10-year Treasury vs Total Bond Developed World ex-US 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 Total Bond Developed World ex-US Portfolio obtained a 4.86% compound annual return, with a 4.55% standard deviation, in the last 30 Years.

Summary

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10-year Treasury Portfolio Total Bond Developed World ex-US Portfolio
Portfolio Risk Low Low
Asset Allocation Stocks 0% 0%
Fixed Income 100% 100%
Commodities 0% 0%
30 Years Stats Return +4.85% +4.86%
Std Dev 6.78% 4.55%
Max Drawdown -23.18% -14.88%
All time Stats
(Since Jan 1985)		 Return +6.48% +6.60%
Std Dev 7.23% 5.09%
Max Drawdown -23.18% -14.88%
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
Total Bond Developed World ex-US Portfolio +1.12 +6.59 +5.19 +0.33 +2.18 +4.86 +6.60
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).

Total Bond Developed World ex-US Portfolio: an investment of 1$, since April 1994, now would be worth 4.15$, with a total return of 315.40% (4.86% 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).

Total Bond Developed World ex-US Portfolio: an investment of 1$, since January 1985, now would be worth 12.27$, with a total return of 1126.68% (6.60% annualized).

Drawdowns

Drawdown comparison chart since April 1994.

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10-year Treasury Portfolio
Total Bond Developed World ex-US 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
-14.88% Jan 2021 Sep 2022 (21) In progress (39) 9.16
-10.03% Mar 2008 Nov 2008 (9) Jul 2009 (17) 4.88
-9.34% Oct 1998 Jan 2000 (16) Aug 2000 (23) 5.17
-8.31% Dec 1996 Apr 1997 (5) Sep 1998 (22) 4.42
-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
-4.53% Apr 1994 Aug 1994 (5) Apr 1995 (13) 2.97
-4.25% Feb 2015 Jun 2015 (5) Jan 2016 (12) 2.34
-4.24% May 2013 Aug 2013 (4) May 2014 (13) 2.62
-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

Drawdown comparison chart since January 1985.

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10-year Treasury Portfolio
Total Bond Developed World ex-US 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
-14.88% Jan 2021 Sep 2022 (21) In progress (39) 9.16
-10.87% Mar 1987 Sep 1987 (7) Jan 1988 (11) 5.88
-10.14% Nov 1993 Nov 1994 (13) May 1995 (19) 6.64
-10.03% Mar 2008 Nov 2008 (9) Jul 2009 (17) 4.88
-9.34% Oct 1998 Jan 2000 (16) Aug 2000 (23) 5.17
-8.68% Feb 1994 Aug 1994 (7) Jul 1995 (18) 5.98
-8.31% Dec 1996 Apr 1997 (5) Sep 1998 (22) 4.42
-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
-4.82% Apr 1987 Sep 1987 (6) Dec 1987 (9) 2.61
-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%
-0.02%
 -1.12%
2023
+3.64%
 -8.81%
+8.79%
 -1.89%
2022
-15.19%
 -16.91%
-12.76%
 -12.90%
2021
-3.33%
 -5.73%
-2.28%
 -2.58%
2020
+10.01%
 -2.02%
+4.65%
 -2.91%
2019
+8.03%
 -2.59%
+7.87%
 -1.68%
2018
+0.99%
 -3.19%
+2.81%
 -0.57%
2017
+2.55%
 -1.90%
+2.40%
 -0.98%
2016
+1.00%
 -6.50%
+4.61%
 -2.49%
2015
+1.51%
 -4.25%
+1.19%
 -2.88%
2014
+9.07%
 -1.05%
+8.74%
 -0.13%
2013
-6.09%
 -7.60%
-0.81%
 -4.24%
2012
+3.66%
 -2.67%
+9.54%
 0.00%
2011
+15.64%
 -1.29%
+8.60%
 -0.56%
2010
+9.37%
 -4.30%
+8.53%
 -1.97%
2009
-6.59%
 -6.65%
+15.30%
 -0.78%
2008
+17.91%
 -4.15%
-2.35%
 -10.03%
2007
+10.37%
 -1.85%
+4.99%
 -1.62%
2006
+2.52%
 -2.87%
+2.94%
 -0.81%
2005
+2.64%
 -3.19%
+4.98%
 -1.02%
2004
+4.12%
 -4.85%
+6.11%
 -0.89%
2003
+5.29%
 -5.68%
+3.93%
 -2.34%
2002
+15.45%
 -4.13%
+9.29%
 -1.02%
2001
+5.40%
 -5.21%
+10.83%
 -1.10%
2000
+17.28%
 -1.12%
+9.20%
 -0.42%
1999
-7.83%
 -8.11%
+0.29%
 -3.17%
1998
+14.64%
 -1.61%
+17.11%
 -2.26%
1997
+11.97%
 -2.02%
-4.84%
 -7.85%
1996
-0.00%
 -6.90%
+4.66%
 -1.82%
1995
+25.55%
 -1.23%
+21.23%
 -0.60%
1994
-7.19%
 -9.56%
-7.29%
 -8.68%
1993
+12.97%
 -2.55%
+16.41%
 0.00%
1992
+7.23%
 -4.02%
+11.90%
 -2.20%
1991
+18.91%
 -0.54%
+21.42%
 -0.43%
1990
+7.70%
 -4.48%
+7.20%
 -3.40%
1989
+17.84%
 -2.30%
+11.10%
 -2.18%
1988
+6.90%
 -4.60%
+8.79%
 -1.14%
1987
-2.64%
 -10.87%
+3.47%
 -4.82%
1986
+21.35%
 -3.93%
+16.37%
 -3.35%
1985
+29.85%
 -3.33%
+24.95%
 -3.70%