High Yield Bonds Income vs 10-year Treasury Portfolio Comparison

Last Update: 31 March 2024

The High Yield Bonds Income Portfolio obtained a 6.69% compound annual return, with a 8.78% standard deviation, in the last 30 Years.

The 10-year Treasury Portfolio obtained a 4.85% compound annual return, with a 6.78% standard deviation, in the last 30 Years.

Summary

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High Yield Bonds Income Portfolio 10-year Treasury Portfolio
Portfolio Risk Low Low
Asset Allocation Stocks 0% 0%
Fixed Income 100% 100%
Commodities 0% 0%
30 Years Stats Return +6.69% +4.85%
Std Dev 8.78% 6.78%
Max Drawdown -23.97% -23.18%
All time Stats
(Since Jan 1985)		 Return +7.75% +6.48%
Std Dev 8.20% 7.23%
Max Drawdown -23.97% -23.18%
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
High Yield Bonds Income Portfolio +1.55 +10.28 +7.79 +1.83 +3.01 +6.69 +7.75
10-year Treasury Portfolio +0.73 +5.02 -1.56 -0.61 +1.16 +4.85 +6.48
Return over 1 year are annualized.

Capital Growth as of Mar 31, 2024

High Yield Bonds Income Portfolio: an investment of 1$, since April 1994, now would be worth 6.98$, with a total return of 598.10% (6.69% annualized).

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).

High Yield Bonds Income Portfolio: an investment of 1$, since January 1985, now would be worth 18.75$, with a total return of 1774.57% (7.75% 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).

Drawdowns

Drawdown comparison chart since April 1994.

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High Yield Bonds Income Portfolio
10-year Treasury Portfolio
Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index		 Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index
-23.97% Nov 2007 Oct 2008 (12) Jul 2009 (21) 10.67
-23.18% Aug 2020 Oct 2023 (39) In progress (44) 13.61
-21.84% Sep 2021 Sep 2022 (13) In progress (31) 12.91
-11.99% Feb 2020 Mar 2020 (2) Jul 2020 (6) 5.58
-9.34% Oct 1998 Jan 2000 (16) Aug 2000 (23) 5.17
-8.48% Aug 1998 Aug 1998 (1) Apr 1999 (9) 3.89
-7.79% Mar 2015 Jan 2016 (11) Jun 2016 (16) 4.03
-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
-6.71% May 2013 Aug 2013 (4) Feb 2014 (10) 4.26
-6.70% May 2002 Jul 2002 (3) Nov 2002 (7) 3.27
-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
-4.56% Apr 2004 May 2004 (2) Aug 2004 (5) 2.79
-4.53% Jan 2018 Dec 2018 (12) Feb 2019 (14) 2.74
-4.40% Aug 2011 Sep 2011 (2) Oct 2011 (3) 2.28

Drawdown comparison chart since January 1985.

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High Yield Bonds Income Portfolio
10-year Treasury Portfolio
Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index		 Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index
-23.97% Nov 2007 Oct 2008 (12) Jul 2009 (21) 10.67
-23.18% Aug 2020 Oct 2023 (39) In progress (44) 13.61
-21.84% Sep 2021 Sep 2022 (13) In progress (31) 12.91
-11.99% Feb 2020 Mar 2020 (2) Jul 2020 (6) 5.58
-10.87% Mar 1987 Sep 1987 (7) Jan 1988 (11) 5.88
-10.14% Nov 1993 Nov 1994 (13) May 1995 (19) 6.64
-9.34% Oct 1998 Jan 2000 (16) Aug 2000 (23) 5.17
-8.48% Aug 1998 Aug 1998 (1) Apr 1999 (9) 3.89
-7.89% Aug 1990 Sep 1990 (2) Feb 1991 (7) 4.98
-7.79% Mar 2015 Jan 2016 (11) Jun 2016 (16) 4.03
-7.63% Mar 1987 Oct 1987 (8) Feb 1988 (12) 4.16
-7.60% May 2013 Dec 2013 (8) Nov 2014 (19) 4.38
-7.41% Feb 1994 Jun 1994 (5) May 1995 (16) 5.26
-7.18% Aug 2016 Apr 2018 (21) May 2019 (34) 4.82
-6.90% Feb 1996 May 1996 (4) Nov 1996 (10) 4.58
-6.71% May 2013 Aug 2013 (4) Feb 2014 (10) 4.26
-6.70% May 2002 Jul 2002 (3) Nov 2002 (7) 3.27
-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

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
+0.79%
 -0.74%
-1.30%
 -2.08%
2023
+11.21%
 -5.58%
+3.64%
 -8.81%
2022
-16.88%
 -21.38%
-15.19%
 -16.91%
2021
+0.88%
 -3.16%
-3.33%
 -5.73%
2020
+7.08%
 -11.99%
+10.01%
 -2.02%
2019
+16.98%
 -0.39%
+8.03%
 -2.59%
2018
-4.53%
 -4.53%
+0.99%
 -3.19%
2017
+8.78%
 -0.17%
+2.55%
 -1.90%
2016
+12.01%
 -3.93%
+1.00%
 -6.50%
2015
-3.94%
 -6.90%
+1.51%
 -4.25%
2014
+6.28%
 -2.37%
+9.07%
 -1.05%
2013
-0.40%
 -6.71%
-6.09%
 -7.60%
2012
+12.61%
 -1.87%
+3.66%
 -2.67%
2011
+9.07%
 -4.40%
+15.64%
 -1.29%
2010
+11.52%
 -3.24%
+9.37%
 -4.30%
2009
+23.52%
 -10.62%
-6.59%
 -6.65%
2008
-10.54%
 -23.59%
+17.91%
 -4.15%
2007
+3.36%
 -3.84%
+10.37%
 -1.85%
2006
+7.28%
 -2.69%
+2.52%
 -2.87%
2005
+5.61%
 -2.30%
+2.64%
 -3.19%
2004
+9.55%
 -4.56%
+4.12%
 -4.85%
2003
+18.30%
 -3.91%
+5.29%
 -5.68%
2002
+7.38%
 -6.70%
+15.45%
 -4.13%
2001
+10.89%
 -3.49%
+5.40%
 -5.21%
2000
+6.15%
 -3.14%
+17.28%
 -1.12%
1999
+6.34%
 -3.60%
-7.83%
 -8.11%
1998
+2.17%
 -8.48%
+14.64%
 -1.61%
1997
+13.61%
 -2.54%
+11.97%
 -2.02%
1996
+14.28%
 -2.87%
-0.00%
 -6.90%
1995
+22.64%
 -0.20%
+25.55%
 -1.23%
1994
-4.27%
 -7.41%
-7.19%
 -9.56%
1993
+18.58%
 -0.44%
+12.97%
 -2.55%
1992
+12.00%
 -2.11%
+7.23%
 -4.02%
1991
+25.88%
 0.00%
+18.91%
 -0.54%
1990
-0.59%
 -7.89%
+7.70%
 -4.48%
1989
+8.29%
 -0.68%
+17.84%
 -2.30%
1988
+11.12%
 -1.52%
+6.90%
 -4.60%
1987
+0.07%
 -7.63%
-2.64%
 -10.87%
1986
+15.01%
 -0.64%
+21.35%
 -3.93%
1985
+21.64%
 -1.39%
+29.85%
 -3.33%