Last Update: 30 June 2022

The US Inflation Protection Portfolio obtained a 5.80% compound annual return, with a 5.90% standard deviation, in the last 30 Years.

The All Country World 20/80 Portfolio obtained a 6.10% compound annual return, with a 5.26% 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 +5.80% +6.10%
Std Dev 5.90% 5.26%
Max Drawdown -11.79% -14.04%

Last Update: 30 June 2022

Historical Returns as of Jun 30, 2022

Comparison period starts from January 1992

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1M 6M 1Y 5Y(*) 10Y(*) 30Y(*) MAX(*)
US Inflation Protection Portfolio -3.11 -9.04 -5.27 +3.04 +1.57 +5.80 +5.73
All Country World 20/80 Portfolio -3.45 -13.29 -12.49 +2.00 +3.35 +6.10 +6.02
(*) Returns over 1 year are annualized

Capital Growth as of Jun 30, 2022

US Inflation Protection Portfolio: an investment of 1000$, since July 1992, now would be worth 5426.60$, with a total return of 442.66% (5.80% annualized).

All Country World 20/80 Portfolio: an investment of 1000$, since July 1992, now would be worth 5907.30$, with a total return of 490.73% (6.10% annualized).

US Inflation Protection Portfolio: an investment of 1000$, since January 1992, now would be worth 5470.15$, with a total return of 447.01% (5.73% annualized).

All Country World 20/80 Portfolio: an investment of 1000$, since January 1992, now would be worth 5948.66$, with a total return of 494.87% (6.02% annualized).

Drawdowns

Drawdown comparison chart since June 1992.

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US Inflation Protection Portfolio
All Country World 20/80 Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-14.04% May 2008 Oct 2008
-13.77% Sep 2021 Jun 2022
-11.79% Sep 2008 Oct 2008
-10.68% Feb 1994 Oct 1994
-9.24% Dec 2012 Dec 2013
-9.04% Jan 2022 Jun 2022
-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 1992.

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US Inflation Protection Portfolio
All Country World 20/80 Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-14.04% May 2008 Oct 2008
-13.77% Sep 2021 Jun 2022
-11.79% Sep 2008 Oct 2008
-10.68% Feb 1994 Oct 1994
-9.24% Dec 2012 Dec 2013
-9.04% Jan 2022 Jun 2022
-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
-3.82% Jan 1992 Apr 1992
-3.57% Jun 2002 Jul 2002
-3.37% Nov 2001 Dec 2001
-3.05% Nov 2010 Dec 2010
-3.05% May 2015 Sep 2015

Yearly Returns

Yearly return comparison. Common historical serie start from January 1992.

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Year US Inflation Protection Portfolio All Country World 20/80 Portfolio
2022
-9.04% -13.29%
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%
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