10-year Treasury vs Stocks/Bonds 20/80 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 Stocks/Bonds 20/80 Portfolio obtained a 5.80% compound annual return, with a 4.88% standard deviation, in the last 30 Years.

Summary

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10-year Treasury Portfolio Stocks/Bonds 20/80 Portfolio
Portfolio Risk Low Low
Asset Allocation Stocks 0% 20%
Fixed Income 100% 80%
Commodities 0% 0%
30 Years Stats Return +4.85% +5.80%
Std Dev 6.78% 4.88%
Max Drawdown -23.18% -16.57%
All time Stats
(Since Jan 1871)		 Return +4.52% +5.68%
Std Dev 5.45% 5.11%
Max Drawdown -23.18% -18.94%
Last Update: 31 March 2024

Historical Returns as of Mar 31, 2024

Comparison period starts from January 1871

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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 +4.52
Stocks/Bonds 20/80 Portfolio +1.28 +9.30 +6.92 +3.19 +3.72 +5.80 +5.68
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).

Stocks/Bonds 20/80 Portfolio: an investment of 1$, since April 1994, now would be worth 5.43$, with a total return of 442.69% (5.80% 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).

Stocks/Bonds 20/80 Portfolio: an investment of 1$, since January 1871, now would be worth 4780.63$, with a total return of 477962.69% (5.68% annualized).

Drawdowns

Drawdown comparison chart since April 1994.

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10-year Treasury Portfolio
Stocks/Bonds 20/80 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
-16.57% Jan 2022 Sep 2022 (9) In progress (27) 10.59
-9.34% Oct 1998 Jan 2000 (16) Aug 2000 (23) 5.17
-8.42% May 2008 Oct 2008 (6) Jul 2009 (15) 4.07
-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
-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% Feb 2020 Mar 2020 (2) Apr 2020 (3) 1.96
-3.09% Apr 1994 Nov 1994 (8) Jan 1995 (10) 1.88
-2.97% Apr 2001 May 2001 (2) Jul 2001 (4) 2.13

Drawdown comparison chart since January 1871.

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10-year Treasury Portfolio
Stocks/Bonds 20/80 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
-18.94% Jun 1930 May 1932 (24) May 1933 (36) 9.19
-16.57% Jan 2022 Sep 2022 (9) In progress (27) 10.59
-15.76% Jul 1979 Feb 1980 (8) May 1980 (11) 7.54
-14.57% Jul 1980 Sep 1981 (15) Nov 1981 (17) 9.19
-10.87% Mar 1987 Sep 1987 (7) Jan 1988 (11) 5.88
-10.14% Nov 1993 Nov 1994 (13) May 1995 (19) 6.64
-10.14% Mar 1937 Mar 1938 (13) Oct 1938 (20) 4.99
-9.55% Jul 1895 Aug 1896 (14) Jan 1897 (19) 4.93
-9.34% Oct 1998 Jan 2000 (16) Aug 2000 (23) 5.17
-9.06% Sep 1968 Dec 1969 (16) Sep 1970 (25) 4.34
-8.42% May 2008 Oct 2008 (6) Jul 2009 (15) 4.07
-8.25% Sep 1968 May 1970 (21) Nov 1970 (27) 4.01
-7.99% Feb 1984 May 1984 (4) Aug 1984 (7) 4.01
-7.96% Nov 1973 Aug 1974 (10) Jan 1975 (15) 4.18
-7.78% May 1958 Sep 1959 (17) Jul 1960 (27) 4.90
-7.75% Oct 1979 Mar 1980 (6) Apr 1980 (7) 4.21
-7.60% May 2013 Dec 2013 (8) Nov 2014 (19) 4.38
-7.49% Jul 1873 Nov 1873 (5) Feb 1874 (8) 3.85
-7.34% Apr 1971 Jul 1971 (4) Oct 1971 (7) 4.31

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%
+1.36%
 -0.02%
2023
+3.64%
 -8.81%
+9.54%
 -5.62%
2022
-15.19%
 -16.91%
-14.39%
 -16.57%
2021
-3.33%
 -5.73%
+3.64%
 -1.82%
2020
+10.01%
 -2.02%
+10.38%
 -3.92%
2019
+8.03%
 -2.59%
+13.20%
 -0.07%
2018
+0.99%
 -3.19%
-1.13%
 -2.67%
2017
+2.55%
 -1.90%
+7.10%
 -0.02%
2016
+1.00%
 -6.50%
+4.58%
 -2.40%
2015
+1.51%
 -4.25%
+0.52%
 -1.90%
2014
+9.07%
 -1.05%
+7.16%
 -0.89%
2013
-6.09%
 -7.60%
+5.01%
 -2.56%
2012
+3.66%
 -2.67%
+5.82%
 -0.62%
2011
+15.64%
 -1.29%
+6.53%
 -0.88%
2010
+9.37%
 -4.30%
+8.44%
 -0.76%
2009
-6.59%
 -6.65%
+8.69%
 -5.67%
2008
+17.91%
 -4.15%
-1.91%
 -8.42%
2007
+10.37%
 -1.85%
+6.61%
 -0.76%
2006
+2.52%
 -2.87%
+6.55%
 -1.09%
2005
+2.64%
 -3.19%
+3.18%
 -1.84%
2004
+4.12%
 -4.85%
+5.95%
 -2.58%
2003
+5.29%
 -5.68%
+9.33%
 -2.13%
2002
+15.45%
 -4.13%
+2.51%
 -2.13%
2001
+5.40%
 -5.21%
+4.55%
 -1.99%
2000
+17.28%
 -1.12%
+7.00%
 -2.23%
1999
-7.83%
 -8.11%
+4.16%
 -2.17%
1998
+14.64%
 -1.61%
+11.52%
 -2.15%
1997
+11.97%
 -2.02%
+13.75%
 -1.70%
1996
-0.00%
 -6.90%
+7.06%
 -1.44%
1995
+25.55%
 -1.23%
+21.70%
 0.00%
1994
-7.19%
 -9.56%
-2.16%
 -5.50%
1993
+12.97%
 -2.55%
+9.87%
 -1.10%
1992
+7.23%
 -4.02%
+7.53%
 -1.25%
1991
+18.91%
 -0.54%
+18.68%
 -1.05%
1990
+7.70%
 -4.48%
+5.70%
 -3.09%
1989
+17.84%
 -2.30%
+16.54%
 -0.87%
1988
+6.90%
 -4.60%
+9.35%
 -2.17%
1987
-2.64%
 -10.87%
+1.75%
 -6.14%
1986
+21.35%
 -3.93%
+15.00%
 -3.14%
1985
+29.85%
 -3.33%
+24.05%
 -1.20%
1984
+14.87%
 -7.99%
+12.45%
 -5.25%
1983
+2.30%
 -6.29%
+8.71%
 -2.55%
1982
+39.57%
 -2.66%
+29.01%
 -2.01%
1981
+5.28%
 -7.42%
+6.70%
 -4.80%
1980
-1.29%
 -11.52%
+8.94%
 -7.35%
1979
+1.83%
 -8.62%
+9.13%
 -6.01%
1978
-0.74%
 -2.31%
+2.61%
 -3.91%
1977
+0.53%
 -3.55%
+0.16%
 -3.03%
1976
+15.29%
 -1.33%
+16.30%
 -1.12%
1975
+5.52%
 -4.42%
+13.45%
 -3.39%
1974
+4.05%
 -3.79%
-1.00%
 -7.35%
1973
+3.29%
 -3.40%
-0.06%
 -4.25%
1972
+2.35%
 -2.01%
+5.70%
 -0.85%
1971
+11.24%
 -7.34%
+11.12%
 -6.85%
1970
+18.93%
 -5.54%
+14.75%
 -7.32%
1969
-5.63%
 -7.29%
-3.75%
 -6.02%
1968
+6.26%
 -3.63%
+5.00%
 -3.25%
1967
-3.08%
 -5.97%
+5.05%
 -2.41%
1966
+5.46%
 -3.03%
+2.23%
 -5.06%
1965
+0.72%
 -1.64%
+3.42%
 -0.76%
1964
+3.65%
 -0.06%
+6.40%
 -0.13%
1963
+1.64%
 -0.38%
+5.54%
 -0.77%
1962
+5.83%
 -0.48%
+2.64%
 -4.17%
1961
+2.10%
 -1.70%
+6.45%
 -1.47%
1960
+11.66%
 -0.41%
+10.61%
 -1.16%
1959
-1.12%
 -3.37%
+1.20%
 -2.43%
1958
-2.10%
 -5.86%
+6.71%
 -1.94%
1957
+5.92%
 -3.36%
+4.87%
 -2.64%
1956
-2.68%
 -3.65%
+0.46%
 -2.85%
1955
-1.13%
 -2.16%
+4.53%
 -0.46%
1954
+3.13%
 -0.84%
+12.38%
 -1.01%
1953
+2.19%
 -3.70%
+3.04%
 -3.52%
1952
+1.89%
 -1.78%
+4.52%
 -1.67%
1951
-0.56%
 -2.77%
+4.19%
 -2.28%
1950
-1.39%
 -1.65%
+5.97%
 -1.39%
1949
+4.92%
 -0.12%
+7.50%
 -0.52%
1948
+2.72%
 -0.72%
+2.55%
 -2.14%
1947
-1.38%
 -2.99%
+0.41%
 -2.01%
1946
+0.36%
 -1.88%
-0.68%
 -5.01%
1945
+5.77%
 -0.94%
+11.74%
 -0.47%
1944
+2.27%
 0.00%
+6.06%
 -0.20%
1943
+1.98%
 -0.10%
+7.56%
 -1.84%
1942
+1.78%
 -0.45%
+4.38%
 -2.52%
1941
+2.73%
 -1.73%
-0.23%
 -3.96%
1940
+6.10%
 -1.80%
+2.01%
 -6.24%
1939
+4.02%
 -4.74%
+2.95%
 -2.25%
1938
+4.38%
 -0.49%
+9.18%
 -5.26%
1937
+1.27%
 -2.41%
-5.47%
 -7.37%
1936
+5.37%
 -0.04%
+10.35%
 -1.34%
1935
+4.30%
 -1.07%
+12.39%
 -0.51%
1934
+7.94%
 -1.90%
+6.29%
 -2.22%
1933
+1.81%
 -2.00%
+13.83%
 -4.78%
1932
+8.90%
 -2.36%
+8.09%
 -5.48%
1931
-2.56%
 -4.95%
-10.48%
 -13.55%
1930
+4.57%
 -0.39%
+0.53%
 -4.69%
1929
+4.44%
 -1.50%
+1.14%
 -5.50%
1928
+0.97%
 -1.23%
+6.99%
 -1.64%
1927
+6.82%
 0.00%
+10.90%
 -0.83%
1926
+5.82%
 0.00%
+6.06%
 -1.10%
1925
+5.31%
 -0.17%
+7.69%
 -1.29%
1924
+7.49%
 -0.16%
+11.71%
 -0.11%
1923
+4.19%
 -0.04%
+4.04%
 -1.81%
1922
+5.64%
 -0.73%
+10.22%
 -1.08%
1921
+13.13%
 0.00%
+12.53%
 -1.28%
1920
+1.43%
 -3.24%
-2.63%
 -4.36%
1919
+2.57%
 -0.68%
+5.70%
 -1.88%
1918
+4.60%
 -1.27%
+7.31%
 -0.63%
1917
-2.28%
 -4.06%
-5.08%
 -5.08%
1916
+3.78%
 -0.86%
+4.53%
 -0.64%
1915
+4.51%
 -0.88%
+11.23%
 -0.64%
1914
+1.79%
 -0.80%
+4.10%
 -2.03%
1913
+1.68%
 -2.83%
+2.14%
 -1.72%
1912
+4.01%
 -0.15%
+2.68%
 -0.77%
1911
+1.86%
 -1.26%
+3.97%
 -1.88%
1910
+2.84%
 -0.36%
+2.66%
 -0.84%
1909
-0.85%
 -2.48%
+4.37%
 -0.57%
1908
+5.53%
 -0.75%
+17.01%
 -0.21%
1907
-6.38%
 -7.33%
-5.10%
 -5.87%
1906
+3.21%
 -1.01%
+0.70%
 -2.35%
1905
+2.69%
 -2.49%
+4.77%
 -1.63%
1904
+0.53%
 -0.68%
+11.09%
 -0.64%
1903
+2.04%
 -1.21%
-1.70%
 -4.31%
1902
-0.08%
 -4.81%
+2.43%
 -3.06%
1901
+4.10%
 -0.79%
+5.34%
 -2.36%
1900
+6.14%
 -1.37%
+7.24%
 -1.40%
1899
+7.64%
 -0.37%
+0.41%
 -2.47%
1898
+2.65%
 -6.31%
+9.58%
 -5.44%
1897
+11.31%
 -0.69%
+8.74%
 -0.88%
1896
+2.95%
 -4.43%
+3.90%
 -5.00%
1895
+7.80%
 -4.07%
+1.03%
 -5.16%
1894
+4.33%
 -0.91%
+5.59%
 -0.91%
1893
+3.79%
 -2.27%
+0.02%
 -6.08%
1892
+0.66%
 -1.54%
+2.91%
 -0.95%
1891
-0.82%
 -3.77%
+8.10%
 -2.84%
1890
-0.41%
 -2.94%
-0.25%
 -3.07%
1889
+2.36%
 -0.75%
+3.40%
 -0.84%
1888
+5.24%
 -1.11%
+5.05%
 -1.53%
1887
+0.62%
 -2.47%
+1.03%
 -2.94%
1886
+7.20%
 -0.14%
+2.99%
 -1.38%
1885
+4.15%
 -0.70%
+10.27%
 -0.77%
1884
+2.46%
 -2.98%
+0.67%
 -4.87%
1883
+6.44%
 -0.71%
+2.34%
 -1.36%
1882
+5.46%
 -0.63%
+3.20%
 -1.50%
1881
+8.87%
 -1.40%
+2.83%
 -3.42%
1880
+12.45%
 -0.82%
+9.52%
 -1.43%
1879
+7.32%
 -0.63%
+12.21%
 -0.58%
1878
+2.37%
 -1.30%
+8.43%
 -0.12%
1877
-2.01%
 -3.27%
+2.70%
 -2.64%
1876
-2.30%
 -4.98%
+2.91%
 -3.66%
1875
+4.92%
 -3.56%
+6.26%
 -2.56%
1874
+6.58%
 -3.03%
+11.91%
 -1.89%
1873
+5.59%
 -5.41%
+2.89%
 -7.49%
1872
+6.04%
 -2.60%
+3.68%
 -3.22%
1871
+10.11%
 -1.22%
+5.34%
 -1.82%