Data Source: from January 1871 to October 2022 (~152 years)
Consolidated Returns as of 31 October 2022
Live Update: Nov 29 2022, 03:00PM Eastern Time
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.00%
1 Day
Nov 29 2022, 03:00PM Eastern Time
0.43%
Current Month
November 2022

The Short Term Treasury Portfolio is a Low Risk portfolio and can be implemented with 1 ETF.

It's exposed for 0% on the Stock Market.

In the last 30 Years, the Short Term Treasury Portfolio obtained a 3.11% compound annual return, with a 1.81% 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 implemented 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 as of Oct 31, 2022

The Short Term Treasury Portfolio guaranteed the following returns.

Portfolio returns are calculated in USD, assuming:
  • No fees or capital gain taxes
  • the reinvestment of dividends
SHORT TERM TREASURY PORTFOLIO RETURNS
Consolidated returns as of 31 October 2022
Live Update: Nov 29 2022, 03:00PM Eastern Time
Swipe left to see all data
  Chg (%) Return (%)
Return (%) as of Oct 31, 2022
  1 Day Time ET(*) Nov 2022 1M 6M 1Y 5Y 10Y 30Y MAX
(~152Y)
Short Term Treasury Portfolio n.a. 0.43 -0.13 -1.72 -4.91 0.41 0.45 3.11 4.43
US Inflation Adjusted return -0.53 -4.65 -11.75 -3.32 -2.06 0.58 2.27
Components
SHY
iShares 1-3 Year Treasury Bond
0.00 03:00PM
Nov 29 2022
0.43 -0.13 -1.72 -4.91 0.41 0.45 3.11 5.33
Returns over 1 year are annualized | Available data source: since Jan 1871
(*) Eastern Time (ET - America/New York)

US Inflation is updated to Oct 2022. Current inflation (annualized) is 1Y: 7.75% , 5Y: 3.85% , 10Y: 2.57% , 30Y: 2.51%

Portfolio Metrics as of Oct 31, 2022

Metrics of Short Term Treasury Portfolio, updated as of 31 October 2022.

Portfolio metrics are calculated based on monthly returns, assuming:
  • No fees or capital gain taxes
  • the reinvestment of dividends
SHORT TERM TREASURY PORTFOLIO
Portfolio Metrics
Data Source: 1 January 1871 - 31 October 2022 (~152 years)
Swipe left to see all data
Metrics as of Oct 31, 2022
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~152Y)
Portfolio
Return (%)
-0.13 -2.12 -1.72 -4.91 -0.79 0.41 0.45 1.57 3.11 4.43
US Inflation (%) 0.41 0.59 3.08 7.75 5.01 3.85 2.57 2.52 2.51 2.11
Infl. Adjusted
Return (%)
-0.53 -2.69 -4.65 -11.75 -5.53 -3.32 -2.06 -0.92 0.58 2.27
Returns / Inflation rates over 1 year are annualized.
RISK INDICATORS
Standard Deviation (%) 1.95 1.70 1.55 1.20 1.44 1.81 3.47
Sharpe Ratio -2.88 -0.71 -0.37 -0.06 0.34 0.51 0.13
Sortino Ratio -4.14 -0.96 -0.50 -0.08 0.51 0.79 0.19
MAXIMUM DRAWDOWN
Drawdown Depth (%) -4.91 -5.36 -5.36 -5.36 -5.36 -5.36 -8.52
Start (yyyy mm) 2021 11 2021 06 2021 06 2021 06 2021 06 2021 06 1971 04
Bottom (yyyy mm) 2022 10 2022 10 2022 10 2022 10 2022 10 2022 10 1971 07
Start to Bottom (# months) 12 17 17 17 17 17 4
Start to Recovery (# months) in progress
> 12
> 17
> 17
> 17
> 17
> 17
13
ROLLING PERIOD RETURNS - Annualized
Best Return (%) 25.82 17.24 15.57 11.72 9.50 8.27
Worst Return (%) -5.42 -0.79 0.32 0.45 1.09 1.88
% Positive Periods 93% 100% 100% 100% 100% 100%
MONTHS
Positive 0 0 2 2 15 30 68 153 251 1282
Negative 1 3 4 10 21 30 52 87 109 540
% Positive 0% 0% 33% 17% 42% 50% 57% 64% 70% 70%
WITHDRAWAL RATES (WR)
Safe WR (%) 32.88 19.83 9.66 5.03 4.44 5.10
Perpetual WR (%) 0.00 0.00 0.00 0.00 0.58 2.22
Terms and Definitions
  • Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio
  • Standard Deviation: it's a measure of the dispersion of returns around the mean
  • Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
  • Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
  • Maximum Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.
  • Rolling Returns: returns over a time frame (best, worst, % of positive returns).
  • Pos./Neg. Months: number of months with positive/negative return.
  • Safe Withdrawal Rate (SWR): it's the percentage of the original portfolio balance that can be withdrawn at the end of each year with inflation adjustment, without the portfolio running out of money (dollar amount withdrawal).
  • Perpetual Withdrawal Rate (PWR): it's the percentage of portfolio balance that can be withdrawn at the end of each year, while retaining the inflation adjusted portfolio balance (percentage withdrawal).

Portfolio Dividends

In 2021, the Short Term Treasury 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.

Capital Growth as of Oct 31, 2022

An investment of 1000$, since November 1992, now would be worth 2503.30$, with a total return of 150.33% (3.11% annualized).

The Inflation Adjusted Capital now would be 1191.12$, with a net total return of 19.11% (0.58% annualized).
An investment of 1000$, since January 1871, now would be worth 722558.00$, with a total return of 72155.80% (4.43% annualized).

The Inflation Adjusted Capital now would be 30242.39$, with a net total return of 2924.24% (2.27% annualized).

Drawdowns

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-5.36% Jun 2021 Oct 2022 17 in progress 17
-2.23% Feb 1994 Apr 1994 3 Jan 1995 9 12
-1.18% Apr 2008 May 2008 2 Sep 2008 4 6
-1.11% Feb 1996 Apr 1996 3 Jul 1996 3 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
-0.67% 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
-0.45% May 1993 May 1993 1 Jun 1993 1 2
-0.38% Sep 2005 Oct 2005 2 Nov 2005 1 3
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-8.52% Apr 1971 Jul 1971 4 Apr 1972 9 13
-7.53% Jul 1895 Feb 1896 8 Nov 1896 9 17
-6.84% Mar 1970 May 1970 3 Nov 1970 6 9
-6.17% Sep 1931 Jan 1932 5 Jul 1932 6 11
-5.89% Feb 1898 Apr 1898 3 Jul 1898 3 6
-5.48% Jun 1939 Sep 1939 4 Mar 1941 18 22
-5.36% Jun 2021 Oct 2022 17 in progress 17
-4.59% Jul 1958 Sep 1958 3 Mar 1960 18 21
-4.40% Jul 1873 Oct 1873 4 Dec 1873 2 6
-4.27% Jun 1902 Jul 1902 2 Sep 1902 2 4
-4.26% Jul 1980 Nov 1980 5 Mar 1981 4 9
-4.14% Sep 1968 Dec 1968 4 Apr 1969 4 8
-4.03% Feb 1980 Feb 1980 1 Apr 1980 2 3
-3.84% Mar 1975 Apr 1975 2 Jun 1975 2 4
-3.69% Jul 1871 Feb 1872 8 May 1872 3 11
-3.61% Nov 1969 Dec 1969 2 Feb 1970 2 4
-3.58% Jul 1875 Jul 1875 1 Feb 1876 7 8
-3.50% Mar 1957 Jul 1957 5 Dec 1957 5 10
-3.26% Sep 1969 Sep 1969 1 Oct 1969 1 2
-3.25% Jun 1952 Jun 1953 13 Oct 1953 4 17

Rolling Returns ( more details)

Short Term Treasury Portfolio: annualized rolling and average returns

Swipe left to see all data
Rolling
Period
Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
4.53 25.82
Oct 1981 - Sep 1982
-5.42
Aug 1895 - Jul 1896
7.01%
2 Years
4.54 19.29
May 1981 - Apr 1983
-2.67
Nov 2020 - Oct 2022
1.28%
3 Years
4.54 17.24
Mar 1980 - Feb 1983
-0.79
Nov 2019 - Oct 2022
0.39%
5 Years
4.53 15.57
Sep 1981 - Aug 1986
0.32
May 2013 - Apr 2018
0.00%
7 Years
4.52 13.80
Mar 1980 - Feb 1987
0.39
Oct 2011 - Sep 2018
0.00%
10 Years
4.54 11.72
Mar 1980 - Feb 1990
0.45
Nov 2012 - Oct 2022
0.00%
15 Years
4.59 10.33
Nov 1978 - Oct 1993
0.96
Jul 1938 - Jun 1953
0.00%
20 Years
4.62 9.50
Aug 1973 - Jul 1993
1.09
Jul 1933 - Jun 1953
0.00%
30 Years
4.65 8.27
Aug 1973 - Jul 2003
1.88
Nov 1933 - Oct 1963
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

In which months is it better to invest in Short Term Treasury Portfolio?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.

For further information about the seasonality, check the Asset Class Seasonality page.
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
Gain Frequency
-0.02
60%
0.07
40%
0.13
60%
-0.04
60%
0.33
80%
-0.05
60%
0.11
60%
0.05
40%
-0.31
0%
-0.01
40%
0.02
40%
0.14
60%
 Capital Growth on monthly avg returns
100
99.98
100.05
100.18
100.14
100.47
100.42
100.53
100.58
100.27
100.26
100.28
100.42
Best 0.6
2020
0.9
2020
1.2
2020
0.3
2020
0.7
2019
0.5
2019
0.4
2022
0.8
2019
0.0
2020
0.3
2019
0.4
2018
0.8
2018
Worst -0.7
2022
-0.4
2022
-1.4
2022
-0.5
2022
-0.1
2020
-0.6
2022
-0.1
2019
-0.8
2022
-1.2
2022
-0.3
2021
-0.2
2017
-0.2
2021
Monthly Seasonality over the period Nov 2017 - Oct 2022
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
Gain Frequency
0.15
80%
0.03
60%
0.10
70%
0.02
80%
0.17
70%
0.01
50%
0.08
60%
0.03
40%
-0.12
30%
0.00
40%
-0.04
50%
0.02
50%
 Capital Growth on monthly avg returns
100
100.15
100.18
100.28
100.31
100.48
100.49
100.57
100.60
100.48
100.48
100.44
100.46
Best 0.7
2016
0.9
2020
1.2
2020
0.3
2020
0.7
2019
0.6
2016
0.4
2022
0.8
2019
0.3
2015
0.3
2019
0.4
2018
0.8
2018
Worst -0.7
2022
-0.4
2022
-1.4
2022
-0.5
2022
-0.1
2013
-0.6
2022
-0.1
2014
-0.8
2022
-1.2
2022
-0.3
2021
-0.5
2016
-0.3
2014
Monthly Seasonality over the period Nov 2012 - Oct 2022
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
Gain Frequency
0.28
70%
0.43
72%
0.43
78%
0.32
72%
0.40
72%
0.39
73%
0.12
62%
0.22
66%
0.39
67%
0.45
72%
0.52
69%
0.45
72%
 Capital Growth on monthly avg returns
100
100.28
100.71
101.14
101.47
101.87
102.27
102.40
102.62
103.02
103.49
104.02
104.49
Best 5.6
1968
6.6
1970
4.9
1971
7.9
1980
3.7
1980
2.2
1970
3.8
1982
4.6
1971
4.0
1902
5.3
1969
6.8
1970
5.5
1873
Worst -3.0
1896
-4.0
1980
-3.0
1898
-5.1
1970
-2.0
1971
-2.3
1902
-3.6
1875
-2.2
1958
-4.2
1939
-4.3
1895
-1.7
1933
-2.6
1969
Monthly Seasonality over the period Jan 1871 - Oct 2022

Monthly/Yearly Returns

Short Term Treasury Portfolio data source starts from January 1871: let's focus on monthly and yearly returns.

We are providing two different views:
  • Histogram: it shows the distribution of the returns recorded so far
  • Plain Table: it shows the detailed monthly and yearly returns
MONTHLY RETURNS HISTOGRAM
Jan 1871 - Oct 2022
1282 Positive Months (70%) - 540 Negative Months (30%)
MONTHLY RETURNS TABLE
Jan 1871 - Oct 2022
(Scroll down to see all data)
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
2022
-4.65 -10.80 -0.7 -0.4 -1.4 -0.5 0.6 -0.6 0.4 -0.8 -1.2 -0.1
2021
-0.72 -7.24 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 +1.65 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 +1.07 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 -0.44 -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 -1.81 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 -1.23 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 -0.30 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 -0.31 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 -1.27 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 -1.44 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 -1.48 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 +0.77 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 -2.31 -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 +6.52 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 +3.14 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 +1.32 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 -1.82 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 -2.51 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 +0.33 -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 +5.51 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 +6.15 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 +5.27 -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 -0.81 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 +1.04 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 +9.33 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 -3.07 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 +3.46 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 +3.74 -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 +8.18 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 +3.59 -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 +6.53 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 +1.20 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 +0.34 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 +9.15 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 +9.67 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 +9.68 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 +4.05 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 +4.90 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 -3.30 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 -4.60 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 -5.20 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 -3.56 -1.1 0.7 0.6 0.3 0.4 0.7 -0.3 0.4 0.1 -0.2 0.8 0.4
1976
+8.15 +3.13 -0.2 0.3 0.8 0.0 -2.0 0.8 0.1 1.5 0.9 1.0 3.2 1.6
1975
+8.89 +1.83 0.0 1.4 -2.8 -1.1 2.8 1.5 -0.7 0.8 -0.8 4.8 -0.6 3.5
1974
+6.97 -4.78 0.1 0.8 -2.0 -0.9 1.8 0.0 -0.8 -0.6 2.0 1.9 1.9 2.5
1973
+4.59 -3.79 -0.3 -0.1 0.0 0.9 -1.0 0.6 -2.7 2.0 3.2 2.0 0.8 -0.8
1972
+3.91 +0.49 -0.9 1.0 0.0 0.5 1.3 -0.1 0.9 -1.5 -0.2 1.6 1.6 -0.3
1971
+7.64 +4.23 3.3 -0.2 4.9 -3.9 -2.0 -2.1 -0.8 4.6 2.4 1.2 -0.2 0.5
1970
+13.53 +7.54 1.1 6.6 -1.1 -5.1 -0.7 2.2 2.5 -0.6 1.7 -0.1 6.8 0.1
1969
+3.49 -2.55 1.1 0.8 1.0 2.0 -1.3 0.1 1.8 0.1 -3.3 5.3 -1.1 -2.6
1968
+4.70 -0.02 5.6 0.2 -1.2 0.5 -0.6 2.1 2.3 0.1 -0.2 -0.6 -0.9 -2.5
1967
+3.66 +0.60 1.9 -0.6 2.7 -1.2 0.7 -2.1 1.4 0.1 0.7 -1.4 0.3 1.3
1966
+5.17 +1.65 0.4 -2.2 2.8 -0.3 0.3 -0.9 -0.2 -2.0 3.1 0.8 -0.8 4.2
1965
+2.44 +0.50 0.7 0.3 0.7 0.4 0.3 0.7 0.3 0.1 -0.2 0.0 -0.1 -0.8
1964
+3.89 +2.90 0.3 0.1 0.0 0.5 0.6 0.7 0.0 0.2 0.6 0.5 0.0 0.3
1963
+2.40 +0.74 0.2 -0.2 0.3 0.4 0.3 0.1 0.4 0.2 0.0 -0.2 1.0 -0.1
1962
+4.18 +2.81 -0.1 1.0 1.4 0.2 -0.1 -0.6 -0.1 0.9 0.4 0.4 0.2 0.8
1961
+2.46 +1.78 0.4 0.8 0.7 0.0 0.9 -1.0 0.0 -0.6 0.9 0.9 0.2 -0.6
1960
+8.62 +7.16 -0.1 2.0 2.1 -0.1 -0.5 1.8 2.2 0.9 0.1 -0.7 -0.2 0.9
1959
+1.43 -0.30 0.5 1.0 0.3 -0.5 -1.0 0.3 0.1 0.3 -1.4 1.8 0.6 -0.7
1958
+1.68 -0.07 1.6 0.9 1.1 1.4 0.2 0.1 -1.3 -2.2 -1.2 0.3 1.1 -0.4
1957
+5.56 +2.59 0.3 1.3 -0.3 -0.3 -0.7 -1.4 -0.8 0.3 0.4 -0.1 2.4 4.6
1956
+1.40 -1.54 0.6 1.1 -0.4 -1.3 1.5 1.2 -0.3 -1.2 0.2 0.9 -0.6 -0.2
1955
+0.30 -0.08 -0.5 0.0 0.2 -0.4 0.3 0.2 -0.7 -0.2 0.4 1.1 0.3 -0.3
1954
+2.52 +3.29 1.1 0.2 1.0 0.9 -0.6 0.1 0.9 -0.4 0.0 -0.3 -0.3 -0.1
1953
+3.13 +2.36 -0.7 -0.3 -0.2 -0.3 -1.6 -0.2 1.9 0.2 1.0 2.1 0.1 1.1
1952
+1.89 +1.13 0.2 -0.2 0.2 1.2 0.6 -0.2 -0.3 -0.6 -0.7 1.5 0.3 0.0
1951
+0.86 -4.85 0.8 -0.2 -1.0 -0.6 -0.5 0.2 1.2 1.3 -0.9 0.1 0.0 0.6
1950
+0.64 -5.00 -0.6 0.2 0.2 -0.1 0.3 -0.2 0.3 0.3 0.0 -0.2 0.1 0.4
1949
+1.78 +3.94 0.4 0.0 0.3 0.0 0.0 0.6 0.2 0.6 -0.4 -0.1 -0.1 0.4
1948
+1.42 -1.53 0.1 0.3 0.2 0.2 0.9 -0.8 -0.1 -0.1 0.4 -0.3 0.5 0.4
1947
+0.92 -7.28 0.7 0.5 0.3 0.2 0.4 0.0 0.4 0.6 -0.1 -0.5 -0.5 -1.0
1946
+1.08 -14.44 0.7 0.4 0.4 -1.2 0.1 0.5 -0.2 -0.3 -0.2 0.4 -0.5 1.0
1945
+1.48 -0.75 1.1 0.4 0.3 0.9 -0.2 0.3 -0.5 0.0 0.1 0.4 0.3 -1.3
1944
+1.18 -1.10 0.1 0.4 0.1 0.0 0.1 0.0 0.1 0.4 0.0 0.0 0.1 0.0
1943
+1.50 -1.42 0.5 0.0 -0.1 0.3 0.6 0.2 -0.1 -0.1 0.1 -0.1 -0.1 0.1
1942
+0.68 -7.66 0.2 -0.5 0.8 -0.5 0.4 0.0 -0.2 0.1 0.0 0.2 -0.1 0.4
1941
+1.27 -7.87 0.0 -0.7 1.3 0.8 0.0 1.0 1.1 -0.6 -0.1 0.5 -0.3 -1.7
1940
+1.39 +0.67 -0.3 -0.3 0.7 -0.7 -1.9 1.2 0.4 0.0 0.5 0.3 1.3 0.2
1939
+1.07 +1.07 0.0 0.4 0.8 0.6 1.2 -0.3 0.1 -1.2 -4.2 2.1 1.0 0.9
1938
+1.99 +4.90 0.2 0.4 -0.2 0.8 0.4 -0.2 0.1 0.2 -0.7 1.0 -0.3 0.3
1937
+1.03 -1.78 0.6 0.3 -2.1 -0.4 0.6 0.0 1.0 -0.6 0.4 0.2 0.7 0.3
1936
+1.50 +0.05 0.1 0.4 0.3 0.1 0.1 -0.3 0.0 0.5 -0.4 -0.2 1.0 -0.2
1935
+1.47 -1.47 1.4 0.5 0.0 0.3 0.1 0.1 0.2 -1.3 -0.3 0.4 -0.1 0.2
1934
+2.79 +1.25 0.3 1.6 1.0 0.4 0.5 0.3 0.1 -1.1 -1.7 1.4 -0.2 0.4
1933
+2.19 +1.42 1.4 -0.5 -0.6 0.3 1.3 1.1 0.4 0.2 0.5 0.1 -1.7 -0.3
1932
+7.56 +19.87 -2.5 1.5 1.8 2.2 -0.5 0.2 1.7 1.3 0.4 0.1 0.0 1.0
1931
+0.73 +11.08 0.7 -0.3 0.8 0.6 1.4 0.8 0.4 0.3 -0.1 -2.5 0.6 -1.8
1930
+6.97 +14.28 -0.1 0.7 1.5 -0.2 1.0 1.0 0.5 0.4 0.6 0.7 0.6 0.2
1929
+5.72 +5.11 -0.2 -0.4 -0.6 1.2 0.4 0.0 0.8 -0.2 0.5 1.2 2.6 0.3
1928
+1.69 +2.88 0.2 0.2 0.5 0.1 0.0 -0.1 -0.7 -0.2 0.5 0.3 1.1 -0.2
1927
+4.50 +6.92 0.5 0.4 1.0 0.3 0.4 -0.2 -0.1 0.4 0.3 0.2 0.6 0.6
1926
+4.11 +5.29 0.4 0.7 0.2 0.3 0.4 0.2 0.1 0.0 0.2 0.3 0.7 0.7
1925
+2.67 -0.77 0.1 0.2 0.0 0.4 0.6 0.8 0.1 -0.4 0.1 0.4 0.4 0.0
1924
+6.21 +6.21 0.7 0.4 0.3 0.7 0.9 1.7 0.6 0.5 0.1 0.6 0.0 -0.3
1923
+4.19 +1.78 0.4 0.3 0.0 0.3 0.5 0.6 0.4 0.3 0.3 0.1 0.6 0.5
1922
+5.01 +7.50 0.5 -0.1 1.0 1.4 0.5 0.5 1.1 0.5 -0.3 -0.6 0.1 0.4
1921
+10.90 +24.36 1.6 -0.1 0.3 0.5 0.2 0.1 0.3 0.6 1.1 2.6 1.8 1.6
1920
+3.48 +0.81 0.4 -0.3 0.3 -0.9 -1.7 0.9 0.4 -0.1 2.5 3.3 -0.4 -0.8
1919
+4.03 -9.18 0.4 0.0 0.3 0.6 0.9 0.4 0.3 0.1 0.9 0.7 -0.3 -0.2
1918
+5.30 -12.57 0.6 0.9 0.6 0.5 0.4 1.4 0.5 0.5 0.1 0.0 0.9 -1.2
1917
+1.41 -14.13 0.2 1.1 -1.6 0.3 -1.3 -0.2 0.7 0.5 1.6 0.1 0.6 -0.5
1916
+2.74 -8.78 0.0 1.2 0.7 0.0 0.4 -0.6 -0.4 0.5 0.5 0.2 -0.4 0.7
1915
+4.96 +2.92 0.6 0.3 1.1 0.7 0.1 0.1 -0.8 1.4 -0.3 0.0 0.7 1.1
1914
+6.28 +5.23 1.6 1.0 0.2 -0.1 0.6 0.3 0.1 0.7 0.7 0.7 0.6 0.0
1913
+5.55 +2.39 0.6 0.8 0.5 0.3 1.3 0.4 -1.8 0.2 0.2 -0.1 1.8 1.5
1912
+2.47 -4.51 0.3 0.4 0.5 0.6 0.1 -0.1 0.2 -0.3 0.4 0.1 0.2 0.1
1911
+4.07 +6.25 0.5 1.5 0.5 0.1 -1.0 0.8 0.5 -0.2 0.4 0.5 0.3 0.4
1910
+5.48 +14.17 -0.1 0.5 0.1 0.5 0.3 0.7 0.6 0.7 0.9 0.5 0.5 0.3
1909
+1.92 -7.77 0.5 0.5 0.5 0.5 0.5 0.5 -0.1 -0.8 -0.3 0.6 -0.6 0.1
1908
+9.95 +6.42 0.7 1.1 2.6 2.2 0.6 -0.3 0.5 0.2 0.2 0.6 0.5 0.8
1907
+3.64 +5.89 0.2 1.0 1.9 1.2 0.4 0.4 1.0 -0.4 -0.1 0.5 -1.4 -1.2
1906
+3.56 -1.88 0.5 -0.3 0.5 1.3 -0.8 -0.2 0.4 0.8 0.8 0.1 0.2 0.2
1905
+1.88 +1.89 0.2 0.2 1.7 0.2 -0.4 0.8 0.2 0.5 1.0 0.2 -0.9 -1.8
1904
+5.91 +1.17 0.5 -0.2 0.9 0.6 0.3 1.0 0.5 -0.1 1.0 0.7 -0.1 0.7
1903
+4.86 +10.96 0.5 0.8 1.4 -1.0 1.2 -0.2 -0.3 0.5 1.1 0.6 -0.2 0.4
1902
+2.84 -4.00 0.7 0.5 0.5 0.4 0.3 -2.3 -2.1 0.6 4.0 1.0 -0.4 -0.2
1901
+3.29 -1.62 0.5 0.2 -0.2 1.0 -0.2 0.5 -0.2 -0.8 0.9 1.2 0.2 0.3
1900
+4.69 +8.66 0.1 0.5 1.1 -1.5 1.0 0.1 -0.3 -0.7 0.9 0.2 2.0 1.2
1899
+0.71 -13.81 0.4 -1.0 0.0 0.5 -0.5 0.5 -0.9 -0.1 -0.4 -0.3 0.3 2.2
1898
+4.33 +2.79 0.4 -1.9 -3.0 -1.2 1.8 1.9 3.0 0.8 0.4 0.6 0.1 1.3
1897
+5.09 +5.09 1.7 0.2 0.4 0.3 -1.2 1.2 0.8 -0.6 -0.1 1.1 0.6 0.6
1896
+5.63 +7.21 -3.0 0.0 1.7 1.4 -0.1 0.7 -1.7 -1.5 3.3 1.6 2.8 0.7
1895
+0.51 -2.31 -2.3 4.7 0.5 0.8 0.6 1.1 -0.4 -1.7 0.0 -4.3 2.6 -0.8
1894
+4.70 +12.19 -0.9 1.2 0.7 0.4 -0.1 0.8 0.1 0.4 0.8 0.0 1.0 0.3
1893
+7.87 +16.61 -0.1 0.1 1.2 0.4 0.2 -1.0 -0.5 1.2 2.0 0.2 2.3 1.8
1892
+2.61 +1.39 -0.2 0.5 0.9 -0.7 1.3 1.1 -0.6 0.1 -0.6 0.3 0.5 0.0
1891
+7.10 +12.52 -0.5 1.0 1.3 1.3 0.9 0.9 -3.0 0.7 1.7 -0.1 1.0 1.6
1890
+4.12 +2.82 -0.5 -1.1 0.0 0.3 0.7 0.9 0.9 1.5 1.7 -0.8 0.7 -0.1
1889
+2.86 +9.20 -0.4 1.3 1.3 -0.4 0.6 0.5 -0.6 0.1 0.3 -0.4 0.2 0.4
1888
+5.99 +6.01 0.5 1.4 -1.1 0.1 1.6 1.1 0.1 0.7 1.1 -0.6 0.2 0.7
1887
+4.76 -1.31 -0.3 1.3 0.8 0.8 0.7 0.6 -0.6 0.0 -0.8 0.9 1.6 -0.3
1886
+1.93 +6.90 -0.6 1.7 0.5 -0.5 -0.3 0.4 -0.4 -0.3 0.8 0.6 -0.4 0.4
1885
+5.08 +6.36 -0.6 0.7 0.6 -0.2 0.5 1.0 0.3 0.6 0.6 0.4 0.3 1.0
1884
+5.22 +17.29 0.3 0.5 0.9 -0.1 -1.7 -0.5 0.5 0.9 1.0 0.7 1.6 1.2
1883
+6.19 +14.93 -0.7 0.3 0.6 0.3 -0.1 0.5 -0.5 0.5 1.4 0.7 1.3 1.7
1882
+4.72 +6.70 0.0 0.3 0.9 1.3 1.1 -0.3 -0.5 0.5 0.2 -0.6 0.4 1.3
1881
+3.98 -2.86 0.4 0.3 0.3 0.8 2.0 0.6 -1.4 -0.8 0.8 -0.8 0.6 1.1
1880
+5.33 +7.44 0.0 1.9 0.5 -0.1 0.7 0.9 -0.8 0.9 -0.7 -1.3 2.4 0.9
1879
+3.34 -12.85 -0.7 0.4 -0.4 0.8 2.3 -0.6 -0.7 -0.2 0.8 0.1 1.0 0.7
1878
+6.40 +23.70 0.7 0.7 0.0 -0.1 2.5 -0.4 -0.2 0.8 0.7 -0.1 0.9 0.9
1877
+3.90 +17.45 -1.5 0.4 0.1 1.6 2.3 -0.5 0.9 -0.1 -1.6 0.5 1.3 0.4
1876
+6.37 +8.24 -0.5 2.1 0.8 0.8 1.1 2.0 -0.9 -0.9 -0.7 0.3 1.4 0.9
1875
+4.78 +10.25 -1.1 1.1 0.5 1.7 1.7 1.5 -3.6 0.3 0.2 0.7 0.9 1.0
1874
+13.66 +20.29 -0.3 3.0 1.6 1.6 1.0 1.3 -2.4 1.1 0.6 1.0 2.2 2.4
1873
+8.61 +15.40 -0.9 0.9 1.6 1.5 2.1 1.8 -1.8 0.5 -1.6 -1.6 0.5 5.5
1872
+5.34 +2.98 -2.6 -0.1 0.8 2.4 2.4 1.5 -1.9 0.3 -1.0 1.6 0.8 1.1
1871
+3.70 +2.15 -0.5 1.8 0.6 1.1 1.1 0.7 -1.8 0.3 0.9 -0.8 0.1 0.3

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

Portfolio efficiency

Compared to the Short Term Treasury Portfolio, no other portfolio in our database granted a higher return over 30 Years and a less severe drawdown at the same time.

Here's a list containing the Best Classic Portfolios, with the highest returns over 30 Years and Low Risk categorization.

Swipe left to see all data
30 Years Stats (%)
% Allocation
Portfolio Return Dev.Std Drawdown Stocks Bonds Comm
High Yield Bonds Income
+6.71 8.58 -23.97 0 100 0
Stocks/Bonds 20/80 Momentum
+6.25 4.70 -17.91 20 80 0
All Country World 20/80
+5.89 5.41 -17.97 20 80 0
Stocks/Bonds 20/80
+5.67 4.61 -16.57 20 80 0
Dimensional Retirement Income Fund
DFA
+5.62 4.73 -12.91 20.4 79.6 0
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