Last Update: 31 May 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 1.24% compound annual return, with a 0.92% 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

Portfolio and ETF Returns

The Short Term Treasury Portfolio guaranteed the following returns.

SHORT TERM TREASURY PORTFOLIO RETURNS (%)
Last Update: 31 May 2020
Swipe left to see all data
1M 3M 6M 1Y 3Y(*) 5Y(*) 10Y(*)
Short Term Treasury Portfolio -0.08 +1.44 +3.08 +4.44 +2.52 +1.72 +1.24
Components
SHY - iShares 1-3 Year Treasury Bond -0.08 +1.44 +3.08 +4.44 +2.52 +1.72 +1.24
(*) 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: 31 May 2020
Swipe left to see all data
Period Returns
May 2020		 Standard
Deviation *		 Max
Drawdown		 Months
Pos - Neg
1M
-0.08%
-0.08%
May 2020 - May 2020
0 - 1
3M
+1.44%
-0.08%
May 2020 - May 2020
2 - 1
6M
+3.08%
-0.08%
May 2020 - May 2020
5 - 1
YTD
+2.92%
-0.08%
May 2020 - May 2020
4 - 1
1Y
+4.44%
1.45%
-0.13%
Sep 2019 - Sep 2019
8 - 4
3Y
+2.52%
annualized
1.23%
-0.91%
Sep 2017 - Feb 2018
22 - 14
5Y
+1.72%
annualized
1.12%
-0.91%
Sep 2017 - Feb 2018
37 - 23
10Y
+1.24%
annualized
0.92%
-0.91%
Sep 2017 - Feb 2018
78 - 42
MAX
01 Jan 1977
+5.76%
annualized
3.06%
-4.26%
Jul 1980 - Nov 1980
397 - 124

* Annualized St.Dev. of monthly returns

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DFA		 +4.23% 7 20.4 79.6 0 Compare
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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
 +5.93% +25.82%
Oct 1981 - Sep 1982 		-0.51%
May 2017 - Apr 2018 		2.75%
2 Years
 +5.95% +19.29%
May 1981 - Apr 1983 		-0.17%
Aug 2016 - Jul 2018 		1.00%
3 Years
 +5.99% +17.24%
Mar 1980 - Feb 1983 		+0.17%
May 2015 - Apr 2018 		0.00%
5 Years
 +6.08% +15.57%
Sep 1981 - Aug 1986 		+0.32%
May 2013 - Apr 2018 		0.00%
7 Years
 +6.06% +13.80%
Mar 1980 - Feb 1987 		+0.39%
Oct 2011 - Sep 2018 		0.00%
10 Years
 +6.02% +11.72%
Mar 1980 - Feb 1990 		+0.78%
Dec 2008 - Nov 2018 		0.00%
15 Years
 +5.98% +10.33%
Nov 1978 - Oct 1993 		+1.80%
Oct 2003 - Sep 2018 		0.00%

* Annualized rolling and average returns over full calendar month periods

Yearly Returns - Monthly Returns Heatmap

Swipe left to see all data
Months
Year Return Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2020
 +2.92% 0.6 0.9 1.2 0.3 -0.1
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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