Last Update: 31 December 2020
The Total Bond US 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 3.73% compound annual return, with a 3.20% standard deviation.
In 2020, the portfolio granted a 2.53% dividend yield. If you are interested in getting periodic income, please refer to the Total Bond US Portfolio: Dividend Yield page.
Asset Allocation and ETFs
The Total Bond US Portfolio has the following asset allocation:
The Total Bond US Portfolio can be replicated with the following ETFs:
Weight | Ticker | ETF Name | Investment Themes | |
---|---|---|---|---|
100.00 % | BND | Vanguard Total Bond Market | Bond, U.S., All-Term |
Portfolio and ETF Returns
The Total Bond US Portfolio guaranteed the following returns.
1M | 3M | 6M | 1Y | 3Y(*) | 5Y(*) | 10Y(*) | |
---|---|---|---|---|---|---|---|
Total Bond US Portfolio | +0.15 | +0.80 | +1.21 | +7.71 | +5.40 | +4.45 | +3.73 |
Components | |||||||
BND - Vanguard Total Bond Market | +0.15 | +0.80 | +1.21 | +7.71 | +5.40 | +4.45 | +3.73 |
- 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 Total Bond US Portfolio: Dividend Yield page.
Historical Returns
Total Bond US Portfolio - Historical returns and stats.
Period | Returns Dec 2020 |
Standard Deviation * |
Max Drawdown |
Months Pos - Neg |
---|---|---|---|---|
1M
|
+0.15%
|
0.00%
|
1 - 0 | |
3M
|
+0.80%
|
-0.56%
Oct 2020 - Oct 2020
|
2 - 1 | |
6M
|
+1.21%
|
-1.59%
Aug 2020 - Oct 2020
|
3 - 3 | |
YTD
|
+7.71%
|
4.16%
|
-1.59%
Aug 2020 - Oct 2020
|
8 - 4 |
1Y
|
+7.71%
|
4.16%
|
-1.59%
Aug 2020 - Oct 2020
|
8 - 4 |
3Y
|
+5.40%
annualized
|
3.77%
|
-2.58%
Jan 2018 - Oct 2018
|
20 - 16 |
5Y
|
+4.45%
annualized
|
3.46%
|
-3.68%
Aug 2016 - Nov 2016
|
36 - 24 |
10Y
|
+3.73%
annualized
|
3.20%
|
-4.01%
May 2013 - Aug 2013
|
74 - 46 |
MAX
01 Jan 1987
|
+5.90%
annualized
|
3.90%
|
-5.86%
Mar 1987 - Sep 1987
|
278 - 130 |
* Annualized St.Dev. of monthly returns
Best Low Risk Porftolios, ordered by 10Y annualized return.
Portfolio | 10Y Return ▾ | Stocks | Bonds | Comm. | ||
---|---|---|---|---|---|---|
High Yield Bonds Income |
+6.17% | 0 | 100 | 0 | Compare | |
World Developed 20/80 |
+5.93% | 20 | 80 | 0 | Compare | |
Stocks/Bonds 20/80 |
+5.84% | 20 | 80 | 0 | Compare | |
Total Bond World Developed |
+4.90% | 0 | 100 | 0 | Compare | |
Edge Select Conservative Merrill Lynch |
+4.78% | 21 | 79 | 0 | Compare |
Capital Growth
Drawdowns
Rolling Returns (more details)
Total Bond US Portfolio: annualized rolling and average returns
Return (*) | Negative Periods |
|||
---|---|---|---|---|
Rolling Period | Average | Best | Worst | |
1 Year |
+6.12% |
+18.18% Jan 1995 - Dec 1995 |
-3.73% Nov 1993 - Oct 1994 |
9.57% |
2 Years |
+6.04% |
+13.88% Oct 1990 - Sep 1992 |
-0.88% Aug 2016 - Jul 2018 |
1.30% |
3 Years |
+5.96% |
+12.82% May 1990 - Apr 1993 |
+0.94% May 2015 - Apr 2018 |
0.00% |
5 Years |
+5.92% |
+11.58% Oct 1987 - Sep 1992 |
+1.35% May 2013 - Apr 2018 |
0.00% |
7 Years |
+5.85% |
+9.80% Jan 1989 - Dec 1995 |
+1.69% Nov 2011 - Oct 2018 |
0.00% |
10 Years |
+5.89% |
+9.20% Oct 1987 - Sep 1997 |
+3.08% Jan 2009 - Dec 2018 |
0.00% |
15 Years |
+5.85% |
+8.59% Oct 1987 - Sep 2002 |
+3.57% Jun 2003 - May 2018 |
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 Total Bond US Portfolio: Rolling Returns page.
Seasonality and Yearly/Monthly Returns
Total Bond US Portfolio Seasonality
Months | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
Average | 0.7 | 0.3 | 0.0 | 0.3 | 0.6 | 0.6 | 0.7 | 0.7 | 0.5 | 0.4 | 0.4 | 0.7 |
Best |
3.1 1988 |
2.2 1995 |
1.9 2019 |
2.8 2020 |
4.0 1995 |
2.9 1989 |
2.8 1997 |
2.8 2019 |
2.7 2003 |
3.5 1987 |
3.9 2008 |
5.1 2008 |
Worst |
-2.1 2009 |
-1.8 1994 |
-2.3 1994 |
-3.2 1987 |
-1.9 2013 |
-1.7 2013 |
-3.3 2003 |
-1.6 1989 |
-2.3 1987 |
-3.0 2008 |
-2.6 2016 |
-1.5 2009 |
Gain Frequency |
76 | 71 | 53 | 62 | 65 | 74 | 76 | 71 | 74 | 65 | 62 | 71 |
Detail of Monthly Returns
Months | |||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Year | Return | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
2020 |
+7.71% | 2.0 | 1.7 | -1.4 | 2.8 | 0.7 | 0.7 | 1.5 | -0.9 | -0.1 | -0.6 | 1.2 | 0.2 |
2019 |
+8.83% | 1.1 | -0.1 | 1.9 | 0.0 | 1.8 | 1.3 | 0.2 | 2.8 | -0.6 | 0.3 | 0.0 | -0.1 |
2018 |
-0.12% | -1.2 | -1.0 | 0.7 | -0.9 | 0.7 | 0.0 | 0.0 | 0.7 | -0.6 | -0.9 | 0.6 | 1.9 |
2017 |
+3.57% | 0.2 | 0.6 | 0.0 | 0.8 | 0.7 | 0.1 | 0.4 | 0.9 | -0.5 | 0.0 | -0.1 | 0.5 |
2016 |
+2.52% | 1.2 | 0.9 | 0.9 | 0.4 | 0.0 | 2.0 | 0.6 | -0.3 | 0.1 | -0.9 | -2.6 | 0.3 |
2015 |
+0.56% | 2.4 | -1.3 | 0.6 | -0.3 | -0.5 | -1.1 | 0.9 | -0.3 | 0.8 | 0.0 | -0.4 | -0.2 |
2014 |
+5.82% | 1.6 | 0.5 | -0.2 | 0.8 | 1.1 | 0.1 | -0.3 | 1.1 | -0.6 | 0.7 | 0.8 | 0.1 |
2013 |
-2.10% | -0.7 | 0.5 | 0.1 | 1.0 | -1.9 | -1.7 | 0.4 | -0.9 | 1.1 | 0.9 | -0.3 | -0.6 |
2012 |
+3.16% | 0.6 | 0.0 | -0.5 | 1.1 | 0.9 | 0.1 | 1.2 | 0.2 | 0.2 | -0.1 | 0.3 | -0.9 |
2011 |
+7.92% | 0.1 | 0.3 | -0.2 | 1.5 | 1.2 | -0.4 | 1.6 | 1.7 | 0.7 | 0.1 | -0.1 | 1.2 |
2010 |
+6.20% | 1.3 | 0.3 | -0.2 | 1.1 | 1.1 | 1.5 | 0.9 | 1.6 | 0.0 | 0.3 | -0.7 | -1.0 |
2009 |
+3.64% | -2.1 | -0.6 | 1.1 | 0.5 | 0.7 | 0.6 | 1.3 | 1.0 | 1.0 | 0.3 | 1.3 | -1.5 |
2008 |
+6.86% | 1.3 | 0.1 | 0.4 | -0.3 | -1.0 | 0.0 | 0.0 | 0.8 | -0.5 | -3.0 | 3.9 | 5.1 |
2007 |
+6.92% | -0.1 | 1.5 | 0.0 | 0.5 | -0.8 | -0.4 | 0.8 | 1.3 | 0.7 | 0.9 | 1.9 | 0.2 |
2006 |
+4.27% | -0.1 | 0.4 | -1.0 | -0.2 | -0.1 | 0.1 | 1.4 | 1.6 | 0.8 | 0.7 | 1.1 | -0.5 |
2005 |
+2.40% | 0.7 | -0.6 | -0.5 | 1.4 | 1.1 | 0.6 | -1.0 | 1.4 | -1.1 | -0.8 | 0.5 | 1.0 |
2004 |
+4.24% | 0.9 | 1.0 | 0.8 | -2.6 | -0.4 | 0.6 | 1.0 | 1.9 | 0.2 | 0.9 | -0.8 | 0.9 |
2003 |
+3.97% | 0.1 | 1.4 | -0.1 | 0.9 | 1.8 | -0.1 | -3.3 | 0.6 | 2.7 | -1.0 | 0.3 | 0.9 |
2002 |
+8.26% | 0.7 | 0.9 | -1.5 | 1.7 | 0.8 | 0.3 | 0.5 | 1.7 | 1.5 | -0.6 | 0.0 | 2.1 |
2001 |
+8.43% | 1.8 | 0.9 | 0.5 | -0.5 | 0.7 | 0.5 | 2.2 | 1.1 | 0.9 | 1.9 | -1.3 | -0.6 |
2000 |
+11.39% | -0.2 | 1.2 | 1.4 | -0.5 | -0.2 | 2.2 | 0.9 | 1.4 | 0.8 | 0.6 | 1.6 | 1.8 |
1999 |
-0.76% | 0.8 | -1.8 | 0.6 | 0.4 | -0.8 | -0.6 | -0.4 | -0.1 | 1.3 | 0.3 | 0.0 | -0.5 |
1998 |
+8.58% | 1.3 | -0.1 | 0.3 | 0.5 | 1.0 | 0.8 | 0.2 | 1.9 | 2.0 | -0.6 | 0.5 | 0.4 |
1997 |
+9.44% | 0.3 | 0.1 | -1.0 | 1.5 | 0.9 | 1.2 | 2.8 | -0.9 | 1.5 | 1.5 | 0.3 | 1.0 |
1996 |
+3.58% | 0.6 | -1.8 | -0.8 | -0.5 | -0.2 | 1.3 | 0.3 | -0.2 | 1.7 | 2.2 | 1.8 | -0.9 |
1995 |
+18.18% | 1.9 | 2.2 | 0.7 | 1.3 | 4.0 | 0.7 | -0.3 | 1.2 | 1.0 | 1.5 | 1.4 | 1.4 |
1994 |
-2.66% | 1.4 | -1.8 | -2.3 | -0.8 | 0.0 | -0.2 | 1.8 | 0.1 | -1.4 | -0.1 | -0.2 | 0.8 |
1993 |
+9.68% | 1.8 | 2.0 | 0.4 | 0.7 | 0.1 | 1.8 | 0.6 | 1.7 | 0.4 | 0.3 | -1.0 | 0.5 |
1992 |
+7.14% | -1.4 | 0.6 | -0.5 | 0.7 | 1.8 | 1.3 | 1.9 | 1.0 | 1.3 | -1.2 | 0.0 | 1.5 |
1991 |
+15.25% | 1.1 | 0.8 | 0.7 | 1.0 | 0.7 | -0.1 | 1.3 | 2.1 | 2.0 | 1.0 | 0.7 | 3.0 |
1990 |
+8.65% | -1.9 | 0.8 | 0.1 | -0.9 | 2.9 | 1.6 | 1.3 | -1.2 | 0.7 | 1.5 | 2.2 | 1.5 |
1989 |
+13.64% | 0.9 | -0.6 | 0.3 | 2.0 | 2.5 | 2.9 | 2.2 | -1.6 | 0.5 | 2.5 | 0.8 | 0.7 |
1988 |
+7.35% | 3.1 | 1.2 | -1.2 | -0.6 | -1.0 | 2.7 | -0.5 | 0.2 | 2.2 | 1.5 | -0.9 | 0.5 |
1987 |
+1.54% | 1.3 | 0.5 | -0.6 | -3.2 | -0.4 | 1.4 | -0.1 | -0.8 | -2.3 | 3.5 | 0.7 | 1.6 |
* Note: Portofolio Returns, up to December 2007, 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:
BND - Vanguard Total Bond Market: simulated historical serie, up to December 2007