Data Source: from January 1977 to June 2022
Consolidated Returns as of 30 June 2022
Live Update: Jul 05 2022, 12:59PM Eastern Time
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.02%
1 Day
Jul 05 2022, 12:59PM Eastern Time
0.33%
Current Month
July 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 3.26% compound annual return, with a 1.82% 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

The Short Term Treasury Portfolio guaranteed the following returns.

According to the available data source, let's assume we built the portfolio on January 1977.

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 30 June 2022
Live Update: Jul 05 2022, 12:59PM Eastern Time
Swipe left to see all data
  Chg (%) Return (%)
Return (%) as of Jun 30, 2022
  1 Day Time ET(*) Jul 2022 1M 6M 1Y 5Y(*) 10Y(*) 30Y(*)
Short Term Treasury Portfolio 0.02 0.33 -0.59 -2.99 -3.55 0.78 0.65 3.26
US Inflation Adjusted return -0.59 -6.77 -10.34 -2.73 -1.77 0.77
Components
SHY
iShares 1-3 Year Treasury Bond
0.02 12:59PM
Jul 05 2022
0.33 -0.59 -2.99 -3.55 0.78 0.65 3.26
(*) Returns over 1 year are annualized
(*) Eastern Time (ET - America/New York)

US Inflation is updated to May 2022. Waiting for updates, inflation of Jun 2022 is set to 0%. Current inflation (annualized) is 1Y: 7.57% , 5Y: 3.61% , 10Y: 2.46% , 30Y: 2.47%

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.

Historical Returns as of Jun 30, 2022

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

SHORT TERM TREASURY PORTFOLIO
Consolidated returns as of 30 June 2022
Data Source: from January 1977 to June 2022
Swipe left to see all data
Period Return (%)
as of Jun 2022
Return (%)
Infl.Adj.
Standard
Deviation (%)
Max
Drawdown (%)
Months
Pos - Neg
1M
Jun 2022
-0.59
-0.59
-0.59
Jun 2022 - Jun 2022
0 - 1
3M
-0.50
-1.78
-0.59
Jun 2022 - Jun 2022
1 - 2
6M
-2.99
-6.77
-2.99
Jan 2022 - Jun 2022
1 - 5
YTD
-2.99
-6.77
-2.99
Jan 2022 - Jun 2022
1 - 5
1Y
-3.55
-10.34
1.65
-3.71
Aug 2021 - Jun 2022
2 - 10
17% pos
3Y(*)
0.08
-4.24
1.56
-3.71
Jun 2021 - Jun 2022
16 - 20
44% pos
5Y(*)
0.78
-2.73
1.39
-3.71
Jun 2021 - Jun 2022
31 - 29
52% pos
10Y(*)
0.65
-1.77
1.10
-3.71
Jun 2021 - Jun 2022
70 - 50
58% pos
15Y(*)
1.47
-0.81
1.37
-3.71
Jun 2021 - Jun 2022
113 - 67
63% pos
20Y(*)
1.85
-0.59
1.45
-3.71
Jun 2021 - Jun 2022
156 - 84
65% pos
25Y(*)
2.78
0.34
1.67
-3.71
Jun 2021 - Jun 2022
207 - 93
69% pos
30Y(*)
3.26
0.77
1.82
-3.71
Jun 2021 - Jun 2022
253 - 107
70% pos
MAX(*)
01 Jan 1977
5.41
1.75
3.03
-4.26
Jul 1980 - Nov 1980
403 - 143
74% pos
(*) Returns over 1 year are annualized

Capital Growth as of Jun 30, 2022

An investment of 1000$, since July 1992, now would be worth 2615.81$, with a total return of 161.58% (3.26% annualized).

The Inflation Adjusted Capital now would be 1257.32$, with a net total return of 25.73% (0.77% annualized).
An investment of 1000$, since January 1977, now would be worth 10990.18$, with a total return of 999.02% (5.41% annualized).

The Inflation Adjusted Capital now would be 2202.00$, with a net total return of 120.20% (1.75% annualized).

Drawdowns

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-3.71% Jun 2021 Jun 2022 13 in progress 13
-2.23% Feb 1994 Apr 1994 3 Jan 1995 9 12
-1.21% Oct 1992 Nov 1992 2 Jan 1993 2 4
-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
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-4.26% Jul 1980 Nov 1980 5 Mar 1981 4 9
-4.03% Feb 1980 Feb 1980 1 Apr 1980 2 3
-3.71% Jun 2021 Jun 2022 13 in progress 13
-2.55% Oct 1979 Oct 1979 1 Dec 1979 2 3
-2.23% Feb 1994 Apr 1994 3 Jan 1995 9 12
-1.70% Apr 1981 Apr 1981 1 May 1981 1 2
-1.21% Oct 1992 Nov 1992 2 Jan 1993 2 4
-1.18% Apr 2008 May 2008 2 Sep 2008 4 6
-1.13% Dec 1981 Dec 1981 1 Mar 1982 3 4
-1.11% Feb 1996 Apr 1996 3 Jul 1996 3 6
-1.11% Jan 1977 Jan 1977 1 Mar 1977 2 3
-1.09% Nov 2001 Dec 2001 2 Feb 2002 2 4
-1.09% Apr 2004 Jun 2004 3 Oct 2004 4 7
-0.99% Apr 1987 Apr 1987 1 Jun 1987 2 3
-0.98% Aug 1989 Aug 1989 1 Oct 1989 2 3
-0.91% May 1984 May 1984 1 Jul 1984 2 3
-0.90% Sep 2017 Feb 2018 6 Nov 2018 9 15
-0.88% Feb 1999 Feb 1999 1 Apr 1999 2 3
-0.88% Jul 1981 Aug 1981 2 Sep 1981 1 3
-0.84% Dec 2009 Dec 2009 1 Feb 2010 2 3

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
5.67 25.82
Oct 1981 - Sep 1982
-3.65
May 2021 - Apr 2022
4.86%
2 Years
5.75 19.29
May 1981 - Apr 1983
-1.84
May 2020 - Apr 2022
1.91%
3 Years
5.80 17.24
Mar 1980 - Feb 1983
0.08
Jul 2019 - Jun 2022
0.00%
5 Years
5.84 15.57
Sep 1981 - Aug 1986
0.32
May 2013 - Apr 2018
0.00%
7 Years
5.80 13.80
Mar 1980 - Feb 1987
0.39
Oct 2011 - Sep 2018
0.00%
10 Years
5.73 11.72
Mar 1980 - Feb 1990
0.64
May 2012 - Apr 2022
0.00%
15 Years
5.71 10.33
Nov 1978 - Oct 1993
1.47
Jul 2007 - Jun 2022
0.00%
20 Years
5.68 9.22
Nov 1978 - Oct 1998
1.85
Jul 2002 - Jun 2022
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: in which months is it better to invest?

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
Win %
0.44
80%
0.17
65%
0.34
72%
0.48
80%
0.49
74%
0.50
78%
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
-1.4
2022
-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 - Jun 2022

Monthly/Yearly Returns

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

MONTHLY RETURNS HISTOGRAM
403 Positive Months (74%) - 143 Negative Months (26%)
Jan 1977 - Jun 2022
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
-2.99 -6.77 -0.7 -0.4 -1.4 -0.5 0.6 -0.6
2021
-0.72 -7.29 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 +1.73 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 -0.44 -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 -1.83 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

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

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

Overall Ratings

The Short Term Treasury 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)
+2.78%
(+0.34%)
Poor : 1 / 5
Poor : 1 / 5
Standard Deviation
over 25 Years
1.67%
Excellent : 5 / 5
Excellent : 5 / 5
Maximum Drawdown
over 25 Years
-3.71%
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

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+0.65 +6.91 -23.97 0 100 0
All Country World 20/80
+0.34 +6.10 -14.04 20 80 0
Stocks/Bonds 20/80
+0.80 +5.93 -12.54 20 80 0
US Inflation Protection
+1.52 +5.80 -11.79 0 100 0
Dimensional Retirement Income Fund
DFA
+0.89 +5.79 -12.91 20.4 79.6 0

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Jul 2022 return refers to period 01-05 July 2022.
Last update: Jul 05 2022, 01:00PM Eastern Time.
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