Data Source: from June 1991 to October 2021

Last Update: 31 October 2021

The US Inflation Protection 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 2.88% compound annual return, with a 4.29% standard deviation.

In the last 25 years, a 5.77% compound annual return, with a 5.63% standard deviation.

In 2020, the portfolio granted a 1.29% dividend yield. If you are interested in getting periodic income, please refer to the US Inflation Protection Portfolio: Dividend Yield page.

Asset Allocation and ETFs

The US Inflation Protection Portfolio has the following asset allocation:

0% Stocks
100% Fixed Income
0% Commodities

The US Inflation Protection Portfolio can be replicated with the following ETFs:

Weight Ticker ETF Name Investment Themes
100.00 % TIP iShares TIPS Bond Bond, U.S., All-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 US Inflation Protection Portfolio guaranteed the following returns.

US INFLATION PROTECTION PORTFOLIO RETURNS (%)
Last Update: 31 October 2021
Swipe left to see all data
1M 3M 6M 1Y 3Y(*) 5Y(*) 10Y(*) 20Y(*) 25Y(*)
US Inflation Protection Portfolio +1.11 +0.15 +4.64 +6.76 +8.17 +4.47 +2.88 +4.93 +5.77
Components
TIP
iShares TIPS Bond
+1.11 +0.15 +4.64 +6.76 +8.17 +4.47 +2.88 +4.93 +5.77
(*) 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 US Inflation Protection Portfolio: Dividend Yield page.

Historical Returns

US Inflation Protection Portfolio - Historical returns and stats.

US INFLATION PROTECTION PORTFOLIO
Last Update: 31 October 2021
Swipe left to see all data
Period Returns
Oct 2021
Standard
Deviation *
Max
Drawdown
Months
Pos - Neg
1M
+1.11%
0.00%
1 - 0
3M
+0.15%
-0.94%
Aug 2021 - Sep 2021
1 - 2
6M
+4.64%
-0.94%
Aug 2021 - Sep 2021
4 - 2
YTD
+4.34%
-1.95%
Feb 2021 - Mar 2021
6 - 4
1Y
+6.76%
3.83%
-1.95%
Feb 2021 - Mar 2021
8 - 4
3Y
+8.17%
annualized
3.90%
-1.95%
Feb 2021 - Mar 2021
26 - 10
5Y
+4.47%
annualized
3.72%
-2.48%
Sep 2018 - Oct 2018
39 - 21
10Y
+2.88%
annualized
4.29%
-9.25%
Dec 2012 - Dec 2013
73 - 47
20Y
+4.93%
annualized
5.79%
-11.79%
Sep 2008 - Oct 2008
157 - 83
25Y
+5.77%
annualized
5.63%
-11.79%
Sep 2008 - Oct 2008
199 - 101
MAX
01 Jun 1991
+6.52%
annualized
5.95%
-11.79%
Sep 2008 - Oct 2008
244 - 121
* Annualized St.Dev. of monthly returns

Best Classic Portfolios, with Low Risk, ordered by 25 Years annualized return.

25 Years Stats
% Allocation
Portfolio Return Drawdown Stocks Bonds Comm.
High Yield Bonds Income
+7.09% -23.98% 0 100 0 Compare
All Country World 20/80
+6.22% -14.04% 20 80 0 Compare
Stocks/Bonds 20/80
+6.12% -8.42% 20 80 0 Compare
US Inflation Protection
+5.77% -11.79% 0 100 0
Dimensional Retirement Income Fund
DFA
+5.75% -12.91% 20.4 79.6 0 Compare

See all portfolios

Capital Growth

Time Range:

Drawdowns

Time Range:

Rolling Returns ( more details)

US Inflation Protection Portfolio: annualized rolling and average returns

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Return (*) Negative
Periods
Rolling Period Average Best Worst
1 Year
+6.58% +23.02%
Jan 1995 - Dec 1995
-9.37%
Nov 1993 - Oct 1994
16.10%
2 Years
+6.28% +18.28%
Sep 1991 - Aug 1993
-2.63%
Jan 2013 - Dec 2014
6.14%
3 Years
+6.07% +14.69%
Jun 2000 - May 2003
-2.34%
Jan 2013 - Dec 2015
3.64%
5 Years
+6.04% +11.54%
Jan 2000 - Dec 2004
-0.28%
Dec 2012 - Nov 2017
2.29%
7 Years
+6.07% +10.58%
Apr 1997 - Mar 2004
+0.61%
Feb 2012 - Jan 2019
0.00%
10 Years
+6.26% +9.83%
Nov 1994 - Oct 2004
+2.71%
Mar 2008 - Feb 2018
0.00%
15 Years
+6.20% +8.65%
Jul 1991 - Jun 2006
+3.53%
Mar 2004 - Feb 2019
0.00%
20 Years
+6.26% +8.32%
Aug 1991 - Jul 2011
+4.89%
Dec 1998 - Nov 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 US Inflation Protection Portfolio: Rolling Returns page.

Seasonality and Yearly/Monthly Returns

US Inflation Protection Portfolio Seasonality: in which months is it better to invest?

In the table below, the average monthly return is represented.

Below each return, it's also mentioned the probability of obtaining a positive monthly result (Win %).

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

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 %
0.96
83%
0.23
60%
0.05
53%
0.46
67%
0.71
70%
0.51
65%
0.90
74%
0.96
71%
0.47
61%
0.17
65%
0.46
73%
0.62
60%
Best
Year
3.6
2008
3.7
2003
5.9
2009
3.0
2020
5.1
1995
3.6
1993
4.7
1997
3.6
2002
3.2
2003
3.6
1996
4.1
2007
6.5
2008
Worst
Year
-3.4
1992
-3.5
1994
-4.2
1994
-4.8
2004
-4.2
2013
-3.8
2013
-4.5
2003
-1.8
2013
-4.0
2008
-8.1
2008
-2.3
2001
-2.3
2006
Statistics calculated for the period Jun 1991 - Oct 2021

For further information about the seasonality, check the Asset Class Seasonality page.

Monthly Returns of US Inflation Protection Portfolio

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Months
Year Return Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2021
+4.34% 0.3 -1.7 -0.3 1.4 1.0 0.7 2.7 -0.2 -0.8 1.1
2020
+10.84% 2.1 0.9 -1.8 3.0 0.7 1.0 2.3 0.9 -0.4 -0.7 1.2 1.1
2019
+8.35% 1.4 -0.2 2.0 0.2 1.8 0.8 0.3 2.3 -1.1 0.0 0.3 0.4
2018
-1.42% -0.9 -1.0 1.0 -0.1 0.3 0.7 -0.5 0.7 -1.0 -1.5 0.5 0.5
2017
+2.92% 0.9 0.4 0.0 0.5 0.0 -0.9 0.5 1.0 -0.7 0.2 0.1 0.9
2016
+4.68% 1.6 1.2 1.7 0.2 -0.6 2.3 0.6 -0.3 0.8 -0.5 -2.1 0.0
2015
-1.75% 3.2 -1.3 -0.5 0.7 -1.0 -1.0 0.5 -1.0 -0.5 0.3 -0.1 -1.0
2014
+3.59% 2.1 0.4 -0.5 1.3 2.0 0.4 -0.1 0.6 -2.6 0.9 0.2 -1.1
2013
-8.49% -0.5 0.2 0.2 0.8 -4.2 -3.8 0.9 -1.8 1.8 0.3 -1.1 -1.5
2012
+6.39% 2.3 -0.6 -0.9 1.8 2.0 -0.7 1.8 -0.3 0.5 0.6 0.6 -0.8
2011
+13.28% 0.0 0.7 1.2 2.4 0.3 0.8 3.9 0.6 0.0 2.1 0.5 0.2
2010
+6.14% 1.5 -1.3 0.0 2.5 0.2 1.3 -0.2 1.9 0.8 2.5 -1.7 -1.4
2009
+8.94% 0.0 -2.2 5.9 -1.8 2.0 0.2 0.1 0.8 2.0 1.1 2.8 -2.1
2008
+0.04% 3.6 1.4 -0.1 -1.4 0.1 1.8 -0.6 0.8 -4.0 -8.1 0.9 6.5
2007
+11.92% 0.2 2.0 0.3 0.7 -1.3 -0.2 2.3 0.8 1.3 1.2 4.1 0.1
2006
+0.28% 0.0 0.0 -2.1 -0.2 0.3 0.4 1.5 1.7 0.1 -0.1 1.1 -2.3
2005
+2.49% 0.0 -0.5 0.2 1.8 0.8 0.5 -2.5 2.5 -0.2 -1.3 0.2 1.0
2004
+8.28% 1.2 2.2 1.7 -4.8 2.0 -0.1 0.8 2.7 0.1 1.1 -0.3 1.8
2003
+8.00% 0.6 3.7 -1.6 -0.3 4.7 -0.9 -4.5 1.7 3.2 0.5 0.1 0.9
2002
+16.61% 0.6 1.6 -0.6 2.8 1.5 1.3 1.7 3.6 2.5 -2.8 0.0 3.5
2001
+7.61% 1.9 1.7 0.9 0.6 1.1 -0.1 1.6 0.3 0.5 2.3 -2.3 -1.1
2000
+17.65% 0.5 2.4 2.7 -0.5 -0.4 2.3 1.0 2.0 -0.1 1.4 2.7 2.2
1999
-4.47% 0.9 -2.9 0.0 0.5 -1.2 -0.9 -0.5 -0.3 1.2 0.4 -0.5 -1.1
1998
+9.27% 1.5 -0.4 0.2 0.6 1.2 1.2 0.1 2.3 2.4 -0.8 0.7 -0.2
1997
+12.71% -0.3 0.0 -2.2 2.5 1.1 1.6 4.7 -1.7 2.2 2.0 1.1 1.2
1996
+1.33% 0.1 -3.5 -1.4 -1.3 -0.5 1.8 0.2 -1.2 2.8 3.6 2.8 -1.9
1995
+23.02% 2.6 2.2 0.8 1.2 5.1 0.8 -0.4 2.0 1.5 1.5 1.8 2.0
1994
-6.25% 2.6 -3.5 -4.2 -1.6 -0.6 -0.5 3.0 -0.1 -2.9 -0.5 0.4 1.9
1993
+15.75% 2.3 3.3 0.1 0.8 0.2 3.6 1.5 3.6 0.3 0.2 -1.5 0.4
1992
+8.74% -3.4 1.4 -1.3 -0.5 3.0 1.7 3.8 0.9 2.1 -2.4 0.4 2.9

* Note:
Portofolio Returns, up to December 2003, 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:

  • TIP - iShares TIPS Bond: simulated historical serie, up to December 2003
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