Short Term Treasury vs Total Bond Developed World ex-US Portfolio Comparison

Last Update: 29 February 2024

The Short Term Treasury Portfolio obtained a 3.03% compound annual return, with a 1.80% standard deviation, in the last 30 Years.

The Total Bond Developed World ex-US Portfolio obtained a 4.76% compound annual return, with a 4.56% standard deviation, in the last 30 Years.

Summary

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Short Term Treasury Portfolio Total Bond Developed World ex-US Portfolio
Portfolio Risk Low Low
Asset Allocation Stocks 0% 0%
Fixed Income 100% 100%
Commodities 0% 0%
30 Years Stats Return +3.03% +4.76%
Std Dev 1.80% 4.56%
Max Drawdown -5.36% -14.88%
All time Stats
(Since Jan 1985)
Return +4.33% +6.58%
Std Dev 2.11% 5.09%
Max Drawdown -5.36% -14.88%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1985

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1M 6M 1Y 5Y 10Y 30Y MAX
Short Term Treasury Portfolio -0.39 +2.35 +4.12 +1.03 +0.87 +3.03 +4.33
Total Bond Developed World ex-US Portfolio -0.54 +3.57 +6.68 +0.45 +2.10 +4.76 +6.58
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Short Term Treasury Portfolio: an investment of 1$, since March 1994, now would be worth 2.45$, with a total return of 144.73% (3.03% annualized).

Total Bond Developed World ex-US Portfolio: an investment of 1$, since March 1994, now would be worth 4.04$, with a total return of 303.65% (4.76% annualized).

Short Term Treasury Portfolio: an investment of 1$, since January 1985, now would be worth 5.27$, with a total return of 426.51% (4.33% annualized).

Total Bond Developed World ex-US Portfolio: an investment of 1$, since January 1985, now would be worth 12.13$, with a total return of 1113.10% (6.58% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Short Term Treasury Portfolio
Total Bond Developed World ex-US Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-14.88% Jan 2021 Sep 2022 (21) In progress (38) 9.21
-10.03% Mar 2008 Nov 2008 (9) Jul 2009 (17) 4.88
-8.31% Dec 1996 Apr 1997 (5) Sep 1998 (22) 4.42
-6.19% Mar 1994 Aug 1994 (6) May 1995 (15) 4.21
-5.36% Jun 2021 Oct 2022 (17) In progress (33) 3.03
-4.24% May 2013 Aug 2013 (4) May 2014 (13) 2.62
-3.17% May 1999 Aug 1999 (4) Mar 2000 (11) 2.19
-3.03% Oct 2016 Jan 2017 (4) Nov 2017 (14) 1.63
-2.91% Mar 2020 Mar 2020 (1) Jul 2020 (5) 1.29
-2.88% Apr 2015 Jun 2015 (3) Jan 2016 (10) 1.48
-2.34% Jun 2003 Aug 2003 (3) Jan 2004 (8) 1.35
-2.26% Nov 1998 Nov 1998 (1) Dec 1998 (2) 1.30
-1.97% Nov 2010 Dec 2010 (2) May 2011 (7) 1.12
-1.82% Jan 1996 Jan 1996 (1) Jul 1996 (7) 1.40
-1.68% Sep 2019 Dec 2019 (4) Jan 2020 (5) 0.98
-1.62% Mar 2007 Jun 2007 (4) Aug 2007 (6) 0.76
-1.51% Feb 1999 Feb 1999 (1) Apr 1999 (3) 0.87
-1.34% Mar 1994 Apr 1994 (2) Aug 1994 (6) 0.85
-1.18% Apr 2008 May 2008 (2) Sep 2008 (6) 0.68
-1.11% Feb 1996 Apr 1996 (3) Jul 1996 (6) 0.72

Drawdown comparison chart since January 1985.

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Short Term Treasury Portfolio
Total Bond Developed World ex-US Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-14.88% Jan 2021 Sep 2022 (21) In progress (38) 9.21
-10.03% Mar 2008 Nov 2008 (9) Jul 2009 (17) 4.88
-8.68% Feb 1994 Aug 1994 (7) Jul 1995 (18) 5.98
-8.31% Dec 1996 Apr 1997 (5) Sep 1998 (22) 4.42
-5.36% Jun 2021 Oct 2022 (17) In progress (33) 3.03
-4.82% Apr 1987 Sep 1987 (6) Dec 1987 (9) 2.61
-4.24% May 2013 Aug 2013 (4) May 2014 (13) 2.62
-3.70% Feb 1985 Feb 1985 (1) Apr 1985 (3) 1.85
-3.57% Dec 1989 Apr 1990 (5) Jun 1990 (7) 1.85
-3.35% May 1986 May 1986 (1) Jul 1986 (3) 1.72
-3.17% May 1999 Aug 1999 (4) Mar 2000 (11) 2.19
-3.03% Oct 2016 Jan 2017 (4) Nov 2017 (14) 1.63
-2.91% Mar 2020 Mar 2020 (1) Jul 2020 (5) 1.29
-2.88% Apr 2015 Jun 2015 (3) Jan 2016 (10) 1.48
-2.76% Aug 1990 Aug 1990 (1) Nov 1990 (4) 1.80
-2.34% Jun 2003 Aug 2003 (3) Jan 2004 (8) 1.35
-2.26% Nov 1998 Nov 1998 (1) Dec 1998 (2) 1.30
-2.23% Feb 1994 Apr 1994 (3) Jan 1995 (12) 1.33
-2.20% Jan 1992 Jan 1992 (1) May 1992 (5) 1.53
-2.18% Aug 1989 Sep 1989 (2) Nov 1989 (4) 1.30

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
-0.07%
-0.39%
-1.12%
-1.12%
2023
+3.97%
-0.99%
+8.79%
-1.89%
2022
-3.88%
-4.65%
-12.76%
-12.90%
2021
-0.72%
-0.74%
-2.28%
-2.58%
2020
+3.03%
-0.08%
+4.65%
-2.91%
2019
+3.38%
-0.13%
+7.87%
-1.68%
2018
+1.46%
-0.39%
+2.81%
-0.57%
2017
+0.26%
-0.51%
+2.40%
-0.98%
2016
+0.82%
-0.67%
+4.61%
-2.49%
2015
+0.43%
-0.55%
+1.19%
-2.88%
2014
+0.45%
-0.29%
+8.74%
-0.13%
2013
+0.21%
-0.23%
-0.81%
-4.24%
2012
+0.28%
-0.22%
+9.54%
0.00%
2011
+1.44%
-0.25%
+8.60%
-0.56%
2010
+2.28%
-0.37%
+8.53%
-1.97%
2009
+0.35%
-0.84%
+15.30%
-0.78%
2008
+6.62%
-1.18%
-2.35%
-10.03%
2007
+7.35%
-0.07%
+4.99%
-1.62%
2006
+3.89%
0.00%
+2.94%
-0.81%
2005
+1.53%
-0.38%
+4.98%
-1.02%
2004
+0.66%
-1.09%
+6.11%
-0.89%
2003
+2.22%
-0.55%
+3.93%
-2.34%
2002
+8.02%
-0.82%
+9.29%
-1.02%
2001
+7.80%
-1.09%
+10.83%
-1.10%
2000
+8.83%
-0.22%
+9.20%
-0.42%
1999
+1.85%
-0.88%
+0.29%
-3.17%
1998
+7.36%
-0.15%
+17.11%
-2.26%
1997
+6.51%
-0.20%
-4.84%
-7.85%
1996
+4.39%
-1.11%
+4.66%
-1.82%
1995
+12.11%
0.00%
+21.23%
-0.60%
1994
-0.48%
-2.23%
-7.29%
-8.68%
1993
+6.31%
-0.45%
+16.41%
0.00%
1992
+6.75%
-1.21%
+11.90%
-2.20%
1991
+11.49%
0.00%
+21.42%
-0.43%
1990
+9.92%
-0.09%
+7.20%
-3.40%
1989
+11.48%
-0.98%
+11.10%
-2.18%
1988
+5.67%
-0.37%
+8.79%
-1.14%
1987
+4.78%
-0.99%
+3.47%
-4.82%
1986
+10.35%
-0.40%
+16.37%
-3.35%
1985
+13.83%
-0.51%
+24.95%
-3.70%