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 Stocks/Bonds 20/80 Portfolio obtained a 5.78% compound annual return, with a 4.65% standard deviation, in the last 30 Years.
Summary
| US Inflation Protection Portfolio | Stocks/Bonds 20/80 Portfolio | ||
|---|---|---|---|
| Risk | Low | Low | |
| Asset Allocation | Stocks | 0% | 20% |
| Fixed Income | 100% | 80% | |
| Commodities | 0% | 0% | |
| 30 Years Stats | Return | +5.52% | +5.78% |
| Std Dev | 6.08% | 4.65% | |
| Max Drawdown | -14.74% | -16.57% | |
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 |
| Stocks/Bonds 20/80 Portfolio | +3.96 | -3.23 | -12.26 | +2.36 | +3.48 | +5.78 | +7.05 |
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).
Stocks/Bonds 20/80 Portfolio: an investment of 1000$, since December 1992, now would be worth 5391.66$, with a total return of 439.17% (5.78% 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).
Stocks/Bonds 20/80 Portfolio: an investment of 1000$, since January 1985, now would be worth 13248.92$, with a total return of 1224.89% (7.05% annualized).
Drawdowns
Drawdown comparison chart since November 1992.
US Inflation Protection Portfolio |
Stocks/Bonds 20/80 Portfolio |
||||
|---|---|---|---|---|---|
| Drawdown | Start | Bottom | Drawdown | Start | Bottom |
| -16.57% | Jan 2022 | Sep 2022 | |||
| -14.74% | Jan 2022 | Sep 2022 | |||
| -11.79% | Sep 2008 | Oct 2008 | |||
| -10.68% | Feb 1994 | Oct 1994 | |||
| -9.24% | Dec 2012 | Dec 2013 | |||
| -8.42% | May 2008 | Oct 2008 | |||
| -6.47% | Feb 1996 | May 1996 | |||
| -5.50% | Feb 1994 | Jun 1994 | |||
| -5.32% | Feb 1999 | Dec 1999 | |||
| -5.32% | Jun 2003 | Jul 2003 | |||
| -4.82% | Apr 2004 | Apr 2004 | |||
| -4.37% | Dec 1996 | Mar 1997 | |||
| -3.92% | Feb 2020 | Mar 2020 | |||
| -3.37% | Nov 2001 | Dec 2001 | |||
| -3.05% | Nov 2010 | Dec 2010 | |||
| -2.75% | Oct 2002 | Oct 2002 | |||
| -2.67% | Sep 2018 | Oct 2018 | |||
| -2.60% | Sep 2005 | Apr 2006 | |||
| -2.58% | Apr 2004 | May 2004 | |||
| -2.56% | May 2013 | Jun 2013 | |||
Drawdown comparison chart since January 1985.
US Inflation Protection Portfolio |
Stocks/Bonds 20/80 Portfolio |
||||
|---|---|---|---|---|---|
| Drawdown | Start | Bottom | Drawdown | Start | Bottom |
| -16.57% | Jan 2022 | Sep 2022 | |||
| -14.74% | Jan 2022 | Sep 2022 | |||
| -11.79% | Sep 2008 | Oct 2008 | |||
| -10.68% | Feb 1994 | Oct 1994 | |||
| -9.45% | Mar 1987 | Sep 1987 | |||
| -9.24% | Dec 2012 | Dec 2013 | |||
| -8.42% | May 2008 | Oct 2008 | |||
| -6.47% | Feb 1996 | May 1996 | |||
| -6.14% | Sep 1987 | Nov 1987 | |||
| -5.50% | Feb 1994 | Jun 1994 | |||
| -5.32% | Feb 1999 | Dec 1999 | |||
| -5.32% | Jun 2003 | Jul 2003 | |||
| -4.82% | Apr 2004 | Apr 2004 | |||
| -4.70% | Mar 1988 | May 1988 | |||
| -4.42% | Dec 1989 | Apr 1990 | |||
| -4.37% | Dec 1996 | Mar 1997 | |||
| -4.18% | May 1986 | May 1986 | |||
| -3.92% | Feb 2020 | Mar 2020 | |||
| -3.82% | Jan 1992 | Apr 1992 | |||
| -3.65% | Feb 1985 | Feb 1985 | |||
Yearly Returns
Yearly return comparison. Common historical serie start from January 1985.
| Year | US Inflation Protection Portfolio | Stocks/Bonds 20/80 Portfolio |
|---|---|---|
| 2022 |
-11.94% | -12.83% |
| 2021 |
+5.67% | +3.64% |
| 2020 |
+10.84% | +10.38% |
| 2019 |
+8.35% | +13.20% |
| 2018 |
-1.42% | -1.13% |
| 2017 |
+2.92% | +7.10% |
| 2016 |
+4.68% | +4.58% |
| 2015 |
-1.75% | +0.52% |
| 2014 |
+3.59% | +7.16% |
| 2013 |
-8.49% | +5.01% |
| 2012 |
+6.39% | +5.82% |
| 2011 |
+13.28% | +6.53% |
| 2010 |
+6.14% | +8.44% |
| 2009 |
+8.94% | +8.69% |
| 2008 |
+0.04% | -1.91% |
| 2007 |
+11.92% | +6.61% |
| 2006 |
+0.28% | +6.55% |
| 2005 |
+2.49% | +3.18% |
| 2004 |
+8.28% | +5.95% |
| 2003 |
+8.00% | +9.33% |
| 2002 |
+16.61% | +2.51% |
| 2001 |
+7.61% | +4.55% |
| 2000 |
+17.65% | +7.00% |
| 1999 |
-4.47% | +4.16% |
| 1998 |
+9.27% | +11.52% |
| 1997 |
+12.71% | +13.75% |
| 1996 |
+1.33% | +7.06% |
| 1995 |
+23.02% | +21.70% |
| 1994 |
-6.25% | -2.16% |
| 1993 |
+15.75% | +9.87% |
| 1992 |
+8.74% | +7.53% |
| 1991 |
+18.60% | +18.68% |
| 1990 |
+8.20% | +5.70% |
| 1989 |
+15.77% | +16.54% |
| 1988 |
+6.51% | +9.35% |
| 1987 |
-0.24% | +1.75% |
| 1986 |
+18.39% | +15.00% |
| 1985 |
+26.04% | +24.05% |