10-year Treasury vs US Inflation Protection 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 US Inflation Protection Portfolio obtained a 5.16% compound annual return, with a 5.95% standard deviation, in the last 30 Years.

Summary

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10-year Treasury Portfolio US Inflation Protection Portfolio
Portfolio Risk Low Low
Asset Allocation Stocks 0% 0%
Fixed Income 100% 100%
Commodities 0% 0%
30 Years Stats Return +4.85% +5.16%
Std Dev 6.78% 5.95%
Max Drawdown -23.18% -14.76%
All time Stats
(Since Jan 1985)		 Return +6.48% +6.69%
Std Dev 7.23% 6.62%
Max Drawdown -23.18% -14.76%
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
US Inflation Protection Portfolio +0.65 +4.44 -0.38 +1.96 +1.89 +5.16 +6.69
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).

US Inflation Protection Portfolio: an investment of 1$, since April 1994, now would be worth 4.52$, with a total return of 352.05% (5.16% 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).

US Inflation Protection Portfolio: an investment of 1$, since January 1985, now would be worth 12.70$, with a total return of 1170.17% (6.69% annualized).

Drawdowns

Drawdown comparison chart since April 1994.

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10-year Treasury Portfolio
US Inflation Protection 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
-14.76% Jan 2022 Oct 2023 (22) In progress (27) 10.39
-11.79% Sep 2008 Oct 2008 (2) Sep 2009 (13) 5.42
-9.34% Oct 1998 Jan 2000 (16) Aug 2000 (23) 5.17
-9.24% Dec 2012 Dec 2013 (13) Mar 2019 (76) 4.32
-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
-6.47% Feb 1996 May 1996 (4) Oct 1996 (9) 4.44
-5.68% Jun 2003 Jul 2003 (2) Dec 2003 (7) 2.83
-5.32% Feb 1999 Dec 1999 (11) Mar 2000 (14) 3.77
-5.32% Jun 2003 Jul 2003 (2) Dec 2003 (7) 2.32
-4.85% Apr 2004 May 2004 (2) Oct 2004 (7) 2.96
-4.82% Apr 2004 Apr 2004 (1) Aug 2004 (5) 2.77
-4.67% Sep 2010 Mar 2011 (7) Jul 2011 (11) 2.74
-4.37% Dec 1996 Mar 1997 (4) Jun 1997 (7) 2.17
-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 1985.

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10-year Treasury Portfolio
US Inflation Protection 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
-14.76% Jan 2022 Oct 2023 (22) In progress (27) 10.39
-11.79% Sep 2008 Oct 2008 (2) Sep 2009 (13) 5.42
-10.87% Mar 1987 Sep 1987 (7) Jan 1988 (11) 5.88
-10.68% Feb 1994 Oct 1994 (9) May 1995 (16) 7.40
-10.14% Nov 1993 Nov 1994 (13) May 1995 (19) 6.64
-9.45% Mar 1987 Sep 1987 (7) Jan 1988 (11) 4.91
-9.34% Oct 1998 Jan 2000 (16) Aug 2000 (23) 5.17
-9.24% Dec 2012 Dec 2013 (13) Mar 2019 (76) 4.32
-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
-6.47% Feb 1996 May 1996 (4) Oct 1996 (9) 4.44
-5.68% Jun 2003 Jul 2003 (2) Dec 2003 (7) 2.83
-5.32% Feb 1999 Dec 1999 (11) Mar 2000 (14) 3.77
-5.32% Jun 2003 Jul 2003 (2) Dec 2003 (7) 2.32
-4.85% Apr 2004 May 2004 (2) Oct 2004 (7) 2.96
-4.82% Apr 2004 Apr 2004 (1) Aug 2004 (5) 2.77

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%
-0.07%
 -1.05%
2023
+3.64%
 -8.81%
+3.27%
 -5.35%
2022
-15.19%
 -16.91%
-13.10%
 -14.74%
2021
-3.33%
 -5.73%
+5.67%
 -1.95%
2020
+10.01%
 -2.02%
+10.84%
 -1.76%
2019
+8.03%
 -2.59%
+8.35%
 -1.14%
2018
+0.99%
 -3.19%
-1.42%
 -2.47%
2017
+2.55%
 -1.90%
+2.92%
 -0.91%
2016
+1.00%
 -6.50%
+4.68%
 -2.64%
2015
+1.51%
 -4.25%
-1.75%
 -4.83%
2014
+9.07%
 -1.05%
+3.59%
 -2.59%
2013
-6.09%
 -7.60%
-8.49%
 -9.10%
2012
+3.66%
 -2.67%
+6.39%
 -1.43%
2011
+15.64%
 -1.29%
+13.28%
 -0.01%
2010
+9.37%
 -4.30%
+6.14%
 -3.05%
2009
-6.59%
 -6.65%
+8.94%
 -2.24%
2008
+17.91%
 -4.15%
+0.04%
 -11.79%
2007
+10.37%
 -1.85%
+11.92%
 -1.52%
2006
+2.52%
 -2.87%
+0.28%
 -2.37%
2005
+2.64%
 -3.19%
+2.49%
 -2.47%
2004
+4.12%
 -4.85%
+8.28%
 -4.82%
2003
+5.29%
 -5.68%
+8.00%
 -5.32%
2002
+15.45%
 -4.13%
+16.61%
 -2.75%
2001
+5.40%
 -5.21%
+7.61%
 -3.37%
2000
+17.28%
 -1.12%
+17.65%
 -0.84%
1999
-7.83%
 -8.11%
-4.47%
 -5.32%
1998
+14.64%
 -1.61%
+9.27%
 -0.76%
1997
+11.97%
 -2.02%
+12.71%
 -2.48%
1996
-0.00%
 -6.90%
+1.33%
 -6.47%
1995
+25.55%
 -1.23%
+23.02%
 -0.42%
1994
-7.19%
 -9.56%
-6.25%
 -10.68%
1993
+12.97%
 -2.55%
+15.75%
 -1.45%
1992
+7.23%
 -4.02%
+8.74%
 -3.82%
1991
+18.91%
 -0.54%
+18.60%
 -0.30%
1990
+7.70%
 -4.48%
+8.20%
 -4.32%
1989
+17.84%
 -2.30%
+15.77%
 -2.48%
1988
+6.90%
 -4.60%
+6.51%
 -4.70%
1987
-2.64%
 -10.87%
-0.24%
 -9.45%
1986
+21.35%
 -3.93%
+18.39%
 -4.18%
1985
+29.85%
 -3.33%
+26.04%
 -3.65%