Last Update: 30 November 2022

The US Inflation Protection Portfolio obtained a 5.52% compound annual return, with a 6.08% standard deviation, in the last 30 Years.

The All Country World 20/80 Portfolio obtained a 6.04% compound annual return, with a 5.47% standard deviation, in the last 30 Years.

Summary

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US Inflation Protection Portfolio All Country World 20/80 Portfolio
Risk Low Low
Asset Allocation Stocks 0% 20%
Fixed Income 100% 80%
Commodities 0% 0%
30 Years Stats Return +5.52% +6.04%
Std Dev 6.08% 5.47%
Max Drawdown -14.74% -17.97%

Last Update: 30 November 2022

Historical Returns as of Nov 30, 2022

Comparison period starts from January 1985

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1M 6M 1Y 5Y(*) 10Y(*) 30Y(*) MAX(*)
US Inflation Protection Portfolio +1.83 -6.20 -11.59 +2.14 +0.92 +5.52 +6.88
All Country World 20/80 Portfolio +4.87 -2.89 -12.11 +1.49 +2.93 +6.04 +7.30
(*) Returns over 1 year are annualized

Capital Growth as of Nov 30, 2022

US Inflation Protection Portfolio: an investment of 1000$, since December 1992, now would be worth 5013.08$, with a total return of 401.31% (5.52% annualized).

All Country World 20/80 Portfolio: an investment of 1000$, since December 1992, now would be worth 5800.77$, with a total return of 480.08% (6.04% annualized).

US Inflation Protection Portfolio: an investment of 1000$, since January 1985, now would be worth 12473.48$, with a total return of 1147.35% (6.88% annualized).

All Country World 20/80 Portfolio: an investment of 1000$, since January 1985, now would be worth 14446.64$, with a total return of 1344.66% (7.30% annualized).

Drawdowns

Drawdown comparison chart since November 1992.

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US Inflation Protection Portfolio
All Country World 20/80 Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-17.97% Sep 2021 Sep 2022
-14.74% Jan 2022 Sep 2022
-14.04% May 2008 Oct 2008
-11.79% Sep 2008 Oct 2008
-10.68% Feb 1994 Oct 1994
-9.24% Dec 2012 Dec 2013
-6.55% Feb 2020 Mar 2020
-6.47% Feb 1996 May 1996
-6.27% Feb 1994 Jun 1994
-5.32% Feb 1999 Dec 1999
-5.32% Jun 2003 Jul 2003
-4.82% Apr 2004 Apr 2004
-4.73% Aug 1998 Aug 1998
-4.37% Dec 1996 Mar 1997
-4.30% May 2013 Jun 2013
-3.57% Jun 2002 Jul 2002
-3.37% Nov 2001 Dec 2001
-3.05% Nov 2010 Dec 2010
-3.05% May 2015 Sep 2015
-2.99% Oct 2016 Nov 2016

Drawdown comparison chart since January 1985.

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US Inflation Protection Portfolio
All Country World 20/80 Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-17.97% Sep 2021 Sep 2022
-14.74% Jan 2022 Sep 2022
-14.04% May 2008 Oct 2008
-11.79% Sep 2008 Oct 2008
-10.68% Feb 1994 Oct 1994
-9.45% Mar 1987 Sep 1987
-9.24% Dec 2012 Dec 2013
-6.55% Feb 2020 Mar 2020
-6.47% Feb 1996 May 1996
-6.27% Feb 1994 Jun 1994
-6.26% Sep 1987 Nov 1987
-5.58% Jan 1990 Apr 1990
-5.32% Feb 1999 Dec 1999
-5.32% Jun 2003 Jul 2003
-5.31% Aug 1990 Sep 1990
-4.82% Apr 2004 Apr 2004
-4.73% Aug 1998 Aug 1998
-4.70% Mar 1988 May 1988
-4.42% Dec 1989 Apr 1990
-4.37% Dec 1996 Mar 1997

Yearly Returns

Yearly return comparison. Common historical serie start from January 1985.

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Year US Inflation Protection Portfolio All Country World 20/80 Portfolio
2022
-11.94% -12.79%
2021
+5.67% +2.00%
2020
+10.84% +8.36%
2019
+8.35% +12.96%
2018
-1.42% -1.87%
2017
+2.92% +8.23%
2016
+4.68% +5.12%
2015
-1.75% +0.31%
2014
+3.59% +6.24%
2013
-8.49% +2.59%
2012
+6.39% +9.39%
2011
+13.28% +4.99%
2010
+6.14% +8.78%
2009
+8.94% +14.11%
2008
+0.04% -6.88%
2007
+11.92% +6.77%
2006
+0.28% +7.46%
2005
+2.49% +5.53%
2004
+8.28% +7.53%
2003
+8.00% +12.92%
2002
+16.61% +3.34%
2001
+7.61% +6.33%
2000
+17.65% +5.87%
1999
-4.47% +7.97%
1998
+9.27% +10.80%
1997
+12.71% +7.03%
1996
+1.33% +9.34%
1995
+23.02% +19.70%
1994
-6.25% -3.54%
1993
+15.75% +15.69%
1992
+8.74% +6.02%
1991
+18.60% +18.43%
1990
+8.20% +2.13%
1989
+15.77% +13.30%
1988
+6.51% +10.56%
1987
-0.24% +4.29%
1986
+18.39% +20.59%
1985
+26.04% +26.72%
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