Last Update: 31 July 2022

The 10-year Treasury Portfolio obtained a 5.40% compound annual return, with a 6.60% standard deviation, in the last 30 Years.

The US Inflation Protection Portfolio obtained a 5.82% compound annual return, with a 5.91% standard deviation, in the last 30 Years.

Summary

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10-year Treasury Portfolio US Inflation Protection Portfolio
Risk Low Low
Asset Allocation Stocks 0% 0%
Fixed Income 100% 100%
Commodities 0% 0%
30 Years Stats Return +5.40% +5.82%
Std Dev 6.60% 5.91%
Max Drawdown -15.19% -11.79%

Last Update: 31 July 2022

Historical Returns as of Jul 31, 2022

Comparison period starts from June 1991

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1M 6M 1Y 5Y(*) 10Y(*) 30Y(*) MAX(*)
10-year Treasury Portfolio +2.96 -5.92 -9.63 +1.27 +1.33 +5.40 +5.80
US Inflation Protection Portfolio +4.30 -3.13 -3.77 +3.81 +1.83 +5.82 +6.22
(*) Returns over 1 year are annualized

Capital Growth as of Jul 31, 2022

10-year Treasury Portfolio: an investment of 1000$, since August 1992, now would be worth 4840.30$, with a total return of 384.03% (5.40% annualized).

US Inflation Protection Portfolio: an investment of 1000$, since August 1992, now would be worth 5450.72$, with a total return of 445.07% (5.82% annualized).

10-year Treasury Portfolio: an investment of 1000$, since June 1991, now would be worth 5791.21$, with a total return of 479.12% (5.80% annualized).

US Inflation Protection Portfolio: an investment of 1000$, since June 1991, now would be worth 6557.69$, with a total return of 555.77% (6.22% annualized).

Drawdowns

Drawdown comparison chart since July 1992.

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10-year Treasury Portfolio
US Inflation Protection Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-15.19% Aug 2020 Jun 2022
-11.79% Sep 2008 Oct 2008
-10.68% Feb 1994 Oct 1994
-10.14% Nov 1993 Nov 1994
-9.34% Oct 1998 Jan 2000
-9.24% Dec 2012 Dec 2013
-9.04% Jan 2022 Jun 2022
-7.60% May 2013 Dec 2013
-7.18% Aug 2016 Apr 2018
-6.90% Feb 1996 May 1996
-6.65% Jan 2009 Jun 2009
-6.60% Nov 2001 Mar 2002
-6.47% Feb 1996 May 1996
-5.68% Jun 2003 Jul 2003
-5.32% Feb 1999 Dec 1999
-5.32% Jun 2003 Jul 2003
-4.85% Apr 2004 May 2004
-4.82% Apr 2004 Apr 2004
-4.67% Sep 2010 Mar 2011
-4.37% Dec 1996 Mar 1997

Drawdown comparison chart since June 1991.

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10-year Treasury Portfolio
US Inflation Protection Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-15.19% Aug 2020 Jun 2022
-11.79% Sep 2008 Oct 2008
-10.68% Feb 1994 Oct 1994
-10.14% Nov 1993 Nov 1994
-9.34% Oct 1998 Jan 2000
-9.24% Dec 2012 Dec 2013
-9.04% Jan 2022 Jun 2022
-7.60% May 2013 Dec 2013
-7.18% Aug 2016 Apr 2018
-6.90% Feb 1996 May 1996
-6.65% Jan 2009 Jun 2009
-6.60% Nov 2001 Mar 2002
-6.47% Feb 1996 May 1996
-5.68% Jun 2003 Jul 2003
-5.32% Feb 1999 Dec 1999
-5.32% Jun 2003 Jul 2003
-4.85% Apr 2004 May 2004
-4.82% Apr 2004 Apr 2004
-4.67% Sep 2010 Mar 2011
-4.37% Dec 1996 Mar 1997

Yearly Returns

Yearly return comparison. Common historical serie start from June 1991.

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Year 10-year Treasury Portfolio US Inflation Protection Portfolio
2022
-7.91% -5.12%
2021
-3.33% +5.67%
2020
+10.01% +10.84%
2019
+8.03% +8.35%
2018
+0.99% -1.42%
2017
+2.55% +2.92%
2016
+1.00% +4.68%
2015
+1.51% -1.75%
2014
+9.07% +3.59%
2013
-6.09% -8.49%
2012
+3.66% +6.39%
2011
+15.64% +13.28%
2010
+9.37% +6.14%
2009
-6.59% +8.94%
2008
+17.91% +0.04%
2007
+10.37% +11.92%
2006
+2.52% +0.28%
2005
+2.64% +2.49%
2004
+4.12% +8.28%
2003
+5.29% +8.00%
2002
+15.45% +16.61%
2001
+5.40% +7.61%
2000
+17.28% +17.65%
1999
-7.83% -4.47%
1998
+14.64% +9.27%
1997
+11.97% +12.71%
1996
-0.00% +1.33%
1995
+25.55% +23.02%
1994
-7.19% -6.25%
1993
+12.97% +15.75%
1992
+7.23% +8.74%
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