004 Feb 2005 4 May 2005 3 7
-0.58% Jan 2009 Feb 2009 2 Aug 2009 6 8
-0.55% Jul 2003 Aug 2003 2 Sep 2003 1 3
-0.55% Oct 2015 Dec 2015 3 Jan 2016 1 4
-0.49% Nov 2010 Mar 2011 5 Apr 2011 1 6
-0.47% Oct 2003 Nov 2003 2 Dec 2003 1 3
-0.38% Sep 2005 Oct 2005 2 Nov 2005 1 3
-0.37% Jul 2005 Jul 2005 1 Aug 2005 1 2
-0.30% May 1999 May 1999 1 Aug 1999 3 4
-0.29% Dec 2014 Dec 2014 1 Jan 2015 1 2

Rolling Returns ( more details)

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
 +5.77% +25.82%
Oct 1981 - Sep 1982 		-0.72%
Jan 2021 - Dec 2021 		3.78%
2 Years
 +5.83% +19.29%
May 1981 - Apr 1983 		-0.16%
Aug 2016 - Jul 2018 		0.97%
3 Years
 +5.86% +17.24%
Mar 1980 - Feb 1983 		+0.17%
May 2015 - Apr 2018 		0.00%
5 Years
 +5.90% +15.57%
Sep 1981 - Aug 1986 		+0.32%
May 2013 - Apr 2018 		0.00%
7 Years
 +5.87% +13.80%
Mar 1980 - Feb 1987 		+0.39%
Oct 2011 - Sep 2018 		0.00%
10 Years
 +5.80% +11.72%
Mar 1980 - Feb 1990 		+0.78%
Dec 2008 - Nov 2018 		0.00%
15 Years
 +5.78% +10.33%
Nov 1978 - Oct 1993 		+1.80%
Oct 2003 - Sep 2018 		0.00%
20 Years
 +5.75% +9.22%
Nov 1978 - Oct 1998 		+2.13%
Nov 2001 - Oct 2021 		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

Short Term 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.

Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Win %		 0.46
82% 		0.19
67% 		0.37
73% 		0.50
82% 		0.49
73% 		0.52
80% 		0.46
76% 		0.46
78% 		0.54
71% 		0.53
71% 		0.45
64% 		0.47
76%
Best
Year		 1.7
1988 		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
Year		 -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
Statistics calculated for the period Jan 1977 - Dec 2021

For further information about the seasonality, check the Asset Class Seasonality page.

Monthly/Yearly Returns

Short Term Treasury Portfolio monthly and yearly returns: how is the distribution of the returns recorded so far?

MONTHLY RETURNS HISTOGRAM
402 Positive Months (74%) - 138 Negative Months (26%)
Jan 1977 - Dec 2021
Swipe left to see all data
Yearly Return(%)
Monthly Return(%)
Year Total Infl.Adj Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2021
 -0.72 -7.32 0.0 -0.1 -0.1 0.1 0.1 -0.2 0.2 0.0 -0.1 -0.3 -0.1 -0.2
2020
 +3.03 +1.71 0.6 0.9 1.2 0.3 -0.1 0.0 0.1 0.0 0.0 0.0 0.0 0.0
2019
 +3.38 +1.09 0.3 0.1 0.6 0.2 0.7 0.5 -0.1 0.8 -0.1 0.3 0.0 0.2
2018
 +1.46 -0.45 -0.3 -0.1 0.2 -0.2 0.4 0.0 -0.1 0.3 -0.1 0.2 0.4 0.8
2017
 +0.26 -1.80 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 -1.20 0.7 0.1 0.1 0.0 -0.1 0.6 0.0 -0.2 0.1 0.0 -0.5 0.1
2015
 +0.43 -0.21 0.6 -0.3 0.2 0.0 0.0 0.0 0.0 0.0 0.3 -0.1 -0.3 -0.1
2014
 +0.45 -0.20 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 -1.28 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 -1.46 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 -1.57 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 +0.83 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 -2.39 -0.4 -0.1 0.5 -0.2 0.1 -0.1 0.1 0.4 0.2 0.1 0.6 -0.8
2008
 +6.62 +6.64 1.7 1.0 0.3 -0.8 -0.3 0.2 0.4 0.5 0.8 1.1 1.1 0.6
2007
 +7.35 +3.11 0.2 0.7 0.5 0.3 -0.1 0.5 0.9 1.0 0.6 0.5 1.8 0.3
2006
 +3.89 +1.33 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 -1.75 0.0 -0.3 0.0 0.5 0.4 0.2 -0.4 0.7 -0.3 -0.1 0.4 0.3
2004
 +0.66 -2.59 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 +0.18 -0.1 0.4 0.2 0.2 0.4 0.2 -0.5 0.0 1.0 -0.4 -0.1 1.1
2002
 +8.02 +5.41 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 +6.10 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 +5.22 -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 -0.80 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 +5.66 1.1 -0.1 0.4 0.5 0.6 0.5 0.4 1.6 1.8 0.2 -0.2 0.3
1997
 +6.51 +4.73 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 +0.98 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 +9.34 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 -3.00 0.7 -0.9 -0.9 -0.5 0.1 0.2 0.9 0.2 -0.4 0.3 -0.5 0.2
1993
 +6.31 +3.40 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 +3.67 -0.5 0.2 -0.2 1.0 1.2 1.2 1.5 1.2 1.1 -1.1 -0.1 1.1
1991
 +11.49 +8.27 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 +3.45 -0.1 0.4 0.3 0.1 1.6 1.2 1.3 0.4 0.8 1.1 1.1 1.3
1989
 +11.48 +6.54 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 +1.21 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 +0.43 0.6 0.5 0.2 -1.0 0.1 1.0 0.3 0.0 -0.5 2.6 0.4 0.6
1986
 +10.35 +9.06 0.6 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 +9.68 1.0 -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 +9.58 1.4 0.2 -0.1 0.5 -0.9 0.8 2.1 1.1 1.9 2.7 2.0 1.7
1983
 +8.00 +4.06 0.6 1.3 -0.2 1.8 -0.4 0.5 -0.5 0.7 2.1 0.7 0.8 0.6
1982
 +22.12 +17.62 0.1 0.8 1.1 2.1 1.8 -0.6 3.8 3.1 2.3 3.4 0.6 1.7
1981
 +14.26 +4.91 0.7 -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 -3.16 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 -4.57 1.4 0.4 1.1 0.5 1.4 1.9 0.1 -0.2 0.4 -2.6 2.3 1.1
1978
 +3.35 -5.18 0.1 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 -3.53 -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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