10-year Treasury vs All Country World Bonds Portfolio Comparison

Last Update: 31 March 2024

The 10-year Treasury Portfolio obtained a 4.85% compound annual return, with a 6.78% standard deviation, in the last 30 Years.

The All Country World Bonds Portfolio obtained a 5.30% compound annual return, with a 4.59% standard deviation, in the last 30 Years.

Summary

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10-year Treasury Portfolio All Country World Bonds Portfolio
Portfolio Risk Low Low
Asset Allocation Stocks 0% 0%
Fixed Income 100% 100%
Commodities 0% 0%
30 Years Stats Return +4.85% +5.30%
Std Dev 6.78% 4.59%
Max Drawdown -23.18% -17.60%
All time Stats
(Since Jan 1985)		 Return +6.48% +6.66%
Std Dev 7.23% 4.90%
Max Drawdown -23.18% -17.60%
Last Update: 31 March 2024

Historical Returns as of Mar 31, 2024

Comparison period starts from January 1985

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1M 6M 1Y 5Y 10Y 30Y MAX
10-year Treasury Portfolio +0.73 +5.02 -1.56 -0.61 +1.16 +4.85 +6.48
All Country World Bonds Portfolio +1.12 +6.95 +4.00 +0.33 +1.89 +5.30 +6.66
Return over 1 year are annualized.

Capital Growth as of Mar 31, 2024

10-year Treasury Portfolio: an investment of 1$, since April 1994, now would be worth 4.14$, with a total return of 314.12% (4.85% annualized).

All Country World Bonds Portfolio: an investment of 1$, since April 1994, now would be worth 4.71$, with a total return of 370.62% (5.30% annualized).

10-year Treasury Portfolio: an investment of 1$, since January 1985, now would be worth 11.76$, with a total return of 1075.68% (6.48% annualized).

All Country World Bonds Portfolio: an investment of 1$, since January 1985, now would be worth 12.55$, with a total return of 1155.18% (6.66% annualized).

Drawdowns

Drawdown comparison chart since April 1994.

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10-year Treasury Portfolio
All Country World Bonds Portfolio
Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index		 Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index
-23.18% Aug 2020 Oct 2023 (39) In progress (44) 13.61
-17.60% Jan 2021 Oct 2022 (22) In progress (39) 10.55
-9.34% Oct 1998 Jan 2000 (16) Aug 2000 (23) 5.17
-8.82% Mar 2008 Oct 2008 (8) Dec 2008 (10) 3.50
-7.60% May 2013 Dec 2013 (8) Nov 2014 (19) 4.38
-7.18% Aug 2016 Apr 2018 (21) May 2019 (34) 4.82
-6.90% Feb 1996 May 1996 (4) Nov 1996 (10) 4.58
-6.65% Jan 2009 Jun 2009 (6) Jun 2010 (18) 4.33
-6.60% Nov 2001 Mar 2002 (5) Jul 2002 (9) 3.77
-5.68% Jun 2003 Jul 2003 (2) Dec 2003 (7) 2.83
-5.16% May 2013 Aug 2013 (4) May 2014 (13) 3.09
-4.85% Apr 2004 May 2004 (2) Oct 2004 (7) 2.96
-4.67% Sep 2010 Mar 2011 (7) Jul 2011 (11) 2.74
-4.25% Feb 2015 Jun 2015 (5) Jan 2016 (12) 2.34
-4.15% Apr 2008 May 2008 (2) Nov 2008 (8) 2.19
-4.13% Oct 2002 Nov 2002 (2) Feb 2003 (5) 2.02
-4.08% Jul 2005 May 2006 (11) Sep 2006 (15) 2.49
-4.04% Dec 1996 Mar 1997 (4) Jun 1997 (7) 2.15
-3.92% Mar 2020 Mar 2020 (1) Jun 2020 (4) 1.86
-3.54% Oct 2016 Nov 2016 (2) Aug 2017 (11) 1.91

Drawdown comparison chart since January 1985.

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10-year Treasury Portfolio
All Country World Bonds Portfolio
Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index		 Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index
-23.18% Aug 2020 Oct 2023 (39) In progress (44) 13.61
-17.60% Jan 2021 Oct 2022 (22) In progress (39) 10.55
-10.87% Mar 1987 Sep 1987 (7) Jan 1988 (11) 5.88
-10.14% Nov 1993 Nov 1994 (13) May 1995 (19) 6.64
-9.34% Oct 1998 Jan 2000 (16) Aug 2000 (23) 5.17
-8.82% Mar 2008 Oct 2008 (8) Dec 2008 (10) 3.50
-7.60% May 2013 Dec 2013 (8) Nov 2014 (19) 4.38
-7.18% Aug 2016 Apr 2018 (21) May 2019 (34) 4.82
-6.90% Feb 1996 May 1996 (4) Nov 1996 (10) 4.58
-6.85% Feb 1994 Jun 1994 (5) May 1995 (16) 4.92
-6.65% Jan 2009 Jun 2009 (6) Jun 2010 (18) 4.33
-6.60% Nov 2001 Mar 2002 (5) Jul 2002 (9) 3.77
-5.71% Mar 1987 Sep 1987 (7) Jan 1988 (11) 3.06
-5.68% Jun 2003 Jul 2003 (2) Dec 2003 (7) 2.83
-5.16% May 2013 Aug 2013 (4) May 2014 (13) 3.09
-4.85% Apr 2004 May 2004 (2) Oct 2004 (7) 2.96
-4.67% Sep 2010 Mar 2011 (7) Jul 2011 (11) 2.74
-4.60% Mar 1988 May 1988 (3) Sep 1988 (7) 2.57
-4.48% Jan 1990 Apr 1990 (4) Jun 1990 (6) 2.44
-4.25% Feb 2015 Jun 2015 (5) Jan 2016 (12) 2.34

Yearly Returns

For each year, the following table provides the return and intra-year drawdown.
The highlighted returns represent the highest values for that specific year.
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Year Return Drawdown Return Drawdown
2024
-1.30%
 -2.08%
-0.12%
 -1.22%
2023
+3.64%
 -8.81%
+7.31%
 -4.10%
2022
-15.19%
 -16.91%
-13.82%
 -15.86%
2021
-3.33%
 -5.73%
-2.06%
 -3.44%
2020
+10.01%
 -2.02%
+6.30%
 -3.92%
2019
+8.03%
 -2.59%
+9.49%
 -0.86%
2018
+0.99%
 -3.19%
+0.10%
 -1.92%
2017
+2.55%
 -1.90%
+4.16%
 -0.40%
2016
+1.00%
 -6.50%
+4.27%
 -3.54%
2015
+1.51%
 -4.25%
+0.85%
 -2.23%
2014
+9.07%
 -1.05%
+6.88%
 -0.66%
2013
-6.09%
 -7.60%
-2.50%
 -5.16%
2012
+3.66%
 -2.67%
+7.45%
 -0.22%
2011
+15.64%
 -1.29%
+8.12%
 -0.42%
2010
+9.37%
 -4.30%
+7.71%
 -2.17%
2009
-6.59%
 -6.65%
+9.48%
 -3.00%
2008
+17.91%
 -4.15%
+2.29%
 -8.82%
2007
+10.37%
 -1.85%
+6.05%
 -1.42%
2006
+2.52%
 -2.87%
+4.63%
 -1.46%
2005
+2.64%
 -3.19%
+4.71%
 -1.32%
2004
+4.12%
 -4.85%
+6.09%
 -3.02%
2003
+5.29%
 -5.68%
+8.25%
 -3.22%
2002
+15.45%
 -4.13%
+9.30%
 -1.07%
2001
+5.40%
 -5.21%
+12.23%
 -0.35%
2000
+17.28%
 -1.12%
+11.10%
 -0.72%
1999
-7.83%
 -8.11%
+3.71%
 -2.69%
1998
+14.64%
 -1.61%
+8.51%
 -2.13%
1997
+11.97%
 -2.02%
+5.56%
 -2.07%
1996
-0.00%
 -6.90%
+8.94%
 -2.00%
1995
+25.55%
 -1.23%
+20.40%
 -0.22%
1994
-7.19%
 -9.56%
-5.13%
 -6.85%
1993
+12.97%
 -2.55%
+14.09%
 -0.38%
1992
+7.23%
 -4.02%
+9.20%
 -1.73%
1991
+18.91%
 -0.54%
+18.81%
 -0.40%
1990
+7.70%
 -4.48%
+7.31%
 -2.97%
1989
+17.84%
 -2.30%
+12.84%
 -1.53%
1988
+6.90%
 -4.60%
+7.90%
 -2.11%
1987
-2.64%
 -10.87%
+1.20%
 -5.71%
1986
+21.35%
 -3.93%
+15.08%
 -2.62%
1985
+29.85%
 -3.33%
+22.99%
 -2.83%