High Yield Bonds Income vs US Inflation Protection Portfolio Comparison

Last Update: 29 February 2024

The High Yield Bonds Income Portfolio obtained a 6.50% compound annual return, with a 8.82% standard deviation, in the last 30 Years.

The US Inflation Protection Portfolio obtained a 4.98% compound annual return, with a 6.01% standard deviation, in the last 30 Years.

Summary

Swipe left to see all data
High Yield Bonds Income 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 +6.50% +4.98%
Std Dev 8.82% 6.01%
Max Drawdown -23.97% -14.76%
All time Stats
(Since Jan 1985)
Return +7.73% +6.69%
Std Dev 8.21% 6.63%
Max Drawdown -23.97% -14.76%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1985

Swipe left to see all data
1M 6M 1Y 5Y 10Y 30Y MAX
High Yield Bonds Income Portfolio -0.33 +5.35 +8.92 +1.94 +2.90 +6.50 +7.73
US Inflation Protection Portfolio -1.05 +1.78 +1.82 +2.23 +1.77 +4.98 +6.69
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

High Yield Bonds Income Portfolio: an investment of 1$, since March 1994, now would be worth 6.62$, with a total return of 561.58% (6.50% annualized).

US Inflation Protection Portfolio: an investment of 1$, since March 1994, now would be worth 4.30$, with a total return of 330.19% (4.98% annualized).

High Yield Bonds Income Portfolio: an investment of 1$, since January 1985, now would be worth 18.46$, with a total return of 1745.99% (7.73% annualized).

US Inflation Protection Portfolio: an investment of 1$, since January 1985, now would be worth 12.62$, with a total return of 1162.01% (6.69% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

Swipe left to see all data
High Yield Bonds Income 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
-23.97% Nov 2007 Oct 2008 (12) Jul 2009 (21) 10.67
-21.84% Sep 2021 Sep 2022 (13) In progress (30) 13.05
-14.76% Jan 2022 Oct 2023 (22) In progress (26) 10.39
-11.99% Feb 2020 Mar 2020 (2) Jul 2020 (6) 5.58
-11.79% Sep 2008 Oct 2008 (2) Sep 2009 (13) 5.42
-9.24% Dec 2012 Dec 2013 (13) Mar 2019 (76) 4.32
-8.48% Aug 1998 Aug 1998 (1) Apr 1999 (9) 3.89
-7.79% Mar 2015 Jan 2016 (11) Jun 2016 (16) 4.03
-7.43% Mar 1994 Oct 1994 (8) Mar 1995 (13) 5.08
-6.71% May 2013 Aug 2013 (4) Feb 2014 (10) 4.26
-6.70% May 2002 Jul 2002 (3) Nov 2002 (7) 3.27
-6.47% Feb 1996 May 1996 (4) Oct 1996 (9) 4.44
-5.42% Mar 1994 Jun 1994 (4) Apr 1995 (14) 3.76
-5.32% Feb 1999 Dec 1999 (11) Mar 2000 (14) 3.77
-5.32% Jun 2003 Jul 2003 (2) Dec 2003 (7) 2.32
-4.82% Apr 2004 Apr 2004 (1) Aug 2004 (5) 2.77
-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
-4.37% Dec 1996 Mar 1997 (4) Jun 1997 (7) 2.17

Drawdown comparison chart since January 1985.

Swipe left to see all data
High Yield Bonds Income 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
-23.97% Nov 2007 Oct 2008 (12) Jul 2009 (21) 10.67
-21.84% Sep 2021 Sep 2022 (13) In progress (30) 13.05
-14.76% Jan 2022 Oct 2023 (22) In progress (26) 10.39
-11.99% Feb 2020 Mar 2020 (2) Jul 2020 (6) 5.58
-11.79% Sep 2008 Oct 2008 (2) Sep 2009 (13) 5.42
-10.68% Feb 1994 Oct 1994 (9) May 1995 (16) 7.40
-9.45% Mar 1987 Sep 1987 (7) Jan 1988 (11) 4.91
-9.24% Dec 2012 Dec 2013 (13) Mar 2019 (76) 4.32
-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
-7.41% Feb 1994 Jun 1994 (5) May 1995 (16) 5.26
-6.71% May 2013 Aug 2013 (4) Feb 2014 (10) 4.26
-6.70% May 2002 Jul 2002 (3) Nov 2002 (7) 3.27
-6.47% Feb 1996 May 1996 (4) Oct 1996 (9) 4.44
-5.32% Feb 1999 Dec 1999 (11) Mar 2000 (14) 3.77
-5.32% Jun 2003 Jul 2003 (2) Dec 2003 (7) 2.32
-4.82% Apr 2004 Apr 2004 (1) Aug 2004 (5) 2.77
-4.70% Mar 1988 May 1988 (3) Sep 1988 (7) 2.66

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.
Swipe left to see all data
Year Return Drawdown Return Drawdown
2024
-0.74%
-0.74%
-0.72%
-1.05%
2023
+11.21%
-5.58%
+3.27%
-5.35%
2022
-16.88%
-21.38%
-13.10%
-14.74%
2021
+0.88%
-3.16%
+5.67%
-1.95%
2020
+7.08%
-11.99%
+10.84%
-1.76%
2019
+16.98%
-0.39%
+8.35%
-1.14%
2018
-4.53%
-4.53%
-1.42%
-2.47%
2017
+8.78%
-0.17%
+2.92%
-0.91%
2016
+12.01%
-3.93%
+4.68%
-2.64%
2015
-3.94%
-6.90%
-1.75%
-4.83%
2014
+6.28%
-2.37%
+3.59%
-2.59%
2013
-0.40%
-6.71%
-8.49%
-9.10%
2012
+12.61%
-1.87%
+6.39%
-1.43%
2011
+9.07%
-4.40%
+13.28%
-0.01%
2010
+11.52%
-3.24%
+6.14%
-3.05%
2009
+23.52%
-10.62%
+8.94%
-2.24%
2008
-10.54%
-23.59%
+0.04%
-11.79%
2007
+3.36%
-3.84%
+11.92%
-1.52%
2006
+7.28%
-2.69%
+0.28%
-2.37%
2005
+5.61%
-2.30%
+2.49%
-2.47%
2004
+9.55%
-4.56%
+8.28%
-4.82%
2003
+18.30%
-3.91%
+8.00%
-5.32%
2002
+7.38%
-6.70%
+16.61%
-2.75%
2001
+10.89%
-3.49%
+7.61%
-3.37%
2000
+6.15%
-3.14%
+17.65%
-0.84%
1999
+6.34%
-3.60%
-4.47%
-5.32%
1998
+2.17%
-8.48%
+9.27%
-0.76%
1997
+13.61%
-2.54%
+12.71%
-2.48%
1996
+14.28%
-2.87%
+1.33%
-6.47%
1995
+22.64%
-0.20%
+23.02%
-0.42%
1994
-4.27%
-7.41%
-6.25%
-10.68%
1993
+18.58%
-0.44%
+15.75%
-1.45%
1992
+12.00%
-2.11%
+8.74%
-3.82%
1991
+25.88%
0.00%
+18.60%
-0.30%
1990
-0.59%
-7.89%
+8.20%
-4.32%
1989
+8.29%
-0.68%
+15.77%
-2.48%
1988
+11.12%
-1.52%
+6.51%
-4.70%
1987
+0.07%
-7.63%
-0.24%
-9.45%
1986
+15.01%
-0.64%
+18.39%
-4.18%
1985
+21.64%
-1.39%
+26.04%
-3.65%