Short Term Treasury Portfolio: ETF allocation and returns

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 1.06% compound annual return, with a 0.90% standard deviation (Last Update: October 2019).

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

Returns, capital growth, stats are calculated assuming a rebalancing of the portfolio at the beginning of each year (i.e. at every January 1st).

Historical Returns

Short Term Treasury Portfolio - Historical returns and stats:

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Range	Returns Oct 2019	Standard Deviation *	Max Drawdown	Months Pos - Neg
1M	+0.31%		0.00%	1 - 0
YTD	+3.27%		-0.13% Sep 2019 - Sep 2019	8 - 2
1Y	+4.45%	1.04%	-0.13% Sep 2019 - Sep 2019	10 - 2
3Y	+1.52% annualized	1.01%	-0.91% Sep 2017 - Feb 2018	23 - 13
5Y	+1.21% annualized	0.98%	-0.91% Sep 2017 - Feb 2018	37 - 23
10Y	+1.06% annualized	0.90%	-0.91% Sep 2017 - Feb 2018	78 - 42
MAX Dec 1976	+5.77% annualized	3.07%	-4.26% Jul 1980 - Nov 1980	392 - 122

* Annualized St.Dev. of monthly returns

Best Low Risk Porftolios, ordered by 10Y annualized return.

Portfolio	10Y Return ▾	#ETF	Stocks	Bonds
Edge Select Conservative Merrill Lynch	+4.91%	12	21	79
10-year Treasury	+4.32%	1	0	100
Dimensional Retirement Income Fund DFA	+4.31%	7	20.4	79.6
Conservative Income Charles Schwab	+3.57%	6	5	95
Robo Advisor 0 Betterment	+1.24%	2	0	100

See all portfolios

Capital Growth

Time Range:

Drawdowns

Time Range:

Worst drawdowns since October 2009.

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	Drawdown period			Recovery period		Total
Drawdown	Start	Bottom	#Months	End	#Months	#Months
-0.91%	Sep 2017	Feb 2018	6	Nov 2018	9	15
-0.84%	Dec 2009	Dec 2009	1	Feb 2010	2	3
-0.67%	Jul 2016	Nov 2016	5	Aug 2017	9	14
-0.55%	Oct 2015	Dec 2015	3	Jan 2016	1	4
-0.48%	Nov 2010	Mar 2011	5	Apr 2011	1	6
-0.29%	Feb 2015	Feb 2015	1	May 2015	3	4
-0.29%	Dec 2014	Dec 2014	1	Jan 2015	1	2
-0.27%	Mar 2010	Mar 2010	1	Apr 2010	1	2
-0.23%	May 2013	Jun 2013	2	Sep 2013	3	5
-0.22%	Feb 2012	Mar 2012	2	May 2012	2	4
-0.18%	Dec 2013	Dec 2013	1	Jan 2014	1	2
-0.16%	Jun 2014	Jul 2014	2	Aug 2014	1	3
-0.13%	Sep 2019	Sep 2019	1	Oct 2019	1	2
-0.12%	May 2016	May 2016	1	Jun 2016	1	2
-0.11%	Mar 2014	Mar 2014	1	May 2014	2	3
-0.10%	Sep 2011	Sep 2011	1	Dec 2011	3	4
-0.10%	Jun 2012	Jun 2012	1	Jul 2012	1	2
-0.07%	Oct 2012	Oct 2012	1	Jan 2013	3	4
-0.07%	Sep 2014	Sep 2014	1	Oct 2014	1	2
-0.06%	Jul 2019	Jul 2019	1	Aug 2019	1	2

Worst drawdowns since December 1976.

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	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
-2.55%	Oct 1979	Oct 1979	1	Dec 1979	2	3
-2.22%	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
-1.19%	Apr 2008	May 2008	2	Sep 2008	4	6
-1.13%	Dec 1981	Dec 1981	1	Mar 1982	3	4
-1.12%	Feb 1996	Apr 1996	3	Jul 1996	3	6
-1.11%	Jan 1977	Jan 1977	1	Mar 1977	2	3
-1.10%	Nov 2001	Dec 2001	2	Feb 2002	2	4
-1.08%	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
-0.91%	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
-0.82%	Mar 2002	Mar 2002	1	Apr 2002	1	2

Rolling Returns

Short Term Treasury Portfolio: annualized rolling and average returns

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	*Return ()**			Negative Periods
Rolling Period	Average	Best	Worst	Negative Periods
1 Year	+5.95%	+25.82% Oct 1981 - Sep 1982	-0.51% May 2017 - Apr 2018	2.78%
2 Years	+5.99%	+19.29% May 1981 - Apr 1983	-0.17% Aug 2016 - Jul 2018	1.02%
3 Years	+6.05%	+17.24% Mar 1980 - Feb 1983	+0.17% May 2015 - Apr 2018	0.00%
5 Years	+6.15%	+15.57% Sep 1981 - Aug 1986	+0.32% May 2013 - Apr 2018	0.00%
7 Years	+6.14%	+13.80% Mar 1980 - Feb 1987	+0.39% Oct 2011 - Sep 2018	0.00%
10 Years	+6.11%	+11.72% Mar 1980 - Feb 1990	+0.78% Dec 2008 - Nov 2018	0.00%
15 Years	+6.07%	+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

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		Months
Year	Return	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
2019	+3.27%	0.3	0.1	0.6	0.2	0.7	0.5	-0.1	0.8	-0.1	0.3
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