Short Term Treasury vs 10-year Treasury Portfolio Comparison

Last Update: 31 March 2024

The Short Term Treasury Portfolio obtained a 3.07% compound annual return, with a 1.79% 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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Short Term Treasury 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 +3.07% +4.85%
Std Dev 1.79% 6.78%
Max Drawdown -5.36% -23.18%
All time Stats
(Since Jan 1871)		 Return +4.42% +4.52%
Std Dev 3.46% 5.45%
Max Drawdown -8.52% -23.18%
Last Update: 31 March 2024

Historical Returns as of Mar 31, 2024

Comparison period starts from January 1871

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1M 6M 1Y 5Y 10Y 30Y MAX
Short Term Treasury Portfolio +0.34 +2.78 +2.79 +0.97 +0.91 +3.07 +4.42
10-year Treasury Portfolio +0.73 +5.02 -1.56 -0.61 +1.16 +4.85 +4.52
Return over 1 year are annualized.

Capital Growth as of Mar 31, 2024

Short Term Treasury Portfolio: an investment of 1$, since April 1994, now would be worth 2.48$, with a total return of 147.71% (3.07% 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).

Short Term Treasury Portfolio: an investment of 1$, since January 1871, now would be worth 759.39$, with a total return of 75838.66% (4.42% annualized).

10-year Treasury Portfolio: an investment of 1$, since January 1871, now would be worth 881.92$, with a total return of 88092.14% (4.52% annualized).

Drawdowns

Drawdown comparison chart since April 1994.

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Short Term Treasury 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
-23.18% Aug 2020 Oct 2023 (39) In progress (44) 13.61
-9.34% Oct 1998 Jan 2000 (16) Aug 2000 (23) 5.17
-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
-5.36% Jun 2021 Oct 2022 (17) In progress (34) 2.99
-4.85% Apr 2004 May 2004 (2) Oct 2004 (7) 2.96
-4.67% Sep 2010 Mar 2011 (7) Jul 2011 (11) 2.74
-4.25% Feb 2015 Jun 2015 (5) Jan 2016 (12) 2.34
-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
-3.09% Apr 1994 Nov 1994 (8) Jan 1995 (10) 1.88
-2.97% Apr 2001 May 2001 (2) Jul 2001 (4) 2.13
-2.67% Feb 2012 Mar 2012 (2) May 2012 (4) 1.30
-2.59% Sep 2019 Dec 2019 (4) Jan 2020 (5) 1.41

Drawdown comparison chart since January 1871.

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Short Term Treasury 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
-23.18% Aug 2020 Oct 2023 (39) In progress (44) 13.61
-15.76% Jul 1979 Feb 1980 (8) May 1980 (11) 7.54
-14.57% Jul 1980 Sep 1981 (15) Nov 1981 (17) 9.19
-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
-9.06% Sep 1968 Dec 1969 (16) Sep 1970 (25) 4.34
-8.52% Apr 1971 Jul 1971 (4) Apr 1972 (13) 3.84
-7.99% Feb 1984 May 1984 (4) Aug 1984 (7) 4.01
-7.78% May 1958 Sep 1959 (17) Jul 1960 (27) 4.90
-7.60% May 2013 Dec 2013 (8) Nov 2014 (19) 4.38
-7.53% Jul 1895 Feb 1896 (8) Nov 1896 (17) 4.75
-7.34% Apr 1971 Jul 1971 (4) Oct 1971 (7) 4.31
-7.33% May 1907 Dec 1907 (8) Jan 1911 (45) 2.89
-7.19% Sep 1931 Jan 1932 (5) Jul 1932 (11) 3.56
-7.18% Aug 2016 Apr 2018 (21) May 2019 (34) 4.82
-6.90% Feb 1996 May 1996 (4) Nov 1996 (10) 4.58
-6.84% Mar 1970 May 1970 (3) Nov 1970 (9) 3.57
-6.84% Jul 1876 Sep 1877 (15) Sep 1879 (39) 4.58
-6.65% Jan 2009 Jun 2009 (6) Jun 2010 (18) 4.33

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
+0.27%
 -0.39%
-1.30%
 -2.08%
2023
+3.97%
 -0.99%
+3.64%
 -8.81%
2022
-3.88%
 -4.65%
-15.19%
 -16.91%
2021
-0.72%
 -0.74%
-3.33%
 -5.73%
2020
+3.03%
 -0.08%
+10.01%
 -2.02%
2019
+3.38%
 -0.13%
+8.03%
 -2.59%
2018
+1.46%
 -0.39%
+0.99%
 -3.19%
2017
+0.26%
 -0.51%
+2.55%
 -1.90%
2016
+0.82%
 -0.67%
+1.00%
 -6.50%
2015
+0.43%
 -0.55%
+1.51%
 -4.25%
2014
+0.45%
 -0.29%
+9.07%
 -1.05%
2013
+0.21%
 -0.23%
-6.09%
 -7.60%
2012
+0.28%
 -0.22%
+3.66%
 -2.67%
2011
+1.44%
 -0.25%
+15.64%
 -1.29%
2010
+2.28%
 -0.37%
+9.37%
 -4.30%
2009
+0.35%
 -0.84%
-6.59%
 -6.65%
2008
+6.62%
 -1.18%
+17.91%
 -4.15%
2007
+7.35%
 -0.07%
+10.37%
 -1.85%
2006
+3.89%
 0.00%
+2.52%
 -2.87%
2005
+1.53%
 -0.38%
+2.64%
 -3.19%
2004
+0.66%
 -1.09%
+4.12%
 -4.85%
2003
+2.22%
 -0.55%
+5.29%
 -5.68%
2002
+8.02%
 -0.82%
+15.45%
 -4.13%
2001
+7.80%
 -1.09%
+5.40%
 -5.21%
2000
+8.83%
 -0.22%
+17.28%
 -1.12%
1999
+1.85%
 -0.88%
-7.83%
 -8.11%
1998
+7.36%
 -0.15%
+14.64%
 -1.61%
1997
+6.51%
 -0.20%
+11.97%
 -2.02%
1996
+4.39%
 -1.11%
-0.00%
 -6.90%
1995
+12.11%
 0.00%
+25.55%
 -1.23%
1994
-0.48%
 -2.23%
-7.19%
 -9.56%
1993
+6.31%
 -0.45%
+12.97%
 -2.55%
1992
+6.75%
 -1.21%
+7.23%
 -4.02%
1991
+11.49%
 0.00%
+18.91%
 -0.54%
1990
+9.92%
 -0.09%
+7.70%
 -4.48%
1989
+11.48%
 -0.98%
+17.84%
 -2.30%
1988
+5.67%
 -0.37%
+6.90%
 -4.60%
1987
+4.78%
 -0.99%
-2.64%
 -10.87%
1986
+10.35%
 -0.40%
+21.35%
 -3.93%
1985
+13.83%
 -0.51%
+29.85%
 -3.33%
1984
+14.01%
 -0.91%
+14.87%
 -7.99%
1983
+8.00%
 -0.55%
+2.30%
 -6.29%
1982
+22.12%
 -0.61%
+39.57%
 -2.66%
1981
+14.26%
 -1.70%
+5.28%
 -7.42%
1980
+8.81%
 -4.26%
-1.29%
 -11.52%
1979
+8.08%
 -2.55%
+1.83%
 -8.62%
1978
+3.35%
 -0.68%
-0.74%
 -2.31%
1977
+2.91%
 -1.11%
+0.53%
 -3.55%
1976
+8.15%
 -1.97%
+15.29%
 -1.33%
1975
+8.89%
 -3.84%
+5.52%
 -4.42%
1974
+6.97%
 -2.78%
+4.05%
 -3.79%
1973
+4.59%
 -3.07%
+3.29%
 -3.40%
1972
+3.91%
 -1.74%
+2.35%
 -2.01%
1971
+7.64%
 -8.52%
+11.24%
 -7.34%
1970
+13.53%
 -6.84%
+18.93%
 -5.54%
1969
+3.49%
 -3.61%
-5.63%
 -7.29%
1968
+4.70%
 -4.14%
+6.26%
 -3.63%
1967
+3.66%
 -2.60%
-3.08%
 -5.97%
1966
+5.17%
 -3.11%
+5.46%
 -3.03%
1965
+2.44%
 -1.03%
+0.72%
 -1.64%
1964
+3.89%
 -0.04%
+3.65%
 -0.06%
1963
+2.40%
 -0.25%
+1.64%
 -0.38%
1962
+4.18%
 -0.87%
+5.83%
 -0.48%
1961
+2.46%
 -1.61%
+2.10%
 -1.70%
1960
+8.62%
 -0.88%
+11.66%
 -0.41%
1959
+1.43%
 -2.09%
-1.12%
 -3.37%
1958
+1.68%
 -4.59%
-2.10%
 -5.86%
1957
+5.56%
 -3.50%
+5.92%
 -3.36%
1956
+1.40%
 -1.69%
-2.68%
 -3.65%
1955
+0.30%
 -1.22%
-1.13%
 -2.16%
1954
+2.52%
 -1.09%
+3.13%
 -0.84%
1953
+3.13%
 -3.22%
+2.19%
 -3.70%
1952
+1.89%
 -1.78%
+1.89%
 -1.78%
1951
+0.86%
 -2.30%
-0.56%
 -2.77%
1950
+0.64%
 -0.57%
-1.39%
 -1.65%
1949
+1.78%
 -0.59%
+4.92%
 -0.12%
1948
+1.42%
 -1.05%
+2.72%
 -0.72%
1947
+0.92%
 -2.20%
-1.38%
 -2.99%
1946
+1.08%
 -1.41%
+0.36%
 -1.88%
1945
+1.48%
 -1.32%
+5.77%
 -0.94%
1944
+1.18%
 -0.02%
+2.27%
 0.00%
1943
+1.50%
 -0.18%
+1.98%
 -0.10%
1942
+0.68%
 -0.54%
+1.78%
 -0.45%
1941
+1.27%
 -2.13%
+2.73%
 -1.73%
1940
+1.39%
 -2.60%
+6.10%
 -1.80%
1939
+1.07%
 -5.48%
+4.02%
 -4.74%
1938
+1.99%
 -0.69%
+4.38%
 -0.49%
1937
+1.03%
 -2.45%
+1.27%
 -2.41%
1936
+1.50%
 -0.55%
+5.37%
 -0.04%
1935
+1.47%
 -1.55%
+4.30%
 -1.07%
1934
+2.79%
 -2.78%
+7.94%
 -1.90%
1933
+2.19%
 -1.93%
+1.81%
 -2.00%
1932
+7.56%
 -2.47%
+8.90%
 -2.36%
1931
+0.73%
 -3.80%
-2.56%
 -4.95%
1930
+6.97%
 -0.19%
+4.57%
 -0.39%
1929
+5.72%
 -1.18%
+4.44%
 -1.50%
1928
+1.69%
 -0.99%
+0.97%
 -1.23%
1927
+4.50%
 -0.24%
+6.82%
 0.00%
1926
+4.11%
 0.00%
+5.82%
 0.00%
1925
+2.67%
 -0.39%
+5.31%
 -0.17%
1924
+6.21%
 -0.28%
+7.49%
 -0.16%
1923
+4.19%
 -0.04%
+4.19%
 -0.04%
1922
+5.01%
 -0.83%
+5.64%
 -0.73%
1921
+10.90%
 -0.13%
+13.13%
 0.00%
1920
+3.48%
 -2.56%
+1.43%
 -3.24%
1919
+4.03%
 -0.44%
+2.57%
 -0.68%
1918
+5.30%
 -1.21%
+4.60%
 -1.27%
1917
+1.41%
 -2.82%
-2.28%
 -4.06%
1916
+2.74%
 -1.04%
+3.78%
 -0.86%
1915
+4.96%
 -0.84%
+4.51%
 -0.88%
1914
+6.28%
 -0.11%
+1.79%
 -0.80%
1913
+5.55%
 -1.77%
+1.68%
 -2.83%
1912
+2.47%
 -0.28%
+4.01%
 -0.15%
1911
+4.07%
 -0.98%
+1.86%
 -1.26%
1910
+5.48%
 -0.14%
+2.84%
 -0.36%
1909
+1.92%
 -1.26%
-0.85%
 -2.48%
1908
+9.95%
 -0.29%
+5.53%
 -0.75%
1907
+3.64%
 -2.55%
-6.38%
 -7.33%
1906
+3.56%
 -0.95%
+3.21%
 -1.01%
1905
+1.88%
 -2.63%
+2.69%
 -2.49%
1904
+5.91%
 -0.23%
+0.53%
 -0.68%
1903
+4.86%
 -0.97%
+2.04%
 -1.21%
1902
+2.84%
 -4.27%
-0.08%
 -4.81%
1901
+3.29%
 -0.93%
+4.10%
 -0.79%
1900
+4.69%
 -1.49%
+6.14%
 -1.37%
1899
+0.71%
 -2.07%
+7.64%
 -0.37%
1898
+4.33%
 -5.89%
+2.65%
 -6.31%
1897
+5.09%
 -1.21%
+11.31%
 -0.69%
1896
+5.63%
 -3.14%
+2.95%
 -4.43%
1895
+0.51%
 -6.30%
+7.80%
 -4.07%
1894
+4.70%
 -0.88%
+4.33%
 -0.91%
1893
+7.87%
 -1.42%
+3.79%
 -2.27%
1892
+2.61%
 -1.05%
+0.66%
 -1.54%
1891
+7.10%
 -3.00%
-0.82%
 -3.77%
1890
+4.12%
 -1.66%
-0.41%
 -2.94%
1889
+2.86%
 -0.59%
+2.36%
 -0.75%
1888
+5.99%
 -1.05%
+5.24%
 -1.11%
1887
+4.76%
 -1.43%
+0.62%
 -2.47%
1886
+1.93%
 -1.13%
+7.20%
 -0.14%
1885
+5.08%
 -0.62%
+4.15%
 -0.70%
1884
+5.22%
 -2.28%
+2.46%
 -2.98%
1883
+6.19%
 -0.73%
+6.44%
 -0.71%
1882
+4.72%
 -0.75%
+5.46%
 -0.63%
1881
+3.98%
 -2.21%
+8.87%
 -1.40%
1880
+5.33%
 -2.00%
+12.45%
 -0.82%
1879
+3.34%
 -1.47%
+7.32%
 -0.63%
1878
+6.40%
 -0.62%
+2.37%
 -1.30%
1877
+3.90%
 -1.63%
-2.01%
 -3.27%
1876
+6.37%
 -2.37%
-2.30%
 -4.98%
1875
+4.78%
 -3.58%
+4.92%
 -3.56%
1874
+13.66%
 -2.39%
+6.58%
 -3.03%
1873
+8.61%
 -4.40%
+5.59%
 -5.41%
1872
+5.34%
 -2.72%
+6.04%
 -2.60%
1871
+3.70%
 -1.77%
+10.11%
 -1.22%