Last Update: 30 April 2022
The Short Term Treasury Portfolio obtained a 3.34% compound annual return, with a 1.83% standard deviation, in the last 30 Years.
The All Country World 20/80 Portfolio obtained a 6.32% compound annual return, with a 5.22% standard deviation, in the last 30 Years.
Summary
| Short Term Treasury Portfolio | All Country World 20/80 Portfolio | ||
|---|---|---|---|
| Risk | Low | Low | |
| Asset Allocation | Stocks | 0% | 20% |
| Fixed Income | 100% | 80% | |
| Commodities | 0% | 0% | |
| 30 Years Stats | Return | +3.34% | +6.32% |
| Std Dev | 1.83% | 5.22% | |
| Max Drawdown | -3.71% | -14.04% | |
Last Update: 30 April 2022
Historical Returns as of Apr 30, 2022
Comparison period starts from January 1992
| 1M | 6M | 1Y | 5Y(*) | 10Y(*) | 30Y(*) | MAX(*) | |
|---|---|---|---|---|---|---|---|
| Short Term Treasury Portfolio | -0.50 | -3.25 | -3.65 | +0.78 | +0.64 | +3.34 | +3.32 |
| All Country World 20/80 Portfolio | -4.84 | -10.20 | -8.46 | +2.83 | +3.67 | +6.32 | +6.17 |
Capital Growth as of Apr 30, 2022
Short Term Treasury Portfolio: an investment of 1000$, since May 1992, now would be worth 2678.67$, with a total return of 167.87% (3.34% annualized).
All Country World 20/80 Portfolio: an investment of 1000$, since May 1992, now would be worth 6284.74$, with a total return of 528.47% (6.32% annualized).
Short Term Treasury Portfolio: an investment of 1000$, since January 1992, now would be worth 2691.59$, with a total return of 169.16% (3.32% annualized).
All Country World 20/80 Portfolio: an investment of 1000$, since January 1992, now would be worth 6140.84$, with a total return of 514.08% (6.17% annualized).
Drawdowns
Drawdown comparison chart since April 1992.
Short Term Treasury Portfolio |
All Country World 20/80 Portfolio |
||||
|---|---|---|---|---|---|
| Drawdown | Start | Bottom | Drawdown | Start | Bottom |
| -14.04% | May 2008 | Oct 2008 | |||
| -10.99% | Sep 2021 | Apr 2022 | |||
| -6.55% | Feb 2020 | Mar 2020 | |||
| -6.27% | Feb 1994 | Jun 1994 | |||
| -4.73% | Aug 1998 | Aug 1998 | |||
| -4.30% | May 2013 | Jun 2013 | |||
| -3.71% | Jun 2021 | Apr 2022 | |||
| -3.57% | Jun 2002 | Jul 2002 | |||
| -3.05% | May 2015 | Sep 2015 | |||
| -2.99% | Oct 2016 | Nov 2016 | |||
| -2.82% | Apr 2004 | May 2004 | |||
| -2.77% | Feb 2018 | Oct 2018 | |||
| -2.61% | Aug 2011 | Sep 2011 | |||
| -2.31% | May 1999 | May 1999 | |||
| -2.23% | Feb 1994 | Apr 1994 | |||
| -2.14% | Dec 1996 | Mar 1997 | |||
| -1.99% | Apr 2000 | May 2000 | |||
| -1.93% | Jul 2003 | Jul 2003 | |||
| -1.93% | Aug 1997 | Aug 1997 | |||
| -1.73% | May 2012 | May 2012 | |||
Drawdown comparison chart since January 1992.
Short Term Treasury Portfolio |
All Country World 20/80 Portfolio |
||||
|---|---|---|---|---|---|
| Drawdown | Start | Bottom | Drawdown | Start | Bottom |
| -14.04% | May 2008 | Oct 2008 | |||
| -10.99% | Sep 2021 | Apr 2022 | |||
| -6.55% | Feb 2020 | Mar 2020 | |||
| -6.27% | Feb 1994 | Jun 1994 | |||
| -4.73% | Aug 1998 | Aug 1998 | |||
| -4.30% | May 2013 | Jun 2013 | |||
| -3.71% | Jun 2021 | Apr 2022 | |||
| -3.57% | Jun 2002 | Jul 2002 | |||
| -3.05% | May 2015 | Sep 2015 | |||
| -2.99% | Oct 2016 | Nov 2016 | |||
| -2.92% | Jan 1992 | Mar 1992 | |||
| -2.82% | Apr 2004 | May 2004 | |||
| -2.77% | Feb 2018 | Oct 2018 | |||
| -2.61% | Aug 2011 | Sep 2011 | |||
| -2.31% | May 1999 | May 1999 | |||
| -2.23% | Feb 1994 | Apr 1994 | |||
| -2.14% | Dec 1996 | Mar 1997 | |||
| -1.99% | Apr 2000 | May 2000 | |||
| -1.93% | Jul 2003 | Jul 2003 | |||
| -1.93% | Aug 1997 | Aug 1997 | |||
Yearly Returns
Yearly return comparison. Common historical serie start from January 1992.
| Year | Short Term Treasury Portfolio | All Country World 20/80 Portfolio |
|---|---|---|
| 2022 |
-2.99% | -10.49% |
| 2021 |
-0.72% | +2.00% |
| 2020 |
+3.03% | +8.36% |
| 2019 |
+3.38% | +12.96% |
| 2018 |
+1.46% | -1.87% |
| 2017 |
+0.26% | +8.23% |
| 2016 |
+0.82% | +5.12% |
| 2015 |
+0.43% | +0.31% |
| 2014 |
+0.45% | +6.24% |
| 2013 |
+0.21% | +2.59% |
| 2012 |
+0.28% | +9.39% |
| 2011 |
+1.44% | +4.99% |
| 2010 |
+2.28% | +8.78% |
| 2009 |
+0.35% | +14.11% |
| 2008 |
+6.62% | -6.88% |
| 2007 |
+7.35% | +6.77% |
| 2006 |
+3.89% | +7.46% |
| 2005 |
+1.53% | +5.53% |
| 2004 |
+0.66% | +7.53% |
| 2003 |
+2.22% | +12.92% |
| 2002 |
+8.02% | +3.34% |
| 2001 |
+7.80% | +6.33% |
| 2000 |
+8.83% | +5.87% |
| 1999 |
+1.85% | +7.97% |
| 1998 |
+7.36% | +10.80% |
| 1997 |
+6.51% | +7.03% |
| 1996 |
+4.39% | +9.34% |
| 1995 |
+12.11% | +19.70% |
| 1994 |
-0.48% | -3.54% |
| 1993 |
+6.31% | +15.69% |
| 1992 |
+6.75% | +6.02% |