10-year Treasury vs Simplified Permanent 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 Simplified Permanent Portfolio obtained a 7.06% compound annual return, with a 6.88% standard deviation, in the last 30 Years.

Summary

Swipe left to see all data
10-year Treasury Portfolio Simplified Permanent Portfolio
Portfolio Risk Low Medium
Asset Allocation Stocks 0% 25%
Fixed Income 100% 50%
Commodities 0% 25%
30 Years Stats Return +4.85% +7.06%
Std Dev 6.78% 6.88%
Max Drawdown -23.18% -16.43%
All time Stats
(Since Jan 1871)		 Return +4.52% +5.82%
Std Dev 5.45% 6.25%
Max Drawdown -23.18% -30.22%
Last Update: 31 March 2024

Historical Returns as of Mar 31, 2024

Comparison period starts from January 1871

Swipe left to see all data
1M 6M 1Y 5Y 10Y 30Y MAX
10-year Treasury Portfolio +0.73 +5.02 -1.56 -0.61 +1.16 +4.85 +4.52
Simplified Permanent Portfolio +3.26 +13.23 +9.28 +6.15 +5.12 +7.06 +5.82
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).

Simplified Permanent Portfolio: an investment of 1$, since April 1994, now would be worth 7.74$, with a total return of 674.04% (7.06% annualized).

10-year Treasury Portfolio: an investment of 1$, since January 1871, now would be worth 881.92$, with a total return of 88092.14% (4.52% annualized).

Simplified Permanent Portfolio: an investment of 1$, since January 1871, now would be worth 5858.30$, with a total return of 585729.62% (5.82% annualized).

Drawdowns

Drawdown comparison chart since April 1994.

Swipe left to see all data
10-year Treasury Portfolio
Simplified Permanent 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
-16.43% Jan 2022 Sep 2022 (9) Mar 2024 (27) 8.65
-13.28% Mar 2008 Oct 2008 (8) Aug 2009 (18) 5.20
-9.34% Oct 1998 Jan 2000 (16) Aug 2000 (23) 5.17
-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
-6.69% Apr 2013 Jun 2013 (3) Feb 2014 (11) 3.22
-6.65% Jan 2009 Jun 2009 (6) Jun 2010 (18) 4.33
-6.60% Nov 2001 Mar 2002 (5) Jul 2002 (9) 3.77
-6.23% Aug 2016 Dec 2016 (5) Jul 2017 (12) 3.09
-5.68% Jun 2003 Jul 2003 (2) Dec 2003 (7) 2.83
-5.27% Feb 2015 Dec 2015 (11) Mar 2016 (14) 3.18
-5.09% Feb 1999 Aug 1999 (7) Oct 1999 (9) 3.00
-4.85% Apr 2004 May 2004 (2) Oct 2004 (7) 2.96
-4.79% Apr 2004 Apr 2004 (1) Oct 2004 (7) 3.04
-4.67% Sep 2010 Mar 2011 (7) Jul 2011 (11) 2.74
-4.63% Jul 1998 Aug 1998 (2) Sep 1998 (3) 2.40
-4.25% Feb 2015 Jun 2015 (5) Jan 2016 (12) 2.34
-4.15% Apr 2008 May 2008 (2) Nov 2008 (8) 2.19

Drawdown comparison chart since January 1871.

Swipe left to see all data
10-year Treasury Portfolio
Simplified Permanent Portfolio
Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index		 Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index
-30.22% Sep 1929 May 1932 (33) Jun 1933 (46) 15.45
-23.18% Aug 2020 Oct 2023 (39) In progress (44) 13.61
-16.43% Jan 2022 Sep 2022 (9) Mar 2024 (27) 8.65
-15.76% Jul 1979 Feb 1980 (8) May 1980 (11) 7.54
-14.57% Jul 1980 Sep 1981 (15) Nov 1981 (17) 9.19
-14.34% Dec 1980 Sep 1981 (10) Aug 1982 (21) 8.76
-13.70% Mar 1937 Mar 1938 (13) Oct 1939 (32) 5.72
-13.28% Mar 2008 Oct 2008 (8) Aug 2009 (18) 5.20
-13.17% Feb 1980 Mar 1980 (2) Jun 1980 (5) 6.15
-13.14% May 1969 May 1970 (13) Jan 1971 (21) 7.88
-11.98% Jan 1876 Jun 1877 (18) May 1879 (41) 6.59
-11.37% Apr 1974 Sep 1974 (6) Jan 1975 (10) 5.96
-10.87% Mar 1987 Sep 1987 (7) Jan 1988 (11) 5.88
-10.14% Nov 1993 Nov 1994 (13) May 1995 (19) 6.64
-9.64% Oct 1906 Nov 1907 (14) Nov 1908 (26) 4.84
-9.34% Oct 1998 Jan 2000 (16) Aug 2000 (23) 5.17
-9.06% Sep 1968 Dec 1969 (16) Sep 1970 (25) 4.34
-7.99% Feb 1984 May 1984 (4) Aug 1984 (7) 4.01
-7.78% May 1958 Sep 1959 (17) Jul 1960 (27) 4.90
-7.68% Jul 1975 Sep 1975 (3) Feb 1976 (8) 3.55

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.
Swipe left to see all data
Year Return Drawdown Return Drawdown
2024
-1.30%
 -2.08%
+3.65%
 -0.04%
2023
+3.64%
 -8.81%
+11.51%
 -5.16%
2022
-15.19%
 -16.91%
-12.67%
 -16.43%
2021
-3.33%
 -5.73%
+3.72%
 -3.81%
2020
+10.01%
 -2.02%
+16.46%
 -3.11%
2019
+8.03%
 -2.59%
+16.15%
 -0.99%
2018
+0.99%
 -3.19%
-1.29%
 -3.68%
2017
+2.55%
 -1.90%
+9.78%
 -0.96%
2016
+1.00%
 -6.50%
+5.72%
 -6.23%
2015
+1.51%
 -4.25%
-1.82%
 -5.27%
2014
+9.07%
 -1.05%
+7.12%
 -2.59%
2013
-6.09%
 -7.60%
-1.76%
 -6.69%
2012
+3.66%
 -2.67%
+7.59%
 -1.89%
2011
+15.64%
 -1.29%
+10.45%
 -3.69%
2010
+9.37%
 -4.30%
+16.36%
 -0.02%
2009
-6.59%
 -6.65%
+9.94%
 -4.96%
2008
+17.91%
 -4.15%
+0.94%
 -13.28%
2007
+10.37%
 -1.85%
+14.14%
 -1.50%
2006
+2.52%
 -2.87%
+10.82%
 -2.47%
2005
+2.64%
 -3.19%
+7.34%
 -1.60%
2004
+4.12%
 -4.85%
+6.42%
 -4.79%
2003
+5.29%
 -5.68%
+15.31%
 -2.22%
2002
+15.45%
 -4.13%
+9.00%
 -2.60%
2001
+5.40%
 -5.21%
+0.15%
 -3.21%
2000
+17.28%
 -1.12%
+4.63%
 -2.98%
1999
-7.83%
 -8.11%
+2.25%
 -5.09%
1998
+14.64%
 -1.61%
+12.93%
 -4.63%
1997
+11.97%
 -2.02%
+8.38%
 -2.87%
1996
-0.00%
 -6.90%
+4.09%
 -3.64%
1995
+25.55%
 -1.23%
+21.97%
 0.00%
1994
-7.19%
 -9.56%
-4.18%
 -5.67%
1993
+12.97%
 -2.55%
+13.56%
 -1.61%
1992
+7.23%
 -4.02%
+4.46%
 -3.11%
1991
+18.91%
 -0.54%
+15.41%
 -1.06%
1990
+7.70%
 -4.48%
+1.55%
 -5.66%
1989
+17.84%
 -2.30%
+15.24%
 -1.52%
1988
+6.90%
 -4.60%
+3.97%
 -2.03%
1987
-2.64%
 -10.87%
+5.46%
 -5.83%
1986
+21.35%
 -3.93%
+19.06%
 -1.00%
1985
+29.85%
 -3.33%
+24.24%
 -2.66%
1984
+14.87%
 -7.99%
+3.14%
 -5.27%
1983
+2.30%
 -6.29%
+2.74%
 -3.74%
1982
+39.57%
 -2.66%
+28.65%
 -5.77%
1981
+5.28%
 -7.42%
-6.55%
 -13.29%
1980
-1.29%
 -11.52%
+11.44%
 -13.17%
1979
+1.83%
 -8.62%
+38.61%
 -5.94%
1978
-0.74%
 -2.31%
+11.00%
 -5.48%
1977
+0.53%
 -3.55%
+5.09%
 -3.12%
1976
+15.29%
 -1.33%
+13.24%
 -2.32%
1975
+5.52%
 -4.42%
+6.02%
 -7.68%
1974
+4.05%
 -3.79%
+11.61%
 -11.37%
1973
+3.29%
 -3.40%
+15.34%
 -6.38%
1972
+2.35%
 -2.01%
+17.84%
 -2.23%
1971
+11.24%
 -7.34%
+14.20%
 -2.36%
1970
+18.93%
 -5.54%
+12.20%
 -5.73%
1969
-5.63%
 -7.29%
-9.41%
 -11.13%
1968
+6.26%
 -3.63%
+11.01%
 -0.78%
1967
-3.08%
 -5.97%
+5.38%
 -1.95%
1966
+5.46%
 -3.03%
+0.48%
 -4.81%
1965
+0.72%
 -1.64%
+4.02%
 -0.86%
1964
+3.65%
 -0.06%
+5.99%
 -0.28%
1963
+1.64%
 -0.38%
+6.03%
 -0.83%
1962
+5.83%
 -0.48%
+0.41%
 -5.15%
1961
+2.10%
 -1.70%
+7.10%
 -1.25%
1960
+11.66%
 -0.41%
+6.95%
 -1.34%
1959
-1.12%
 -3.37%
+2.64%
 -2.19%
1958
-2.10%
 -5.86%
+10.15%
 -0.76%
1957
+5.92%
 -3.36%
+0.51%
 -3.69%
1956
-2.68%
 -3.65%
+0.82%
 -2.90%
1955
-1.13%
 -2.16%
+5.80%
 -0.45%
1954
+3.13%
 -0.84%
+14.04%
 -1.08%
1953
+2.19%
 -3.70%
-0.81%
 -5.34%
1952
+1.89%
 -1.78%
+3.54%
 -1.51%
1951
-0.56%
 -2.77%
+4.75%
 -1.88%
1950
-1.39%
 -1.65%
+6.73%
 -1.65%
1949
+4.92%
 -0.12%
+6.56%
 -1.06%
1948
+2.72%
 -0.72%
+1.37%
 -2.71%
1947
-1.38%
 -2.99%
+3.38%
 -1.58%
1946
+0.36%
 -1.88%
-0.72%
 -6.02%
1945
+5.77%
 -0.94%
+13.13%
 -0.77%
1944
+2.27%
 0.00%
+6.27%
 -0.34%
1943
+1.98%
 -0.10%
+8.67%
 -2.39%
1942
+1.78%
 -0.45%
+5.07%
 -3.07%
1941
+2.73%
 -1.73%
-0.43%
 -3.99%
1940
+6.10%
 -1.80%
+0.90%
 -6.62%
1939
+4.02%
 -4.74%
+2.59%
 -2.86%
1938
+4.38%
 -0.49%
+9.29%
 -6.59%
1937
+1.27%
 -2.41%
-8.08%
 -9.88%
1936
+5.37%
 -0.04%
+11.10%
 -1.80%
1935
+4.30%
 -1.07%
+13.72%
 -1.24%
1934
+7.94%
 -1.90%
+6.62%
 -2.89%
1933
+1.81%
 -2.00%
+29.29%
 -5.58%
1932
+8.90%
 -2.36%
+2.29%
 -9.64%
1931
-2.56%
 -4.95%
-12.31%
 -16.02%
1930
+4.57%
 -0.39%
-4.80%
 -9.44%
1929
+4.44%
 -1.50%
-0.60%
 -8.59%
1928
+0.97%
 -1.23%
+10.16%
 -1.26%
1927
+6.82%
 0.00%
+11.74%
 -1.08%
1926
+5.82%
 0.00%
+5.77%
 -1.75%
1925
+5.31%
 -0.17%
+9.10%
 -1.55%
1924
+7.49%
 -0.16%
+10.50%
 -0.47%
1923
+4.19%
 -0.04%
+3.44%
 -2.77%
1922
+5.64%
 -0.73%
+10.08%
 -1.24%
1921
+13.13%
 0.00%
+9.09%
 -1.94%
1920
+1.43%
 -3.24%
-2.79%
 -3.70%
1919
+2.57%
 -0.68%
+6.19%
 -2.20%
1918
+4.60%
 -1.27%
+6.84%
 -0.72%
1917
-2.28%
 -4.06%
-5.80%
 -5.80%
1916
+3.78%
 -0.86%
+3.90%
 -0.60%
1915
+4.51%
 -0.88%
+10.04%
 -0.74%
1914
+1.79%
 -0.80%
-0.47%
 -5.19%
1913
+1.68%
 -2.83%
-0.35%
 -1.95%
1912
+4.01%
 -0.15%
+3.78%
 -0.82%
1911
+1.86%
 -1.26%
+1.80%
 -2.64%
1910
+2.84%
 -0.36%
+0.56%
 -2.32%
1909
-0.85%
 -2.48%
+3.60%
 -0.55%
1908
+5.53%
 -0.75%
+12.62%
 -0.57%
1907
-6.38%
 -7.33%
-9.25%
 -9.26%
1906
+3.21%
 -1.01%
+1.76%
 -2.08%
1905
+2.69%
 -2.49%
+6.65%
 -1.44%
1904
+0.53%
 -0.68%
+8.30%
 -0.90%
1903
+2.04%
 -1.21%
-3.26%
 -5.82%
1902
-0.08%
 -4.81%
+2.01%
 -2.23%
1901
+4.10%
 -0.79%
+6.90%
 -2.18%
1900
+6.14%
 -1.37%
+8.26%
 -0.88%
1899
+7.64%
 -0.37%
+4.73%
 -1.32%
1898
+2.65%
 -6.31%
+8.63%
 -4.16%
1897
+11.31%
 -0.69%
+10.73%
 -0.31%
1896
+2.95%
 -4.43%
+2.27%
 -4.87%
1895
+7.80%
 -4.07%
+5.14%
 -2.94%
1894
+4.33%
 -0.91%
+3.06%
 -1.11%
1893
+3.79%
 -2.27%
-2.81%
 -7.23%
1892
+0.66%
 -1.54%
+1.85%
 -0.92%
1891
-0.82%
 -3.77%
+4.30%
 -2.66%
1890
-0.41%
 -2.94%
-1.76%
 -3.61%
1889
+2.36%
 -0.75%
+2.94%
 -0.76%
1888
+5.24%
 -1.11%
+3.44%
 -1.38%
1887
+0.62%
 -2.47%
+0.13%
 -3.25%
1886
+7.20%
 -0.14%
+6.58%
 -0.66%
1885
+4.15%
 -0.70%
+9.57%
 -0.72%
1884
+2.46%
 -2.98%
-1.86%
 -4.99%
1883
+6.44%
 -0.71%
+1.84%
 -1.39%
1882
+5.46%
 -0.63%
+3.62%
 -1.49%
1881
+8.87%
 -1.40%
+4.48%
 -2.34%
1880
+12.45%
 -0.82%
+12.85%
 -1.46%
1879
+7.32%
 -0.63%
+15.96%
 -0.31%
1878
+2.37%
 -1.30%
+4.59%
 -0.40%
1877
-2.01%
 -3.27%
-2.46%
 -6.35%
1876
-2.30%
 -4.98%
-6.01%
 -6.10%
1875
+4.92%
 -3.56%
+4.28%
 -1.56%
1874
+6.58%
 -3.03%
+4.84%
 -1.78%
1873
+5.59%
 -5.41%
+1.68%
 -6.29%
1872
+6.04%
 -2.60%
+6.47%
 -1.80%
1871
+10.11%
 -1.22%
+8.64%
 -1.32%