Short Term Treasury vs Developed World ex-US 20/80 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 Developed World ex-US 20/80 Portfolio obtained a 5.20% compound annual return, with a 5.23% standard deviation, in the last 30 Years.

Summary

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Short Term Treasury Portfolio Developed World ex-US 20/80 Portfolio
Portfolio Risk Low Low
Asset Allocation Stocks 0% 20%
Fixed Income 100% 80%
Commodities 0% 0%
30 Years Stats Return +3.07% +5.20%
Std Dev 1.79% 5.23%
Max Drawdown -5.36% -16.80%
All time Stats
(Since Jan 1985)		 Return +4.33% +7.21%
Std Dev 2.11% 5.84%
Max Drawdown -5.36% -16.80%
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
Developed World ex-US 20/80 Portfolio +1.64 +8.65 +7.15 +1.77 +2.87 +5.20 +7.21
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).

Developed World ex-US 20/80 Portfolio: an investment of 1$, since April 1994, now would be worth 4.58$, with a total return of 358.20% (5.20% 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).

Developed World ex-US 20/80 Portfolio: an investment of 1$, since January 1985, now would be worth 15.36$, with a total return of 1435.98% (7.21% annualized).

Drawdowns

Drawdown comparison chart since April 1994.

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Short Term Treasury Portfolio
Developed World ex-US 20/80 Portfolio
Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index		 Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index
-16.80% Aug 2021 Sep 2022 (14) In progress (32) 9.42
-15.55% Mar 2008 Nov 2008 (9) Aug 2009 (18) 8.92
-7.46% Dec 1996 Apr 1997 (5) Sep 1998 (22) 3.35
-5.99% Feb 2020 Mar 2020 (2) Jul 2020 (6) 2.79
-5.36% Jun 2021 Oct 2022 (17) In progress (34) 2.99
-4.48% May 2013 Jun 2013 (2) Dec 2013 (8) 2.44
-3.06% Apr 2015 Sep 2015 (6) Mar 2016 (12) 1.67
-2.76% Oct 2016 Nov 2016 (2) Apr 2017 (7) 1.55
-2.68% Aug 2011 Sep 2011 (2) Dec 2011 (5) 1.39
-2.65% Apr 1994 Feb 1995 (11) Apr 1995 (13) 1.70
-2.07% May 1999 May 1999 (1) Oct 1999 (6) 1.32
-1.97% Aug 2018 Oct 2018 (3) Jan 2019 (6) 1.11
-1.93% May 2012 May 2012 (1) Jul 2012 (3) 0.98
-1.80% Nov 2010 Nov 2010 (1) Feb 2011 (4) 0.93
-1.64% Jan 2000 Jan 2000 (1) Mar 2000 (3) 0.82
-1.64% Feb 1999 Feb 1999 (1) Apr 1999 (3) 0.82
-1.49% Jan 2021 Feb 2021 (2) May 2021 (5) 0.78
-1.48% May 2010 May 2010 (1) Jul 2010 (3) 0.79
-1.41% May 2001 Jun 2001 (2) Jul 2001 (3) 0.74
-1.36% Jan 1996 Jan 1996 (1) Apr 1996 (4) 0.90

Drawdown comparison chart since January 1985.

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Short Term Treasury Portfolio
Developed World ex-US 20/80 Portfolio
Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index		 Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index
-16.80% Aug 2021 Sep 2022 (14) In progress (32) 9.42
-15.55% Mar 2008 Nov 2008 (9) Aug 2009 (18) 8.92
-7.46% Dec 1996 Apr 1997 (5) Sep 1998 (22) 3.35
-7.02% Jan 1990 Apr 1990 (4) Jul 1990 (7) 3.62
-6.51% Feb 1994 Feb 1995 (13) Jul 1995 (18) 4.66
-6.31% Aug 1990 Sep 1990 (2) Dec 1990 (5) 3.33
-5.99% Feb 2020 Mar 2020 (2) Jul 2020 (6) 2.79
-5.36% Jun 2021 Oct 2022 (17) In progress (34) 2.99
-4.48% May 2013 Jun 2013 (2) Dec 2013 (8) 2.44
-4.18% Jan 1992 Mar 1992 (3) Jul 1992 (7) 2.38
-3.32% May 1986 May 1986 (1) Jun 1986 (2) 1.92
-3.06% Apr 2015 Sep 2015 (6) Mar 2016 (12) 1.67
-2.76% Oct 2016 Nov 2016 (2) Apr 2017 (7) 1.55
-2.68% Aug 2011 Sep 2011 (2) Dec 2011 (5) 1.39
-2.58% Sep 1987 Oct 1987 (2) Jan 1988 (5) 1.55
-2.33% Aug 1989 Aug 1989 (1) Nov 1989 (4) 1.26
-2.26% Oct 1992 Oct 1992 (1) Dec 1992 (3) 1.33
-2.24% Feb 1985 Feb 1985 (1) Mar 1985 (2) 1.29
-2.23% Feb 1994 Apr 1994 (3) Jan 1995 (12) 1.33
-2.21% Sep 1986 Oct 1986 (2) Dec 1986 (4) 1.46

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%
+1.06%
 -0.69%
2023
+3.97%
 -0.99%
+10.62%
 -3.65%
2022
-3.88%
 -4.65%
-13.28%
 -15.82%
2021
-0.72%
 -0.74%
+0.51%
 -1.64%
2020
+3.03%
 -0.08%
+5.67%
 -5.99%
2019
+3.38%
 -0.13%
+10.82%
 -0.13%
2018
+1.46%
 -0.39%
-0.71%
 -1.97%
2017
+0.26%
 -0.51%
+7.20%
 -0.28%
2016
+0.82%
 -0.67%
+4.23%
 -2.76%
2015
+0.43%
 -0.55%
+0.88%
 -3.06%
2014
+0.45%
 -0.29%
+5.80%
 -0.91%
2013
+0.21%
 -0.23%
+3.72%
 -4.48%
2012
+0.28%
 -0.22%
+11.34%
 -1.93%
2011
+1.44%
 -0.25%
+4.42%
 -2.68%
2010
+2.28%
 -0.37%
+8.49%
 -1.80%
2009
+0.35%
 -0.84%
+17.74%
 -4.20%
2008
+6.62%
 -1.18%
-10.01%
 -15.55%
2007
+7.35%
 -0.07%
+6.22%
 -0.75%
2006
+3.89%
 0.00%
+7.61%
 -0.62%
2005
+1.53%
 -0.38%
+6.71%
 -1.16%
2004
+0.66%
 -1.09%
+8.93%
 -1.18%
2003
+2.22%
 -0.55%
+10.88%
 -0.98%
2002
+8.02%
 -0.82%
+4.31%
 -1.24%
2001
+7.80%
 -1.09%
+4.28%
 -1.41%
2000
+8.83%
 -0.22%
+4.50%
 -1.64%
1999
+1.85%
 -0.88%
+7.82%
 -2.07%
1998
+7.36%
 -0.15%
+16.99%
 -0.92%
1997
+6.51%
 -0.20%
-4.15%
 -6.74%
1996
+4.39%
 -1.11%
+4.66%
 -1.36%
1995
+12.11%
 0.00%
+17.78%
 -0.82%
1994
-0.48%
 -2.23%
-3.88%
 -6.31%
1993
+6.31%
 -0.45%
+19.11%
 -1.94%
1992
+6.75%
 -1.21%
+6.56%
 -4.18%
1991
+11.49%
 0.00%
+19.03%
 -1.69%
1990
+9.92%
 -0.09%
+0.80%
 -7.02%
1989
+11.48%
 -0.98%
+11.45%
 -2.33%
1988
+5.67%
 -0.37%
+12.16%
 -0.98%
1987
+4.78%
 -0.99%
+8.87%
 -2.58%
1986
+10.35%
 -0.40%
+25.77%
 -3.32%
1985
+13.83%
 -0.51%
+31.17%
 -2.24%