Data Source: from January 1871 to November 2023 (~153 years)
Consolidated Returns as of 30 November 2023
Live Update: Dec 01 2023
Consolidated Returns as of 30 November 2023
Live Update: Dec 01 2023
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.94%
1 Day
Dec 01 2023
0.94%
Current Month
December 2023
The 10-year Treasury Portfolio is a Low Risk portfolio and can be implemented with 1 ETF.
It's exposed for 0% on the Stock Market.
In the last 30 Years, the 10-year Treasury Portfolio obtained a 4.59% compound annual return, with a 6.81% standard deviation.
Table of contents
Asset Allocation and ETFs
The 10-year Treasury Portfolio has the following asset allocation:
0% Stocks
100% Fixed Income
0% Commodities
The 10-year Treasury Portfolio can be implemented with the following ETFs:
| Weight (%) | Ticker | Currency | ETF Name | Investment Themes |
|---|---|---|---|---|
| 100.00 |
IEF
|
USD | iShares 7-10 Year Treasury Bond | Bond, U.S., Intermediate-Term |
Most of Lazy Portfolios are made of common components (asset classes), very simple and well defined. For a more complete view, find out the most common ETFs you can use to build your portfolio.
Portfolio and ETF Returns as of Nov 30, 2023
The 10-year Treasury Portfolio guaranteed the following returns.
Returns are calculated in USD, assuming:
- no fees or capital gain taxes.
- the reinvestment of dividends.
10-YEAR TREASURY PORTFOLIO
Consolidated returns as of 30 November 2023
Live Update: Dec 01 2023
Swipe left to see all data
| Chg (%) | Return (%) | Return (%) as of Nov 30, 2023 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 Day | Time ET(*) | Dec 2023 | 1M | 6M | 1Y | 5Y | 10Y | 30Y |
MAX
(~153Y) |
|||
| 10-year Treasury Portfolio | 0.94 | 0.94 | 4.55 | -3.28 | -1.61 | 0.01 | 0.99 | 4.59 | 4.52 | |||
| US Inflation Adjusted return | 4.55 | -4.39 | -4.79 | -3.90 | -1.78 | 2.02 | 2.35 | |||||
Returns over 1 year are annualized | Available data source: since Jan 1871
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Oct 2023.
Waiting for updates, inflation of Nov 2023 is set to 0%.
Current inflation (annualized) is
1Y: 3.35%
, 5Y: 4.07%
, 10Y: 2.82%
, 30Y: 2.52%
Live update: World Markets and Indexes
In 2022, the 10-year Treasury Portfolio granted a 1.61% dividend yield. If you are interested in getting periodic income, please refer to the 10-year Treasury Portfolio: Dividend Yield page.
Capital Growth as of Nov 30, 2023
An investment of 1$, since December 1993,
now would be worth 3.85$, with a total return of 284.72% (4.59% annualized).
The Inflation Adjusted Capital now would be 1.82$, with a net total return of 82.31% (2.02% annualized).
The Inflation Adjusted Capital now would be 1.82$, with a net total return of 82.31% (2.02% annualized).
An investment of 1$, since January 1871,
now would be worth 861.06$, with a total return of 86006.00% (4.52% annualized).
The Inflation Adjusted Capital now would be 34.91$, with a net total return of 3390.79% (2.35% annualized).
The Inflation Adjusted Capital now would be 34.91$, with a net total return of 3390.79% (2.35% annualized).
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Portfolio Metrics as of Nov 30, 2023
Metrics of 10-year Treasury Portfolio, updated as of 30 November 2023.
Metrics are calculated based on monthly returns, assuming:
- no fees or capital gain taxes.
- the reinvestment of dividends.
10-YEAR TREASURY PORTFOLIO
Advanced Metrics
Data Source: 1 January 1871 - 30 November 2023 (~153 years)
Swipe left to see all data
| Metrics as of Nov 30, 2023 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y |
MAX
(~153Y) |
|
| Investment Return (%) | 4.55 | -0.68 | -3.28 | -1.61 | -6.52 | 0.01 | 0.99 | 3.22 | 4.59 | 4.52 |
| Infl. Adjusted Return (%) details | 4.55 | -0.89 | -4.39 | -4.79 | -11.59 | -3.90 | -1.78 | 0.62 | 2.02 | 2.35 |
| US Inflation (%) | 0.00 | 0.21 | 1.17 | 3.35 | 5.74 | 4.07 | 2.82 | 2.59 | 2.52 | 2.12 |
| Waiting for updates, inflation of Nov 2023 is temporarily set to 0%. Returns / Inflation rates over 1 year are annualized. | ||||||||||
|
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Deepest Drawdown Depth (%) | -8.81 | -21.86 | -23.18 | -23.18 | -23.18 | -23.18 | -23.18 | |||
| Start to Recovery (# months) details | 7* | 36* | 40* | 40* | 40* | 40* | 40* | |||
| Start (yyyy mm) | 2023 05 | 2020 12 | 2020 08 | 2020 08 | 2020 08 | 2020 08 | 2020 08 | |||
| Start to Bottom (# months) | 6 | 35 | 39 | 39 | 39 | 39 | 39 | |||
| Bottom (yyyy mm) | 2023 10 | 2023 10 | 2023 10 | 2023 10 | 2023 10 | 2023 10 | 2023 10 | |||
| Bottom to End (# months) | 1 | 1 | 1 | 1 | 1 | 1 | 1 | |||
| End (yyyy mm) | - | - | - | - | - | - | - | |||
| Longest Drawdown Depth (%) |
same as deepest |
same as deepest |
same as deepest |
same as deepest |
same as deepest |
same as deepest |
-3.78 | |||
| Start to Recovery (# months) details | 46 | |||||||||
| Start (yyyy mm) | 2023 05 | 2020 12 | 2020 08 | 2020 08 | 2020 08 | 2020 08 | 1950 01 | |||
| Start to Bottom (# months) | 6 | 35 | 39 | 39 | 39 | 39 | 42 | |||
| Bottom (yyyy mm) | 2023 10 | 2023 10 | 2023 10 | 2023 10 | 2023 10 | 2023 10 | 1953 06 | |||
| Bottom to End (# months) | 1 | 1 | 1 | 1 | 1 | 1 | 4 | |||
| End (yyyy mm) | - | - | - | - | - | - | 1953 10 | |||
| Longest negative period (# months) details | 12* | 36* | 59 | 107 | 126 | 126 | 126 | |||
| Period Start (yyyy mm) | 2022 12 | 2020 12 | 2018 12 | 2014 12 | 2013 05 | 2013 05 | 2013 05 | |||
| Period End (yyyy mm) | 2023 11 | 2023 11 | 2023 10 | 2023 10 | 2023 10 | 2023 10 | 2023 10 | |||
| Annualized Return (%) | -1.61 | -6.52 | -0.89 | -0.12 | -0.04 | -0.04 | -0.04 | |||
| Drawdowns / Negative periods marked with * are in progress | ||||||||||
| Deepest Drawdown Depth (%) | -10.32 | -33.91 | -35.41 | -35.41 | -35.41 | -35.41 | -58.48 | |||
| Start to Recovery (# months) details | 10* | 36* | 42* | 42* | 42* | 42* | 543 | |||
| Start (yyyy mm) | 2023 02 | 2020 12 | 2020 06 | 2020 06 | 2020 06 | 2020 06 | 1941 05 | |||
| Start to Bottom (# months) | 9 | 35 | 41 | 41 | 41 | 41 | 485 | |||
| Bottom (yyyy mm) | 2023 10 | 2023 10 | 2023 10 | 2023 10 | 2023 10 | 2023 10 | 1981 09 | |||
| Bottom to End (# months) | 1 | 1 | 1 | 1 | 1 | 1 | 58 | |||
| End (yyyy mm) | - | - | - | - | - | - | 1986 07 | |||
| Longest Drawdown Depth (%) |
same as deepest |
same as deepest |
same as deepest |
same as deepest |
same as deepest |
same as deepest |
same as deepest |
|||
| Start to Recovery (# months) details | ||||||||||
| Start (yyyy mm) | 2023 02 | 2020 12 | 2020 06 | 2020 06 | 2020 06 | 2020 06 | 1941 05 | |||
| Start to Bottom (# months) | 9 | 35 | 41 | 41 | 41 | 41 | 485 | |||
| Bottom (yyyy mm) | 2023 10 | 2023 10 | 2023 10 | 2023 10 | 2023 10 | 2023 10 | 1981 09 | |||
| Bottom to End (# months) | 1 | 1 | 1 | 1 | 1 | 1 | 58 | |||
| End (yyyy mm) | - | - | - | - | - | - | 1986 07 | |||
| Longest negative period (# months) details | 12* | 36* | 60* | 120* | 191 | 191 | 1025 | |||
| Period Start (yyyy mm) | 2022 12 | 2020 12 | 2018 12 | 2013 12 | 2007 12 | 2007 12 | 1896 05 | |||
| Period End (yyyy mm) | 2023 11 | 2023 11 | 2023 11 | 2023 11 | 2023 10 | 2023 10 | 1981 09 | |||
| Annualized Return (%) | -4.79 | -11.59 | -3.90 | -1.78 | -0.01 | -0.01 | -0.02 | |||
| Drawdowns / Negative periods marked with * are in progress | ||||||||||
|
RISK INDICATORS
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Standard Deviation (%) | 8.89 | 8.03 | 7.58 | 6.42 | 6.53 | 6.81 | 5.45 | |||
| Sharpe Ratio | -0.73 | -1.05 | -0.22 | -0.01 | 0.30 | 0.35 | 0.10 | |||
| Sortino Ratio | -1.22 | -1.58 | -0.32 | -0.01 | 0.43 | 0.49 | 0.15 | |||
| Ulcer Index | 3.90 | 12.64 | 10.82 | 8.15 | 6.15 | 5.53 | 3.22 | |||
| Ratio: Return / Standard Deviation | -0.18 | -0.81 | 0.00 | 0.15 | 0.49 | 0.67 | 0.83 | |||
| Ratio: Return / Deepest Drawdown | -0.18 | -0.30 | 0.00 | 0.04 | 0.14 | 0.20 | 0.19 | |||
| % Positive Months details | 33% | 33% | 48% | 50% | 53% | 56% | 65% | |||
| Positive Months | 4 | 12 | 29 | 60 | 128 | 202 | 1207 | |||
| Negative Months | 8 | 24 | 31 | 60 | 112 | 158 | 628 | |||
|
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Best 10 Years Return (%) - Annualized | 0.99 | 6.52 | 9.01 | 15.70 | ||||||
| Worst 10 Years Return (%) - Annualized | 0.38 | 0.38 | 0.37 | |||||||
| Best 10 Years Return (%) - Annualized | -1.78 | 4.70 | 6.38 | 11.31 | ||||||
| Worst 10 Years Return (%) - Annualized | -2.28 | -2.28 | -5.69 | |||||||
|
ROLLING PERIOD RETURNS
Inflation Adjusted:
Inflation Adjusted:
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Over the latest 30Y | ||||||||||
| Best Rolling Return (%) - Annualized | 25.55 | 13.00 | 9.80 | 9.01 | 7.27 | 4.59 | ||||
| Worst Rolling Return (%) - Annualized | -16.44 | -7.79 | -0.75 | 0.38 | 2.99 | |||||
| % Positive Periods | 73% | 92% | 98% | 100% | 100% | 100% | ||||
| Best Rolling Return (%) - Annualized | 22.44 | 10.49 | 7.50 | 6.38 | 4.93 | 2.02 | ||||
| Worst Rolling Return (%) - Annualized | -22.45 | -12.78 | -4.44 | -2.28 | 0.41 | |||||
| % Positive Periods | 65% | 84% | 89% | 91% | 100% | 100% | ||||
| Over all the available data source (Jan 1871 - Nov 2023) | ||||||||||
| Best Rolling Return (%) - Annualized | 44.35 | 23.66 | 23.75 | 15.70 | 12.08 | 10.36 | ||||
| Worst Rolling Return (%) - Annualized | -16.44 | -7.79 | -0.75 | 0.37 | 1.54 | 1.94 | ||||
| % Positive Periods | 81% | 93% | 99% | 100% | 100% | 100% | ||||
| Best Rolling Return (%) - Annualized | 41.16 | 19.98 | 19.55 | 11.31 | 8.50 | 7.14 | ||||
| Worst Rolling Return (%) - Annualized | -22.45 | -13.92 | -12.17 | -5.69 | -3.10 | -1.47 | ||||
| % Positive Periods | 62% | 71% | 69% | 67% | 72% | 80% | ||||
|
WITHDRAWAL RATES (WR)
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Safe WR (%) | 28.53 | 20.57 | 10.48 | 6.35 | 5.50 | 4.10 | ||||
| Perpetual WR (%) | 0.00 | 0.00 | 0.00 | 0.61 | 1.98 | 2.30 | ||||
- Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio
- Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration.
- Longest negative period: it's the maximum period for which an overall negative return has been observed
- Standard Deviation: it's a measure of the dispersion of returns around the mean
- Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return
- Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation)
- Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio
- Best/Worst 10Y returns: the best and the worst 10-year return over a time frame
- Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum return.
- Safe Withdrawal Rate (SWR): it's the percentage of the original portfolio balance that can be withdrawn at the end of each year with inflation adjustment, without the portfolio running out of money (dollar amount withdrawal).
- Perpetual Withdrawal Rate (PWR): it's the percentage of portfolio balance that can be withdrawn at the end of each year, while retaining the inflation adjusted portfolio balance (percentage withdrawal).
Analyze your Portfolio: Backtest Now!
Explore historical data since 1871 and fine-tune your investment strategy for better results.
Explore historical data since 1871 and fine-tune your investment strategy for better results.
Drawdowns
A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.
10-YEAR TREASURY PORTFOLIO
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 December 1993 - 30 November 2023 (30 Years)
Data Source: 1 January 1871 - 30 November 2023 (~153 years)
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
|||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -23.18% | Aug 2020 | Oct 2023 | 39 | in progress | 1 | 40 | 13.19 |
| -9.56% | Feb 1994 | Nov 1994 | 10 | May 1995 | 6 | 16 | 6.64 |
| -9.34% | Oct 1998 | Jan 2000 | 16 | Aug 2000 | 7 | 23 | 5.17 |
| -7.60% | May 2013 | Dec 2013 | 8 | Nov 2014 | 11 | 19 | 4.38 |
| -7.18% | Aug 2016 | Apr 2018 | 21 | May 2019 | 13 | 34 | 4.82 |
| -6.90% | Feb 1996 | May 1996 | 4 | Nov 1996 | 6 | 10 | 4.58 |
| -6.65% | Jan 2009 | Jun 2009 | 6 | Jun 2010 | 12 | 18 | 4.33 |
| -6.60% | Nov 2001 | Mar 2002 | 5 | Jul 2002 | 4 | 9 | 3.77 |
| -5.68% | Jun 2003 | Jul 2003 | 2 | Dec 2003 | 5 | 7 | 2.83 |
| -4.85% | Apr 2004 | May 2004 | 2 | Oct 2004 | 5 | 7 | 2.96 |
| -4.67% | Sep 2010 | Mar 2011 | 7 | Jul 2011 | 4 | 11 | 2.74 |
| -4.25% | Feb 2015 | Jun 2015 | 5 | Jan 2016 | 7 | 12 | 2.34 |
| -4.15% | Apr 2008 | May 2008 | 2 | Nov 2008 | 6 | 8 | 2.19 |
| -4.13% | Oct 2002 | Nov 2002 | 2 | Feb 2003 | 3 | 5 | 2.02 |
| -4.08% | Jul 2005 | May 2006 | 11 | Sep 2006 | 4 | 15 | 2.49 |
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
|||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -35.41% | Jun 2020 | Oct 2023 | 41 | in progress | 1 | 42 | 21.21 |
| -12.13% | Oct 1998 | Jan 2000 | 16 | Dec 2000 | 11 | 27 | 7.07 |
| -11.68% | Feb 1994 | Nov 1994 | 10 | May 1995 | 6 | 16 | 8.19 |
| -11.55% | Aug 2016 | Oct 2018 | 27 | Aug 2019 | 10 | 37 | 7.26 |
| -9.06% | Jan 2009 | Dec 2009 | 12 | Aug 2010 | 8 | 20 | 6.12 |
| -8.46% | Jan 1996 | May 1996 | 5 | Jul 1997 | 14 | 19 | 5.00 |
| -8.44% | Aug 2012 | Dec 2013 | 17 | Jan 2015 | 13 | 30 | 4.82 |
| -7.87% | Jul 2005 | May 2006 | 11 | Nov 2007 | 18 | 29 | 4.10 |
| -7.18% | Nov 2001 | Mar 2002 | 5 | Jul 2002 | 4 | 9 | 4.06 |
| -6.87% | Sep 2010 | Mar 2011 | 7 | Aug 2011 | 5 | 12 | 3.90 |
| -6.23% | Feb 2015 | Jun 2015 | 5 | Feb 2016 | 8 | 13 | 3.58 |
| -5.88% | Jun 2003 | Jul 2003 | 2 | Jan 2004 | 6 | 8 | 2.97 |
| -5.71% | Apr 2004 | May 2004 | 2 | Jun 2005 | 13 | 15 | 2.97 |
| -5.52% | Apr 2008 | May 2008 | 2 | Nov 2008 | 6 | 8 | 3.79 |
| -4.29% | Oct 2002 | Nov 2002 | 2 | May 2003 | 6 | 8 | 1.86 |
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
|||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -23.18% | Aug 2020 | Oct 2023 | 39 | in progress | 1 | 40 | 13.19 |
| -15.76% | Jul 1979 | Feb 1980 | 8 | May 1980 | 3 | 11 | 7.54 |
| -14.57% | Jul 1980 | Sep 1981 | 15 | Nov 1981 | 2 | 17 | 9.19 |
| -10.87% | Mar 1987 | Sep 1987 | 7 | Jan 1988 | 4 | 11 | 5.88 |
| -10.14% | Nov 1993 | Nov 1994 | 13 | May 1995 | 6 | 19 | 6.64 |
| -9.34% | Oct 1998 | Jan 2000 | 16 | Aug 2000 | 7 | 23 | 5.17 |
| -9.06% | Sep 1968 | Dec 1969 | 16 | Sep 1970 | 9 | 25 | 4.34 |
| -7.99% | Feb 1984 | May 1984 | 4 | Aug 1984 | 3 | 7 | 4.01 |
| -7.78% | May 1958 | Sep 1959 | 17 | Jul 1960 | 10 | 27 | 4.90 |
| -7.60% | May 2013 | Dec 2013 | 8 | Nov 2014 | 11 | 19 | 4.38 |
| -7.34% | Apr 1971 | Jul 1971 | 4 | Oct 1971 | 3 | 7 | 4.31 |
| -7.33% | May 1907 | Dec 1907 | 8 | Jan 1911 | 37 | 45 | 2.89 |
| -7.19% | Sep 1931 | Jan 1932 | 5 | Jul 1932 | 6 | 11 | 3.56 |
| -7.18% | Aug 2016 | Apr 2018 | 21 | May 2019 | 13 | 34 | 4.82 |
| -6.90% | Feb 1996 | May 1996 | 4 | Nov 1996 | 6 | 10 | 4.58 |
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
|||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -58.48% | May 1941 | Sep 1981 | 485 | Jul 1986 | 58 | 543 | 32.02 |
| -51.09% | Jul 1901 | Jun 1920 | 228 | Apr 1929 | 106 | 334 | 19.09 |
| -35.41% | Jun 2020 | Oct 2023 | 41 | in progress | 1 | 42 | 21.21 |
| -15.73% | Jul 1879 | Jan 1880 | 7 | Jan 1881 | 12 | 19 | 7.75 |
| -13.79% | Aug 1897 | May 1898 | 10 | Jan 1899 | 8 | 18 | 5.19 |
| -13.55% | Jul 1892 | Feb 1893 | 8 | Dec 1893 | 10 | 18 | 7.12 |
| -13.51% | Mar 1987 | Sep 1987 | 7 | Jun 1989 | 21 | 28 | 6.32 |
| -13.30% | Jul 1876 | Jan 1877 | 7 | Jan 1878 | 12 | 19 | 6.65 |
| -12.71% | Oct 1993 | Nov 1994 | 14 | Jun 1995 | 7 | 21 | 8.09 |
| -12.13% | Oct 1998 | Jan 2000 | 16 | Dec 2000 | 11 | 27 | 7.07 |
| -11.55% | Aug 2016 | Oct 2018 | 27 | Aug 2019 | 10 | 37 | 7.26 |
| -9.95% | Feb 1899 | Nov 1899 | 10 | Dec 1900 | 13 | 23 | 6.14 |
| -9.06% | Jan 2009 | Dec 2009 | 12 | Aug 2010 | 8 | 20 | 6.12 |
| -8.46% | Jan 1996 | May 1996 | 5 | Jul 1997 | 14 | 19 | 5.00 |
| -8.44% | Aug 2012 | Dec 2013 | 17 | Jan 2015 | 13 | 30 | 4.82 |
Rolling Returns
( more details)
A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.
10-YEAR TREASURY PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 December 1993 - 30 November 2023 (30 Years)
Data Source: 1 January 1871 - 30 November 2023 (~153 years)
Swipe left to see all data
| Rolling Period |
Worst Period |
15th Percentile |
50th Percentile |
85th Percentile |
Best Period |
Latest | Negative Periods |
|||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Ann. Return |
From To |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
From To |
Growth of 1$ |
|||
| 1Y | -16.44 |
11/2021 10/2022 |
0.83$ | -3.05 | 0.96$ | 5.57 | 1.05$ | 13.51 | 1.13$ | 25.55 |
01/1995 12/1995 |
1.25$ | -1.61 | 26.07% |
| 2Y | -10.33 |
11/2020 10/2022 |
0.80$ | 0.66 | 1.01$ | 5.57 | 1.11$ | 10.52 | 1.22$ | 15.68 |
10/1996 09/1998 |
1.33$ | -8.20 | 11.87% |
| 3Y | -7.79 |
11/2020 10/2023 |
0.78$ | 1.66 | 1.05$ | 5.89 | 1.18$ | 8.96 | 1.29$ | 13.00 |
06/2000 05/2003 |
1.44$ | -6.52 | 7.38% |
| 5Y | -0.75 |
11/2017 10/2022 |
0.96$ | 2.19 | 1.11$ | 5.79 | 1.32$ | 8.32 | 1.49$ | 9.80 |
02/2000 01/2005 |
1.59$ | 0.01 | 1.66% |
| 7Y | -1.15 |
11/2016 10/2023 |
0.92$ | 2.81 | 1.21$ | 6.13 | 1.51$ | 7.69 | 1.67$ | 10.08 |
11/1994 10/2001 |
1.95$ | 0.10 | 2.89% |
| 10Y | 0.38 |
11/2012 10/2022 |
1.03$ | 3.64 | 1.43$ | 5.93 | 1.77$ | 7.33 | 2.02$ | 9.01 |
11/1994 10/2004 |
2.36$ | 0.99 | 0.00% |
| 15Y | 2.09 |
12/2008 11/2023 |
1.36$ | 4.29 | 1.87$ | 5.81 | 2.33$ | 7.33 | 2.88$ | 7.94 |
12/1994 11/2009 |
3.14$ | 2.09 | 0.00% |
| 20Y | 2.99 |
11/2003 10/2023 |
1.80$ | 4.20 | 2.27$ | 5.76 | 3.06$ | 6.60 | 3.58$ | 7.27 |
02/1995 01/2015 |
4.06$ | 3.22 | 0.00% |
| 30Y | 4.59 |
12/1993 11/2023 |
3.84$ | 4.59 | 3.84$ | 4.59 | 3.84$ | 4.59 | 3.84$ | 4.59 |
12/1993 11/2023 |
3.84$ | 4.59 | 0.00% |
| Annualized rolling and percentiles/median returns over full calendar month periods | ||||||||||||||
Swipe left to see all data
| Rolling Period |
Worst Period |
15th Percentile |
50th Percentile |
85th Percentile |
Best Period |
Latest | Negative Periods |
|||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Ann. Return |
From To |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
From To |
Growth of 1$ |
|||
| 1Y | -22.45 |
11/2021 10/2022 |
0.77$ | -5.53 | 0.94$ | 3.59 | 1.03$ | 11.00 | 1.10$ | 22.44 |
01/1995 12/1995 |
1.22$ | -4.79 | 34.10% |
| 2Y | -16.18 |
11/2020 10/2022 |
0.70$ | -1.36 | 0.97$ | 3.50 | 1.07$ | 8.20 | 1.17$ | 13.61 |
10/1996 09/1998 |
1.29$ | -12.75 | 27.00% |
| 3Y | -12.78 |
11/2020 10/2023 |
0.66$ | -0.16 | 0.99$ | 3.38 | 1.10$ | 6.65 | 1.21$ | 10.49 |
06/2000 05/2003 |
1.34$ | -11.59 | 15.69% |
| 5Y | -4.44 |
11/2018 10/2023 |
0.79$ | 0.29 | 1.01$ | 3.30 | 1.17$ | 5.80 | 1.32$ | 7.50 |
07/2007 06/2012 |
1.43$ | -3.90 | 10.96% |
| 7Y | -4.50 |
11/2016 10/2023 |
0.72$ | 0.98 | 1.07$ | 3.79 | 1.29$ | 5.29 | 1.43$ | 7.39 |
11/1994 10/2001 |
1.64$ | -3.32 | 9.03% |
| 10Y | -2.28 |
11/2013 10/2023 |
0.79$ | 1.80 | 1.19$ | 3.72 | 1.44$ | 4.73 | 1.58$ | 6.38 |
11/1994 10/2004 |
1.85$ | -1.78 | 8.71% |
| 15Y | -0.40 |
12/2008 11/2023 |
0.94$ | 2.13 | 1.37$ | 3.47 | 1.66$ | 4.81 | 2.02$ | 5.32 |
12/1994 11/2009 |
2.17$ | -0.40 | 1.10% |
| 20Y | 0.41 |
11/2003 10/2023 |
1.08$ | 1.63 | 1.38$ | 3.54 | 2.00$ | 4.35 | 2.34$ | 4.93 |
02/1995 01/2015 |
2.61$ | 0.62 | 0.00% |
| 30Y | 2.02 |
12/1993 11/2023 |
1.82$ | 2.02 | 1.82$ | 2.02 | 1.82$ | 2.02 | 1.82$ | 2.02 |
12/1993 11/2023 |
1.82$ | 2.02 | 0.00% |
| Annualized rolling and percentiles/median returns over full calendar month periods | ||||||||||||||
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| Rolling Period |
Worst Period |
15th Percentile |
50th Percentile |
85th Percentile |
Best Period |
Latest | Negative Periods |
|||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Ann. Return |
From To |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
From To |
Growth of 1$ |
|||
| 1Y | -16.44 |
11/2021 10/2022 |
0.83$ | -0.74 | 0.99$ | 3.91 | 1.03$ | 9.78 | 1.09$ | 44.35 |
04/1985 03/1986 |
1.44$ | -1.61 | 18.75% |
| 2Y | -10.33 |
11/2020 10/2022 |
0.80$ | 0.79 | 1.01$ | 3.71 | 1.07$ | 8.81 | 1.18$ | 34.91 |
07/1984 06/1986 |
1.82$ | -8.20 | 9.82% |
| 3Y | -7.79 |
11/2020 10/2023 |
0.78$ | 1.29 | 1.03$ | 3.86 | 1.12$ | 8.13 | 1.26$ | 23.66 |
09/1983 08/1986 |
1.89$ | -6.52 | 6.06% |
| 5Y | -0.75 |
11/2017 10/2022 |
0.96$ | 1.58 | 1.08$ | 4.15 | 1.22$ | 7.55 | 1.43$ | 23.75 |
09/1981 08/1986 |
2.90$ | 0.01 | 0.90% |
| 7Y | -1.15 |
11/2016 10/2023 |
0.92$ | 1.80 | 1.13$ | 4.07 | 1.32$ | 7.24 | 1.63$ | 17.44 |
03/1980 02/1987 |
3.08$ | 0.10 | 0.46% |
| 10Y | 0.37 |
10/1949 09/1959 |
1.03$ | 2.03 | 1.22$ | 4.19 | 1.50$ | 7.43 | 2.04$ | 15.70 |
10/1981 09/1991 |
4.29$ | 0.99 | 0.00% |
| 15Y | 0.98 |
02/1945 01/1960 |
1.15$ | 2.14 | 1.37$ | 4.04 | 1.81$ | 7.94 | 3.14$ | 13.03 |
10/1981 09/1996 |
6.28$ | 2.09 | 0.00% |
| 20Y | 1.54 |
01/1940 12/1959 |
1.35$ | 2.41 | 1.61$ | 3.95 | 2.16$ | 8.06 | 4.71$ | 12.08 |
10/1981 09/2001 |
9.77$ | 3.22 | 0.00% |
| 30Y | 1.94 |
01/1940 12/1969 |
1.77$ | 2.67 | 2.20$ | 3.83 | 3.08$ | 8.17 | 10.54$ | 10.36 |
10/1981 09/2011 |
19.26$ | 4.59 | 0.00% |
| Annualized rolling and percentiles/median returns over full calendar month periods | ||||||||||||||
Swipe left to see all data
| Rolling Period |
Worst Period |
15th Percentile |
50th Percentile |
85th Percentile |
Best Period |
Latest | Negative Periods |
|||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Ann. Return |
From To |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
Growth of 1$ |
Ann. Return |
From To |
Growth of 1$ |
|||
| 1Y | -22.45 |
11/2021 10/2022 |
0.77$ | -5.94 | 0.94$ | 2.31 | 1.02$ | 11.19 | 1.11$ | 41.16 |
04/1985 03/1986 |
1.41$ | -4.79 | 37.01% |
| 2Y | -16.18 |
11/2020 10/2022 |
0.70$ | -3.25 | 0.93$ | 2.56 | 1.05$ | 9.02 | 1.18$ | 31.29 |
07/1984 06/1986 |
1.72$ | -12.75 | 31.95% |
| 3Y | -13.92 |
02/1917 01/1920 |
0.63$ | -2.32 | 0.93$ | 2.45 | 1.07$ | 8.08 | 1.26$ | 19.98 |
09/1983 08/1986 |
1.72$ | -11.59 | 28.72% |
| 5Y | -12.17 |
07/1915 06/1920 |
0.52$ | -1.95 | 0.90$ | 2.51 | 1.13$ | 7.34 | 1.42$ | 19.55 |
09/1981 08/1986 |
2.44$ | -3.90 | 30.69% |
| 7Y | -8.73 |
06/1913 05/1920 |
0.52$ | -1.77 | 0.88$ | 2.48 | 1.18$ | 7.28 | 1.63$ | 13.11 |
10/1981 09/1988 |
2.36$ | -3.32 | 29.00% |
| 10Y | -5.69 |
10/1971 09/1981 |
0.55$ | -1.59 | 0.85$ | 2.54 | 1.28$ | 6.68 | 1.90$ | 11.31 |
10/1981 09/1991 |
2.91$ | -1.78 | 32.40% |
| 15Y | -4.52 |
07/1905 06/1920 |
0.49$ | -1.17 | 0.83$ | 2.36 | 1.41$ | 6.02 | 2.40$ | 9.13 |
10/1981 09/1996 |
3.71$ | -0.40 | 28.14% |
| 20Y | -3.10 |
07/1900 06/1920 |
0.53$ | -0.91 | 0.83$ | 2.22 | 1.55$ | 5.50 | 2.91$ | 8.50 |
10/1981 09/2001 |
5.11$ | 0.62 | 27.57% |
| 30Y | -1.47 |
09/1951 08/1981 |
0.64$ | -0.32 | 0.90$ | 1.96 | 1.79$ | 4.36 | 3.59$ | 7.14 |
10/1981 09/2011 |
7.91$ | 2.02 | 19.72% |
| Annualized rolling and percentiles/median returns over full calendar month periods | ||||||||||||||
If you need a deeper detail about rolling returns, please refer to the 10-year Treasury Portfolio: Rolling Returns page.
Seasonality
In which months is it better to invest in 10-year Treasury Portfolio?
Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.
For further information about the seasonality, check the Asset Class Seasonality page.
For further information about the seasonality, check the Asset Class Seasonality page.
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| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Gain Frequency |
0.90
60% |
-0.70
20% |
0.73
60% |
-0.53
60% |
0.60
80% |
0.03
60% |
1.04
80% |
-0.41
20% |
-2.07
20% |
-1.00
20% |
1.78
80% |
-0.08
20% |
| Best |
3.6 2023 |
3.0 2020 |
3.7 2023 |
1.0 2021 |
3.0 2019 |
1.2 2019 |
3.0 2022 |
3.9 2019 |
0.3 2020 |
0.2 2019 |
4.6 2023 |
2.8 2018 |
| Worst |
-2.1 2022 |
-3.3 2023 |
-4.1 2022 |
-4.2 2022 |
-1.4 2023 |
-1.3 2023 |
-0.7 2023 |
-3.9 2022 |
-4.7 2022 |
-1.9 2023 |
-0.7 2019 |
-1.5 2022 |
Monthly Seasonality over the period Feb 1871 - Nov 2023
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| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Gain Frequency |
1.33
70% |
-0.43
40% |
0.51
60% |
-0.29
50% |
0.61
70% |
0.11
50% |
0.66
70% |
0.14
50% |
-1.22
30% |
-0.61
20% |
0.66
60% |
-0.27
30% |
| Best |
4.3 2015 |
3.0 2020 |
3.7 2023 |
1.1 2017 |
3.0 2019 |
3.1 2016 |
3.0 2022 |
3.9 2019 |
1.6 2015 |
1.5 2014 |
4.6 2023 |
2.8 2018 |
| Worst |
-2.2 2018 |
-3.3 2023 |
-4.1 2022 |
-4.2 2022 |
-1.4 2023 |
-1.6 2015 |
-0.7 2023 |
-3.9 2022 |
-4.7 2022 |
-1.9 2023 |
-4.2 2016 |
-2.1 2013 |
Monthly Seasonality over the period Feb 1871 - Nov 2023
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| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Gain Frequency |
0.27
66% |
0.38
68% |
0.37
68% |
0.22
64% |
0.46
67% |
0.46
68% |
0.15
60% |
0.35
61% |
0.41
65% |
0.41
61% |
0.66
72% |
0.45
66% |
| Best |
5.7 1968 |
7.2 1986 |
5.8 1986 |
12.4 1980 |
7.9 1985 |
5.6 1986 |
6.3 1984 |
6.0 1982 |
7.3 1982 |
7.6 1981 |
9.4 1981 |
5.4 1991 |
| Worst |
-3.9 1980 |
-7.9 1980 |
-4.1 2022 |
-4.6 1970 |
-4.7 1984 |
-2.7 1967 |
-5.0 2003 |
-3.9 2022 |
-4.7 2022 |
-7.0 1979 |
-4.2 2016 |
-4.4 2009 |
Monthly Seasonality over the period Feb 1871 - Nov 2023
Monthly Returns
This section provides a visual/tabular representation of the performance variability in the 10-year Treasury Portfolio over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.
10-YEAR TREASURY PORTFOLIO
Monthly Returns Distribution
Data Source: 1 December 1993 - 30 November 2023 (30 Years)
Data Source: 1 January 1871 - 30 November 2023 (~153 years)
202 Positive Months (56%) - 158 Negative Months (44%)
1207 Positive Months (66%) - 628 Negative Months (34%)
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(Scroll down to see all data)
Investment Returns, up to December 2002, are simulated.
They have been derived using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.
In particular, the series derived from equivalent datasets are:
They have been derived using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.
In particular, the series derived from equivalent datasets are:
- IEF - iShares 7-10 Year Treasury Bond, up to December 2002
Portfolio efficiency
The following portfolios granted a higher return over 30 Years and a less severe drawdown at the same time.
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30 Years Stats (%) |
% Allocation |
|||||||
|---|---|---|---|---|---|---|---|---|
| Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
| Stocks/Bonds 40/60 Momentum | +7.75 | 6.99 | -21.11 | 40 | 60 | 0 | ||
| Golden Butterfly | +7.46 | 7.68 | -17.79 | 40 | 40 | 20 | ||
| All Weather Portfolio | +7.19 | 7.39 | -20.58 | 30 | 55 | 15 | ||
| Stocks/Bonds 40/60 | +6.83 | 6.98 | -19.17 | 40 | 60 | 0 | ||
| Simplified Permanent Portfolio | +6.75 | 6.88 | -16.43 | 25 | 50 | 25 | ||
| Zefiro Portfolio | +6.52 | 7.48 | -20.61 | 20 | 50 | 30 | ||
| Edge Select Moderately Conservative | +6.49 | 6.86 | -20.48 | 37 | 63 | 0 | ||
| Desert Portfolio | +6.48 | 5.50 | -14.72 | 30 | 60 | 10 | ||
| Permanent Portfolio | +6.37 | 6.58 | -15.92 | 25 | 50 | 25 | ||
| Lifepath Fund | +6.37 | 7.00 | -21.23 | 40.4 | 59.6 | 0 | ||
| LifeStrategy Conservative Growth | +6.23 | 6.89 | -21.90 | 40 | 60 | 0 | ||
| Sheltered Sam 40/60 | +6.18 | 6.47 | -22.05 | 38.8 | 60 | 1.2 | ||
| Paul Boyer Portfolio | +6.05 | 7.50 | -18.04 | 25 | 50 | 25 | ||
| Stocks/Bonds 20/80 Momentum | +6.01 | 4.94 | -17.91 | 20 | 80 | 0 | ||
| Larry Portfolio | +5.81 | 5.57 | -15.96 | 30 | 70 | 0 | ||
| All Country World 20/80 | +5.64 | 5.63 | -17.97 | 20 | 80 | 0 | ||
| Sheltered Sam 30/70 | +5.62 | 5.22 | -16.58 | 29.1 | 70 | 0.9 | ||
| Stocks/Bonds 20/80 | +5.54 | 4.90 | -16.57 | 20 | 80 | 0 | ||
| Dimensional Retirement Income Fund | +5.36 | 4.79 | -12.91 | 20.4 | 79.6 | 0 | ||
| LifeStrategy Income Fund | +5.33 | 4.77 | -16.61 | 20 | 80 | 0 | ||
| Eliminate Fat Tails | +5.30 | 6.36 | -18.42 | 30 | 70 | 0 | ||
| Edge Select Conservative | +5.12 | 4.26 | -12.44 | 21 | 79 | 0 | ||
| All Country World Bonds | +5.11 | 4.61 | -17.60 | 0 | 100 | 0 | ||
| Developed World ex-US 20/80 | +5.08 | 5.26 | -16.80 | 20 | 80 | 0 | ||
| Sheltered Sam 20/80 | +5.04 | 4.14 | -11.24 | 19.4 | 80 | 0.6 | ||
| Robo Advisor 20 | +5.01 | 4.18 | -12.16 | 19.9 | 80.1 | 0 | ||
| US Inflation Protection | +4.90 | 6.05 | -14.76 | 0 | 100 | 0 | ||
| Total Bond Developed World ex-US | +4.69 | 4.57 | -14.88 | 0 | 100 | 0 | ||
| 10-year Treasury | +4.59 | 6.81 | -23.18 | 0 | 100 | 0 | ||
Here's a list containing the Best Classic Portfolios, with the highest returns over 30 Years and Low Risk categorization.
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30 Years Stats (%) |
% Allocation |
|||||||
|---|---|---|---|---|---|---|---|---|
| Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
| High Yield Bonds Income | +6.42 | 8.80 | -23.97 | 0 | 100 | 0 | ||
| Stocks/Bonds 20/80 Momentum | +6.01 | 4.94 | -17.91 | 20 | 80 | 0 | ||
| All Country World 20/80 | +5.64 | 5.63 | -17.97 | 20 | 80 | 0 | ||
| Stocks/Bonds 20/80 | +5.54 | 4.90 | -16.57 | 20 | 80 | 0 | ||
| Dimensional Retirement Income Fund | +5.36 | 4.79 | -12.91 | 20.4 | 79.6 | 0 | ||
Analyze your Portfolio: Backtest Now!
Explore historical data since 1871 and fine-tune your investment strategy for better results.
Explore historical data since 1871 and fine-tune your investment strategy for better results.
