Short Term Treasury vs US Inflation Protection 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 US Inflation Protection Portfolio obtained a 5.16% compound annual return, with a 5.95% standard deviation, in the last 30 Years.

Summary

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Short Term Treasury 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 +3.07% +5.16%
Std Dev 1.79% 5.95%
Max Drawdown -5.36% -14.76%
All time Stats
(Since Jan 1985)		 Return +4.33% +6.69%
Std Dev 2.11% 6.62%
Max Drawdown -5.36% -14.76%
Last Update: 31 March 2024

Historical Returns as of Mar 31, 2024

Comparison period starts from January 1985

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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 +4.33
US Inflation Protection Portfolio +0.65 +4.44 -0.38 +1.96 +1.89 +5.16 +6.69
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).

US Inflation Protection Portfolio: an investment of 1$, since April 1994, now would be worth 4.52$, with a total return of 352.05% (5.16% annualized).

Short Term Treasury Portfolio: an investment of 1$, since January 1985, now would be worth 5.28$, with a total return of 428.32% (4.33% annualized).

US Inflation Protection Portfolio: an investment of 1$, since January 1985, now would be worth 12.70$, with a total return of 1170.17% (6.69% annualized).

Drawdowns

Drawdown comparison chart since April 1994.

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Short Term Treasury 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
-14.76% Jan 2022 Oct 2023 (22) In progress (27) 10.39
-11.79% Sep 2008 Oct 2008 (2) Sep 2009 (13) 5.42
-9.24% Dec 2012 Dec 2013 (13) Mar 2019 (76) 4.32
-6.47% Feb 1996 May 1996 (4) Oct 1996 (9) 4.44
-5.36% Jun 2021 Oct 2022 (17) In progress (34) 2.99
-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
-4.37% Dec 1996 Mar 1997 (4) Jun 1997 (7) 2.17
-3.50% Aug 1994 Oct 1994 (3) Jan 1995 (6) 2.15
-3.37% Nov 2001 Dec 2001 (2) Apr 2002 (6) 2.07
-3.05% Nov 2010 Dec 2010 (2) Apr 2011 (6) 2.01
-2.75% Oct 2002 Oct 2002 (1) Dec 2002 (3) 1.95
-2.75% Apr 1994 Jun 1994 (3) Jul 1994 (4) 1.75
-2.60% Sep 2005 Apr 2006 (8) Aug 2006 (12) 1.40
-2.47% Jul 2005 Jul 2005 (1) Aug 2005 (2) 1.42
-2.30% Dec 2006 Dec 2006 (1) Mar 2007 (4) 1.39
-2.09% Dec 2009 Dec 2009 (1) Apr 2010 (5) 1.41
-1.95% Feb 2021 Mar 2021 (2) May 2021 (4) 1.18
-1.94% Mar 2003 Apr 2003 (2) May 2003 (3) 1.26

Drawdown comparison chart since January 1985.

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Short Term Treasury 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
-14.76% Jan 2022 Oct 2023 (22) In progress (27) 10.39
-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
-6.47% Feb 1996 May 1996 (4) Oct 1996 (9) 4.44
-5.36% Jun 2021 Oct 2022 (17) In progress (34) 2.99
-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
-4.42% Dec 1989 Apr 1990 (5) Jun 1990 (7) 2.28
-4.37% Dec 1996 Mar 1997 (4) Jun 1997 (7) 2.17
-4.18% May 1986 May 1986 (1) Jun 1986 (2) 2.41
-3.82% Jan 1992 Apr 1992 (4) Jun 1992 (6) 2.47
-3.65% Feb 1985 Feb 1985 (1) Apr 1985 (3) 1.98
-3.37% Nov 2001 Dec 2001 (2) Apr 2002 (6) 2.07
-3.16% Sep 1986 Sep 1986 (1) Jan 1987 (5) 1.54
-3.05% Nov 2010 Dec 2010 (2) Apr 2011 (6) 2.01
-2.75% Oct 2002 Oct 2002 (1) Dec 2002 (3) 1.95

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%
-0.07%
 -1.05%
2023
+3.97%
 -0.99%
+3.27%
 -5.35%
2022
-3.88%
 -4.65%
-13.10%
 -14.74%
2021
-0.72%
 -0.74%
+5.67%
 -1.95%
2020
+3.03%
 -0.08%
+10.84%
 -1.76%
2019
+3.38%
 -0.13%
+8.35%
 -1.14%
2018
+1.46%
 -0.39%
-1.42%
 -2.47%
2017
+0.26%
 -0.51%
+2.92%
 -0.91%
2016
+0.82%
 -0.67%
+4.68%
 -2.64%
2015
+0.43%
 -0.55%
-1.75%
 -4.83%
2014
+0.45%
 -0.29%
+3.59%
 -2.59%
2013
+0.21%
 -0.23%
-8.49%
 -9.10%
2012
+0.28%
 -0.22%
+6.39%
 -1.43%
2011
+1.44%
 -0.25%
+13.28%
 -0.01%
2010
+2.28%
 -0.37%
+6.14%
 -3.05%
2009
+0.35%
 -0.84%
+8.94%
 -2.24%
2008
+6.62%
 -1.18%
+0.04%
 -11.79%
2007
+7.35%
 -0.07%
+11.92%
 -1.52%
2006
+3.89%
 0.00%
+0.28%
 -2.37%
2005
+1.53%
 -0.38%
+2.49%
 -2.47%
2004
+0.66%
 -1.09%
+8.28%
 -4.82%
2003
+2.22%
 -0.55%
+8.00%
 -5.32%
2002
+8.02%
 -0.82%
+16.61%
 -2.75%
2001
+7.80%
 -1.09%
+7.61%
 -3.37%
2000
+8.83%
 -0.22%
+17.65%
 -0.84%
1999
+1.85%
 -0.88%
-4.47%
 -5.32%
1998
+7.36%
 -0.15%
+9.27%
 -0.76%
1997
+6.51%
 -0.20%
+12.71%
 -2.48%
1996
+4.39%
 -1.11%
+1.33%
 -6.47%
1995
+12.11%
 0.00%
+23.02%
 -0.42%
1994
-0.48%
 -2.23%
-6.25%
 -10.68%
1993
+6.31%
 -0.45%
+15.75%
 -1.45%
1992
+6.75%
 -1.21%
+8.74%
 -3.82%
1991
+11.49%
 0.00%
+18.60%
 -0.30%
1990
+9.92%
 -0.09%
+8.20%
 -4.32%
1989
+11.48%
 -0.98%
+15.77%
 -2.48%
1988
+5.67%
 -0.37%
+6.51%
 -4.70%
1987
+4.78%
 -0.99%
-0.24%
 -9.45%
1986
+10.35%
 -0.40%
+18.39%
 -4.18%
1985
+13.83%
 -0.51%
+26.04%
 -3.65%