Last Update: 31 March 2023
The Short Term Treasury Portfolio obtained a 3.05% compound annual return, with a 1.81% standard deviation, in the last 30 Years.
The US Inflation Protection Portfolio obtained a 5.30% compound annual return, with a 6.07% standard deviation, in the last 30 Years.
Summary
| Short Term Treasury Portfolio | US Inflation Protection Portfolio | ||
|---|---|---|---|
| Risk | Low | Low | |
| Asset Allocation | Stocks | 0% | 0% |
| Fixed Income | 100% | 100% | |
| Commodities | 0% | 0% | |
| 30 Years Stats | Return | +3.05% | +5.30% |
| Std Dev | 1.81% | 6.07% | |
| Max Drawdown | -5.36% | -14.74% | |
Last Update: 31 March 2023
Historical Returns as of Mar 31, 2023
Comparison period starts from January 1985
| 1M | 6M | 1Y | 5Y(*) | 10Y(*) | 30Y(*) | MAX(*) | |
|---|---|---|---|---|---|---|---|
| Short Term Treasury Portfolio | +1.65 | +2.12 | -0.01 | +0.93 | +0.66 | +3.05 | +4.37 |
| US Inflation Protection Portfolio | +2.86 | +5.57 | -7.14 | +2.58 | +1.24 | +5.30 | +6.88 |
Capital Growth as of Mar 31, 2023
Short Term Treasury Portfolio: an investment of 1000$, since April 1993, now would be worth 2461.59$, with a total return of 146.16% (3.05% annualized).
US Inflation Protection Portfolio: an investment of 1000$, since April 1993, now would be worth 4707.48$, with a total return of 370.75% (5.30% annualized).
Short Term Treasury Portfolio: an investment of 1000$, since January 1985, now would be worth 5139.91$, with a total return of 413.99% (4.37% annualized).
US Inflation Protection Portfolio: an investment of 1000$, since January 1985, now would be worth 12749.60$, with a total return of 1174.96% (6.88% annualized).
Drawdowns
Drawdown comparison chart since March 1993.
Short Term Treasury Portfolio |
US Inflation Protection Portfolio |
||||
|---|---|---|---|---|---|
| Drawdown | Start | Bottom | Drawdown | Start | Bottom |
| -14.74% | Jan 2022 | Sep 2022 | |||
| -11.79% | Sep 2008 | Oct 2008 | |||
| -10.68% | Feb 1994 | Oct 1994 | |||
| -9.24% | Dec 2012 | Dec 2013 | |||
| -6.47% | Feb 1996 | May 1996 | |||
| -5.36% | Jun 2021 | Oct 2022 | |||
| -5.32% | Feb 1999 | Dec 1999 | |||
| -5.32% | Jun 2003 | Jul 2003 | |||
| -4.82% | Apr 2004 | Apr 2004 | |||
| -4.37% | Dec 1996 | Mar 1997 | |||
| -3.37% | Nov 2001 | Dec 2001 | |||
| -3.05% | Nov 2010 | Dec 2010 | |||
| -2.75% | Oct 2002 | Oct 2002 | |||
| -2.60% | Sep 2005 | Apr 2006 | |||
| -2.47% | Jul 2005 | Jul 2005 | |||
| -2.30% | Dec 2006 | Dec 2006 | |||
| -2.23% | Feb 1994 | Apr 1994 | |||
| -2.09% | Dec 2009 | Dec 2009 | |||
| -1.95% | Feb 2021 | Mar 2021 | |||
| -1.94% | Mar 2003 | Apr 2003 | |||
Drawdown comparison chart since January 1985.
Short Term Treasury Portfolio |
US Inflation Protection Portfolio |
||||
|---|---|---|---|---|---|
| Drawdown | Start | Bottom | Drawdown | Start | Bottom |
| -14.74% | Jan 2022 | Sep 2022 | |||
| -11.79% | Sep 2008 | Oct 2008 | |||
| -10.68% | Feb 1994 | Oct 1994 | |||
| -9.45% | Mar 1987 | Sep 1987 | |||
| -9.24% | Dec 2012 | Dec 2013 | |||
| -6.47% | Feb 1996 | May 1996 | |||
| -5.36% | Jun 2021 | Oct 2022 | |||
| -5.32% | Feb 1999 | Dec 1999 | |||
| -5.32% | Jun 2003 | Jul 2003 | |||
| -4.82% | Apr 2004 | Apr 2004 | |||
| -4.70% | Mar 1988 | May 1988 | |||
| -4.42% | Dec 1989 | Apr 1990 | |||
| -4.37% | Dec 1996 | Mar 1997 | |||
| -4.18% | May 1986 | May 1986 | |||
| -3.82% | Jan 1992 | Apr 1992 | |||
| -3.65% | Feb 1985 | Feb 1985 | |||
| -3.37% | Nov 2001 | Dec 2001 | |||
| -3.16% | Sep 1986 | Sep 1986 | |||
| -3.05% | Nov 2010 | Dec 2010 | |||
| -2.75% | Oct 2002 | Oct 2002 | |||
Yearly Returns
Yearly return comparison. Common historical serie start from January 1985.
| Year | Short Term Treasury Portfolio | US Inflation Protection Portfolio |
|---|---|---|
| 2023 |
+1.42% | +3.58% |
| 2022 |
-3.88% | -13.10% |
| 2021 |
-0.72% | +5.67% |
| 2020 |
+3.03% | +10.84% |
| 2019 |
+3.38% | +8.35% |
| 2018 |
+1.46% | -1.42% |
| 2017 |
+0.26% | +2.92% |
| 2016 |
+0.82% | +4.68% |
| 2015 |
+0.43% | -1.75% |
| 2014 |
+0.45% | +3.59% |
| 2013 |
+0.21% | -8.49% |
| 2012 |
+0.28% | +6.39% |
| 2011 |
+1.44% | +13.28% |
| 2010 |
+2.28% | +6.14% |
| 2009 |
+0.35% | +8.94% |
| 2008 |
+6.62% | +0.04% |
| 2007 |
+7.35% | +11.92% |
| 2006 |
+3.89% | +0.28% |
| 2005 |
+1.53% | +2.49% |
| 2004 |
+0.66% | +8.28% |
| 2003 |
+2.22% | +8.00% |
| 2002 |
+8.02% | +16.61% |
| 2001 |
+7.80% | +7.61% |
| 2000 |
+8.83% | +17.65% |
| 1999 |
+1.85% | -4.47% |
| 1998 |
+7.36% | +9.27% |
| 1997 |
+6.51% | +12.71% |
| 1996 |
+4.39% | +1.33% |
| 1995 |
+12.11% | +23.02% |
| 1994 |
-0.48% | -6.25% |
| 1993 |
+6.31% | +15.75% |
| 1992 |
+6.75% | +8.74% |
| 1991 |
+11.49% | +18.60% |
| 1990 |
+9.92% | +8.20% |
| 1989 |
+11.48% | +15.77% |
| 1988 |
+5.67% | +6.51% |
| 1987 |
+4.78% | -0.24% |
| 1986 |
+10.35% | +18.39% |
| 1985 |
+13.83% | +26.04% |
