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 US Inflation Protection Portfolio obtained a 6.11% compound annual return, with a 5.88% 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 | +3.34% | +6.11% |
| Std Dev | 1.83% | 5.88% | |
| Max Drawdown | -3.71% | -11.79% | |
Last Update: 30 April 2022
Historical Returns as of Apr 30, 2022
Comparison period starts from June 1991
| 1M | 6M | 1Y | 5Y(*) | 10Y(*) | 30Y(*) | MAX(*) | |
|---|---|---|---|---|---|---|---|
| Short Term Treasury Portfolio | -0.50 | -3.25 | -3.65 | +0.78 | +0.64 | +3.34 | +3.49 |
| US Inflation Protection Portfolio | -2.18 | -3.98 | +0.47 | +3.71 | +2.12 | +6.11 | +6.27 |
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).
US Inflation Protection Portfolio: an investment of 1000$, since May 1992, now would be worth 5927.93$, with a total return of 492.79% (6.11% annualized).
Short Term Treasury Portfolio: an investment of 1000$, since June 1991, now would be worth 2889.86$, with a total return of 188.99% (3.49% annualized).
US Inflation Protection Portfolio: an investment of 1000$, since June 1991, now would be worth 6553.39$, with a total return of 555.34% (6.27% annualized).
Drawdowns
Drawdown comparison chart since April 1992.
Short Term Treasury Portfolio |
US Inflation Protection Portfolio |
||||
|---|---|---|---|---|---|
| Drawdown | Start | Bottom | Drawdown | Start | Bottom |
| -11.79% | Sep 2008 | Oct 2008 | |||
| -10.68% | Feb 1994 | Oct 1994 | |||
| -9.24% | Dec 2012 | Dec 2013 | |||
| -6.47% | Feb 1996 | May 1996 | |||
| -5.32% | Feb 1999 | Dec 1999 | |||
| -5.32% | Jun 2003 | Jul 2003 | |||
| -5.19% | Jan 2022 | Apr 2022 | |||
| -4.82% | Apr 2004 | Apr 2004 | |||
| -4.37% | Dec 1996 | Mar 1997 | |||
| -3.71% | Jun 2021 | Apr 2022 | |||
| -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 | |||
| -2.41% | Oct 1992 | Oct 1992 | |||
| -2.30% | Dec 2006 | Dec 2006 | |||
| -2.23% | Feb 1994 | Apr 1994 | |||
| -2.09% | Dec 2009 | Dec 2009 | |||
| -1.95% | Feb 2021 | Mar 2021 | |||
Drawdown comparison chart since June 1991.
Short Term Treasury Portfolio |
US Inflation Protection Portfolio |
||||
|---|---|---|---|---|---|
| Drawdown | Start | Bottom | Drawdown | Start | Bottom |
| -11.79% | Sep 2008 | Oct 2008 | |||
| -10.68% | Feb 1994 | Oct 1994 | |||
| -9.24% | Dec 2012 | Dec 2013 | |||
| -6.47% | Feb 1996 | May 1996 | |||
| -5.32% | Feb 1999 | Dec 1999 | |||
| -5.32% | Jun 2003 | Jul 2003 | |||
| -5.19% | Jan 2022 | Apr 2022 | |||
| -4.82% | Apr 2004 | Apr 2004 | |||
| -4.37% | Dec 1996 | Mar 1997 | |||
| -3.82% | Jan 1992 | Apr 1992 | |||
| -3.71% | Jun 2021 | Apr 2022 | |||
| -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 | |||
| -2.41% | Oct 1992 | Oct 1992 | |||
| -2.30% | Dec 2006 | Dec 2006 | |||
| -2.23% | Feb 1994 | Apr 1994 | |||
| -2.09% | Dec 2009 | Dec 2009 | |||
Yearly Returns
Yearly return comparison. Common historical serie start from June 1991.
| Year | Short Term Treasury Portfolio | US Inflation Protection Portfolio |
|---|---|---|
| 2022 |
-2.99% | -5.19% |
| 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% |