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 High Yield Bonds Income Portfolio obtained a 6.89% compound annual return, with a 8.64% standard deviation, in the last 30 Years.
Summary
| US Inflation Protection Portfolio | High Yield Bonds Income Portfolio | ||
|---|---|---|---|
| Risk | Low | Low | |
| Asset Allocation | Stocks | 0% | 0% |
| Fixed Income | 100% | 100% | |
| Commodities | 0% | 0% | |
| 30 Years Stats | Return | +5.52% | +6.89% |
| Std Dev | 6.08% | 8.64% | |
| Max Drawdown | -14.74% | -23.97% | |
Last Update: 30 November 2022
Historical Returns as of Nov 30, 2022
Comparison period starts from January 1985
| 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 |
| High Yield Bonds Income Portfolio | +6.41 | -3.63 | -14.07 | +0.63 | +2.45 | +6.89 | +7.76 |
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).
High Yield Bonds Income Portfolio: an investment of 1000$, since December 1992, now would be worth 7377.24$, with a total return of 637.72% (6.89% 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).
High Yield Bonds Income Portfolio: an investment of 1000$, since January 1985, now would be worth 17033.30$, with a total return of 1603.33% (7.76% annualized).
Drawdowns
Drawdown comparison chart since November 1992.
US Inflation Protection Portfolio |
High Yield Bonds Income Portfolio |
||||
|---|---|---|---|---|---|
| Drawdown | Start | Bottom | Drawdown | Start | Bottom |
| -23.97% | Nov 2007 | Oct 2008 | |||
| -21.84% | Sep 2021 | Sep 2022 | |||
| -14.74% | Jan 2022 | Sep 2022 | |||
| -11.99% | Feb 2020 | Mar 2020 | |||
| -11.79% | Sep 2008 | Oct 2008 | |||
| -10.68% | Feb 1994 | Oct 1994 | |||
| -9.24% | Dec 2012 | Dec 2013 | |||
| -8.48% | Aug 1998 | Aug 1998 | |||
| -7.79% | Mar 2015 | Jan 2016 | |||
| -7.41% | Feb 1994 | Jun 1994 | |||
| -6.71% | May 2013 | Aug 2013 | |||
| -6.70% | May 2002 | Jul 2002 | |||
| -6.47% | Feb 1996 | May 1996 | |||
| -5.32% | Feb 1999 | Dec 1999 | |||
| -5.32% | Jun 2003 | Jul 2003 | |||
| -4.82% | Apr 2004 | Apr 2004 | |||
| -4.56% | Apr 2004 | May 2004 | |||
| -4.53% | Jan 2018 | Dec 2018 | |||
| -4.40% | Aug 2011 | Sep 2011 | |||
| -4.37% | Dec 1996 | Mar 1997 | |||
Drawdown comparison chart since January 1985.
US Inflation Protection Portfolio |
High Yield Bonds Income Portfolio |
||||
|---|---|---|---|---|---|
| Drawdown | Start | Bottom | Drawdown | Start | Bottom |
| -23.97% | Nov 2007 | Oct 2008 | |||
| -21.84% | Sep 2021 | Sep 2022 | |||
| -14.74% | Jan 2022 | Sep 2022 | |||
| -11.99% | Feb 2020 | Mar 2020 | |||
| -11.79% | Sep 2008 | Oct 2008 | |||
| -10.68% | Feb 1994 | Oct 1994 | |||
| -9.45% | Mar 1987 | Sep 1987 | |||
| -9.24% | Dec 2012 | Dec 2013 | |||
| -8.48% | Aug 1998 | Aug 1998 | |||
| -7.89% | Aug 1990 | Sep 1990 | |||
| -7.79% | Mar 2015 | Jan 2016 | |||
| -7.63% | Mar 1987 | Oct 1987 | |||
| -7.41% | Feb 1994 | Jun 1994 | |||
| -6.71% | May 2013 | Aug 2013 | |||
| -6.70% | May 2002 | Jul 2002 | |||
| -6.47% | Feb 1996 | May 1996 | |||
| -5.32% | Feb 1999 | Dec 1999 | |||
| -5.32% | Jun 2003 | Jul 2003 | |||
| -4.82% | Apr 2004 | Apr 2004 | |||
| -4.70% | Mar 1988 | May 1988 | |||
Yearly Returns
Yearly return comparison. Common historical serie start from January 1985.
| Year | US Inflation Protection Portfolio | High Yield Bonds Income Portfolio |
|---|---|---|
| 2022 |
-11.94% | -15.35% |
| 2021 |
+5.67% | +0.88% |
| 2020 |
+10.84% | +7.08% |
| 2019 |
+8.35% | +16.98% |
| 2018 |
-1.42% | -4.53% |
| 2017 |
+2.92% | +8.78% |
| 2016 |
+4.68% | +12.01% |
| 2015 |
-1.75% | -3.94% |
| 2014 |
+3.59% | +6.28% |
| 2013 |
-8.49% | -0.40% |
| 2012 |
+6.39% | +12.61% |
| 2011 |
+13.28% | +9.07% |
| 2010 |
+6.14% | +11.52% |
| 2009 |
+8.94% | +23.52% |
| 2008 |
+0.04% | -10.54% |
| 2007 |
+11.92% | +3.36% |
| 2006 |
+0.28% | +7.28% |
| 2005 |
+2.49% | +5.61% |
| 2004 |
+8.28% | +9.55% |
| 2003 |
+8.00% | +18.30% |
| 2002 |
+16.61% | +7.38% |
| 2001 |
+7.61% | +10.89% |
| 2000 |
+17.65% | +6.15% |
| 1999 |
-4.47% | +6.34% |
| 1998 |
+9.27% | +2.17% |
| 1997 |
+12.71% | +13.61% |
| 1996 |
+1.33% | +14.28% |
| 1995 |
+23.02% | +22.64% |
| 1994 |
-6.25% | -4.27% |
| 1993 |
+15.75% | +18.58% |
| 1992 |
+8.74% | +12.00% |
| 1991 |
+18.60% | +25.88% |
| 1990 |
+8.20% | -0.59% |
| 1989 |
+15.77% | +8.29% |
| 1988 |
+6.51% | +11.12% |
| 1987 |
-0.24% | +0.07% |
| 1986 |
+18.39% | +15.01% |
| 1985 |
+26.04% | +21.64% |