10-year Treasury Portfolio: ETF allocation and returns

Data Source: from January 1871 to May 2023 (~152 years)
Consolidated Returns as of 31 May 2023
Live Update: Jun 02 2023
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.80%
1 Day
Jun 02 2023
0.52%
Current Month
June 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 4.89% compound annual return, with a 6.77% standard deviation.

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 ETF Name Investment Themes
100.00
IEF
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 May 31, 2023

The 10-year Treasury Portfolio guaranteed the following returns.

Portfolio returns are calculated in USD, assuming:
  • No fees or capital gain taxes
  • the reinvestment of dividends
10-YEAR TREASURY PORTFOLIO
Consolidated returns as of 31 May 2023
Live Update: Jun 02 2023
Swipe left to see all data
    Chg (%) Return (%) Return (%) as of May 31, 2023
    1 Day Time ET(*) Jun 2023 1M 6M 1Y 5Y 10Y 30Y MAX
(~152Y)
10-year Treasury Portfolio -0.80 -0.52 -1.44 1.72 -2.93 0.77 1.06 4.89 4.56
US Inflation Adjusted return -1.44 -0.17 -6.47 -2.93 -1.57 2.32 2.39
Components
IEF
iShares 7-10 Year Treasury Bond -0.80 Jun 02 2023 -0.52 -1.44 1.72 -2.93 0.77 1.06 4.89 4.56
Returns over 1 year are annualized | Available data source: since Jan 1871
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Apr 2023. Waiting for updates, inflation of May 2023 is set to 0%. Current inflation (annualized) is 1Y: 3.79% , 5Y: 3.81% , 10Y: 2.68% , 30Y: 2.51%
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.

Portfolio Metrics as of May 31, 2023

Metrics of 10-year Treasury Portfolio, updated as of 31 May 2023.

Portfolio metrics are calculated based on monthly returns, assuming:
  • No fees or capital gain taxes
  • the reinvestment of dividends
10-YEAR TREASURY PORTFOLIO
Portfolio Metrics
Data Source: 1 January 1871 - 31 May 2023 (~152 years)
Swipe left to see all data
Metrics as of May 31, 2023
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~152Y)
Portfolio Return (%) -1.44 3.07 1.72 -2.93 -5.73 0.77 1.06 3.30 4.89 4.56
US Inflation (%) 0.00 0.84 1.90 3.79 5.77 3.81 2.68 2.55 2.51 2.12
Infl. Adjusted Return (%) -1.44 2.21 -0.17 -6.47 -10.87 -2.93 -1.57 0.74 2.32 2.39
Waiting for updates, inflation of May 2023 is temporarily set to 0%. Returns / Inflation rates over 1 year are annualized.
RISK INDICATORS
Standard Deviation (%) 10.20 7.37 7.14 6.24 6.59 6.77 5.43
Sharpe Ratio -0.60 -0.92 -0.08 0.05 0.32 0.40 0.10
Sortino Ratio -0.87 -1.30 -0.11 0.07 0.46 0.57 0.16
MAXIMUM DRAWDOWN
Drawdown Depth (%) -9.77 -21.22 -21.22 -21.22 -21.22 -21.22 -21.22
Start (yyyy mm) 2022 08 2020 08 2020 08 2020 08 2020 08 2020 08 2020 08
Bottom (yyyy mm) 2022 10 2022 10 2022 10 2022 10 2022 10 2022 10 2022 10
Start to Bottom (# months) 3 27 27 27 27 27 27
Start to Recovery (# months) in progress
> 10
> 34
> 34
> 34
> 34
> 34
> 34
ROLLING PERIOD RETURNS - Annualized
Best Return (%) 44.35 23.66 23.75 15.70 12.08 10.36
Worst Return (%) -16.44 -5.73 -0.75 0.37 1.54 1.94
% Positive Periods 82% 94% 99% 100% 100% 100%
MONTHS
Positive 0 2 3 5 15 31 61 130 206 1206
Negative 1 1 3 7 21 29 59 110 154 623
% Positive 0% 67% 50% 42% 42% 52% 51% 54% 57% 66%
WITHDRAWAL RATES (WR)
Safe WR (%) 28.30 20.67 10.21 6.24 5.80 4.10
Perpetual WR (%) 0.00 0.00 0.00 0.74 2.27 2.33
Terms and Definitions
  • Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio
  • 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).
  • Maximum Drawdown: 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.
  • Rolling Returns: returns over a time frame (best, worst, % of positive returns).
  • Pos./Neg. Months: number of months with positive/negative 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).
Readings that may interest you

Capital Growth as of May 31, 2023

An investment of 1000$, since June 1993, now would be worth 4190.96$, with a total return of 319.10% (4.89% annualized).

The Inflation Adjusted Capital now would be 1992.12$, with a net total return of 99.21% (2.32% annualized).
An investment of 1000$, since January 1871, now would be worth 890216.40$, with a total return of 88921.64% (4.56% annualized).

The Inflation Adjusted Capital now would be 36602.45$, with a net total return of 3560.25% (2.39% annualized).

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
Updated to May 2023
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-21.22% Aug 2020 Oct 2022 27 in progress 7 34
-10.14% Nov 1993 Nov 1994 13 May 1995 6 19
-9.34% Oct 1998 Jan 2000 16 Aug 2000 7 23
-7.60% May 2013 Dec 2013 8 Nov 2014 11 19
-7.18% Aug 2016 Apr 2018 21 May 2019 13 34
-6.90% Feb 1996 May 1996 4 Nov 1996 6 10
-6.65% Jan 2009 Jun 2009 6 Jun 2010 12 18
-6.60% Nov 2001 Mar 2002 5 Jul 2002 4 9
-5.68% Jun 2003 Jul 2003 2 Dec 2003 5 7
-4.85% Apr 2004 May 2004 2 Oct 2004 5 7
-4.67% Sep 2010 Mar 2011 7 Jul 2011 4 11
-4.25% Feb 2015 Jun 2015 5 Jan 2016 7 12
-4.15% Apr 2008 May 2008 2 Nov 2008 6 8
-4.13% Oct 2002 Nov 2002 2 Feb 2003 3 5
-4.08% Jul 2005 May 2006 11 Sep 2006 4 15
-4.04% Dec 1996 Mar 1997 4 Jun 1997 3 7
-2.97% Apr 2001 May 2001 2 Jul 2001 2 4
-2.67% Feb 2012 Mar 2012 2 May 2012 2 4
-2.59% Sep 2019 Dec 2019 4 Jan 2020 1 5
-2.22% Dec 2012 Jan 2013 2 Apr 2013 3 5
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-21.22% Aug 2020 Oct 2022 27 in progress 7 34
-15.76% Jul 1979 Feb 1980 8 May 1980 3 11
-14.57% Jul 1980 Sep 1981 15 Nov 1981 2 17
-10.87% Mar 1987 Sep 1987 7 Jan 1988 4 11
-10.14% Nov 1993 Nov 1994 13 May 1995 6 19
-9.34% Oct 1998 Jan 2000 16 Aug 2000 7 23
-9.06% Sep 1968 Dec 1969 16 Sep 1970 9 25
-7.99% Feb 1984 May 1984 4 Aug 1984 3 7
-7.78% May 1958 Sep 1959 17 Jul 1960 10 27
-7.60% May 2013 Dec 2013 8 Nov 2014 11 19
-7.34% Apr 1971 Jul 1971 4 Oct 1971 3 7
-7.33% May 1907 Dec 1907 8 Jan 1911 37 45
-7.19% Sep 1931 Jan 1932 5 Jul 1932 6 11
-7.18% Aug 2016 Apr 2018 21 May 2019 13 34
-6.90% Feb 1996 May 1996 4 Nov 1996 6 10
-6.84% Jul 1876 Sep 1877 15 Sep 1879 24 39
-6.65% Jan 2009 Jun 2009 6 Jun 2010 12 18
-6.60% Nov 2001 Mar 2002 5 Jul 2002 4 9
-6.31% Aug 1954 Jul 1957 36 Dec 1957 5 41
-6.31% Feb 1898 Apr 1898 3 Aug 1898 4 7

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
Data Source: from January 1871 to May 2023
Swipe left to see all data
Rolling
Period		 Annualized Return (%) Negative
Periods
Average Latest Best Worst
1 Year
 4.74 -2.93 44.35
Apr 1985 - Mar 1986 		-16.44
Nov 2021 - Oct 2022 		18.48%
2 Years
 4.70 -5.90 34.91
Jul 1984 - Jun 1986 		-10.33
Nov 2020 - Oct 2022 		9.52%
3 Years
 4.70 -5.73 23.66
Sep 1983 - Aug 1986 		-5.73
Jun 2020 - May 2023 		5.74%
5 Years
 4.69 0.77 23.75
Sep 1981 - Aug 1986 		-0.75
Nov 2017 - Oct 2022 		0.79%
7 Years
 4.71 0.10 17.44
Mar 1980 - Feb 1987 		-0.38
Mar 2016 - Feb 2023 		0.17%
10 Years
 4.74 1.06 15.70
Oct 1981 - Sep 1991 		0.37
Oct 1949 - Sep 1959 		0.00%
15 Years
 4.75 2.99 13.03
Oct 1981 - Sep 1996 		0.98
Feb 1945 - Jan 1960 		0.00%
20 Years
 4.74 3.30 12.08
Oct 1981 - Sep 2001 		1.54
Jan 1940 - Dec 1959 		0.00%
30 Years
 4.71 4.89 10.36
Oct 1981 - Sep 2011 		1.94
Jan 1940 - Dec 1969 		0.00%
Annualized rolling and average 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.

Previous vs subsequent Returns

Considering all 10-year rolling periods, is there a relationship between past and future returns, at a given date?

In the following chart, we show how past returns (x-axis) and subsequent returns (y-axis) are related.

Neighboring data is aggregated and occurrences are indicated. It is possible to zoom by clicking or drawing the desired area

10-YEAR TREASURY PORTFOLIO
Previous vs Next Returns - 10 Years annualized
Updated to May 2023

The annualized return of the last 10 years has been 1.06% (updated at May 31, 2023).

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.
Swipe left to see all data
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%
0.32
80%
1.06
80%
-0.06
40%
-1.68
20%
-0.68
20%
1.14
80%
-0.08
20%
 Capital Growth on monthly avg returns
100
100.90
100.19
100.92
100.39
100.99
101.31
102.39
102.33
100.61
99.93
101.07
100.99
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 		3.6
2022 		2.8
2018
Worst -2.1
2022 		-3.3
2023 		-4.1
2022 		-4.2
2022 		-1.4
2023 		-0.9
2022 		-0.5
2018 		-3.9
2022 		-4.7
2022 		-1.5
2022 		-0.7
2019 		-1.5
2022
Monthly Seasonality over the period Jun 2018 - May 2023
Swipe left to see all data
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%
-0.02
50%
0.69
70%
0.07
50%
-0.72
40%
-0.34
30%
0.12
50%
-0.27
30%
 Capital Growth on monthly avg returns
100
101.33
100.89
101.40
101.11
101.73
101.71
102.41
102.48
101.74
101.40
101.51
101.24
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 		1.8
2013 		1.5
2014 		3.6
2022 		2.8
2018
Worst -2.2
2018 		-3.3
2023 		-4.1
2022 		-4.2
2022 		-1.4
2023 		-2.5
2013 		-0.5
2018 		-3.9
2022 		-4.7
2022 		-1.5
2016 		-4.2
2016 		-2.1
2013
Monthly Seasonality over the period Jun 2013 - May 2023
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
0.27
67%
0.38
69%
0.37
68%
0.22
64%
0.46
67%
0.47
68%
0.16
61%
0.36
62%
0.43
65%
0.42
62%
0.63
72%
0.45
66%
 Capital Growth on monthly avg returns
100
100.27
100.65
101.01
101.23
101.70
102.17
102.33
102.70
103.15
103.58
104.24
104.71
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 Jan 1871 - May 2023

Monthly/Yearly Returns

10-year Treasury Portfolio data source starts from January 1871: let's focus on monthly and yearly returns.

We are providing two different views:
  • Histogram: it shows the distribution of the returns recorded so far
  • Plain Table: it shows the detailed monthly and yearly returns
MONTHLY RETURNS HISTOGRAM
Jan 1871 - May 2023
1206 Positive Months (66%) - 623 Negative Months (34%)
MONTHLY RETURNS TABLE
Jan 1871 - May 2023
(Scroll down to see all data)
Swipe left to see all data
Yearly Return(%)
Monthly Return(%)
Year Total Infl.Adj Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2023
 +3.26 +1.03 3.6 -3.3 3.7 0.8 -1.4
2022
 -15.19 -20.33 -2.1 -0.3 -4.1 -4.2 0.6 -0.9 3.0 -3.9 -4.7 -1.5 3.6 -1.5
2021
 -3.33 -9.68 -1.1 -2.4 -2.4 1.0 0.4 1.0 2.0 -0.4 -1.6 -0.4 1.1 -0.5
2020
 +10.01 +8.53 3.5 3.0 3.7 0.3 0.3 0.0 0.9 -1.0 0.3 -1.4 0.3 -0.2
2019
 +8.03 +5.62 0.7 -0.5 2.7 -0.5 3.0 1.2 0.0 3.9 -1.2 0.2 -0.7 -0.9
2018
 +0.99 -0.90 -2.2 -0.9 1.2 -1.3 1.0 0.2 -0.5 1.0 -1.2 -0.3 1.3 2.8
2017
 +2.55 +0.44 0.2 0.7 0.1 1.1 0.8 -0.5 0.4 1.5 -1.4 -0.2 -0.3 0.2
2016
 +1.00 -1.05 3.3 1.5 -0.1 -0.2 -0.1 3.1 0.2 -1.0 0.2 -1.5 -4.2 -0.1
2015
 +1.51 +0.77 4.3 -2.5 0.9 -0.6 -0.4 -1.6 1.5 0.1 1.6 -0.6 -0.4 -0.5
2014
 +9.07 +8.25 3.1 0.4 -0.6 0.8 1.8 -0.2 -0.2 1.9 -1.0 1.5 1.3 0.1
2013
 -6.09 -7.48 -1.3 1.1 0.3 1.5 -3.1 -2.5 -0.4 -1.4 1.8 0.8 -0.9 -2.1
2012
 +3.66 +1.89 0.9 -1.1 -1.6 2.5 2.9 -0.4 1.4 -0.1 -0.3 -0.4 1.0 -0.9
2011
 +15.64 +12.31 0.0 -0.2 -0.2 1.8 2.5 -0.5 3.2 4.7 2.2 -1.3 0.6 2.0
2010
 +9.37 +7.76 2.4 0.3 -1.1 1.7 2.9 3.0 0.9 3.4 0.0 0.0 -0.9 -3.4
2009
 -6.59 -9.06 -3.9 -0.7 3.3 -2.7 -2.1 -0.6 0.8 0.8 1.1 -0.1 2.0 -4.4
2008
 +17.91 +17.80 3.4 1.2 1.3 -2.4 -1.8 1.1 0.7 1.5 -0.1 -0.9 7.8 5.2
2007
 +10.37 +6.05 -0.4 2.1 -0.1 0.6 -1.4 -0.5 2.3 2.3 0.1 1.1 4.0 0.0
2006
 +2.52 -0.02 -0.7 -0.1 -1.4 -0.6 -0.1 0.2 1.7 1.8 1.2 0.5 1.3 -1.3
2005
 +2.64 -0.75 0.9 -1.4 -0.4 2.5 1.8 0.5 -2.2 2.0 -1.8 -1.2 0.6 1.4
2004
 +4.12 +0.84 1.0 1.6 1.3 -4.3 -0.5 0.7 1.2 2.8 0.3 1.0 -2.0 1.2
2003
 +5.29 +3.35 -0.8 2.2 -0.4 0.1 3.8 -0.7 -5.0 0.7 5.0 -1.5 0.0 2.0
2002
 +15.45 +12.77 0.4 1.9 -3.7 2.9 0.7 2.1 3.2 3.4 4.6 -2.2 -2.0 3.6
2001
 +5.40 +3.79 -0.1 2.5 0.3 -2.8 -0.2 0.5 3.2 2.1 2.4 2.8 -3.4 -1.9
2000
 +17.28 +13.44 -1.1 2.5 3.4 -1.0 0.1 2.5 0.4 2.8 0.0 0.7 2.7 3.2
1999
 -7.83 -10.24 0.3 -4.5 0.7 -0.4 -1.7 -0.8 -0.3 0.0 1.1 -0.4 -0.7 -1.5
1998
 +14.64 +12.82 2.2 -0.2 0.1 0.4 1.4 1.4 0.0 4.0 5.3 -1.2 -0.4 1.1
1997
 +11.97 +10.09 -0.2 0.3 -2.0 2.0 0.9 1.7 4.2 -1.8 2.2 2.6 0.3 1.3
1996
 -0.00 -3.22 0.3 -3.5 -1.0 -1.8 -0.8 1.4 0.1 -0.6 2.3 3.1 2.8 -2.2
1995
 +25.55 +22.44 2.3 3.3 0.7 1.5 6.2 1.2 -1.2 1.8 1.3 1.6 2.5 1.8
1994
 -7.19 -9.61 1.5 -2.8 -3.9 -1.5 -0.2 -0.6 2.2 0.1 -2.4 -0.7 0.0 1.1
1993
 +12.97 +9.95 2.8 3.2 0.5 0.4 -0.3 3.2 0.3 3.4 0.8 0.2 -2.5 0.5
1992
 +7.23 +4.21 -3.6 0.9 -1.3 0.1 2.6 2.0 3.6 1.3 2.4 -2.6 -0.5 2.4
1991
 +18.91 +15.37 1.0 0.7 0.5 0.9 0.4 -0.5 1.0 3.3 3.1 0.6 1.3 5.4
1990
 +7.70 +1.50 -2.7 0.2 -0.2 -1.8 3.7 1.9 1.2 -2.6 1.0 1.9 3.3 1.9
1989
 +17.84 +12.61 1.6 -1.2 0.9 2.6 3.5 4.1 2.6 -2.3 0.4 3.4 1.2 0.0
1988
 +6.90 +2.38 4.6 1.4 -2.0 -1.2 -1.4 3.3 -1.2 -0.1 3.3 2.2 -1.9 0.2
1987
 -2.64 -6.78 1.0 0.5 -1.6 -4.1 -1.2 1.4 -1.1 -1.5 -3.2 5.7 0.0 1.8
1986
 +21.35 +20.03 0.2 7.2 5.8 0.7 -3.9 5.6 0.7 3.4 -2.9 1.4 2.0 0.0
1985
 +29.85 +25.10 3.2 -3.3 2.5 2.4 7.9 1.0 -1.1 2.7 0.7 2.7 3.5 4.6
1984
 +14.87 +10.51 1.9 -1.1 -1.7 -0.6 -4.7 1.5 6.3 1.7 2.9 5.0 2.2 1.1
1983
 +2.30 -1.44 -1.8 4.2 -1.3 3.0 -2.4 0.0 -3.7 -0.3 4.2 -0.8 1.6 -0.1
1982
 +39.57 +34.42 0.3 1.8 0.4 2.8 2.0 -2.7 5.3 6.0 7.3 7.1 0.4 3.5
1981
 +5.28 -3.34 -0.4 -3.0 2.8 -4.1 4.5 -0.8 -3.0 -2.5 -0.8 7.6 9.4 -3.4
1980
 -1.29 -12.27 -3.9 -7.9 1.5 12.4 4.0 1.8 -3.2 -3.7 -0.8 -2.4 -0.4 2.7
1979
 +1.83 -10.12 2.1 -0.7 1.2 -0.8 2.7 2.4 -0.6 -0.7 -0.5 -7.0 3.0 1.2
1978
 -0.74 -8.95 -0.4 0.0 -0.1 0.1 -0.5 -0.6 1.1 1.8 -0.4 -1.9 1.4 -1.1
1977
 +0.53 -5.78 -3.6 0.3 0.8 0.4 1.1 1.9 -0.9 1.6 -0.3 -0.8 1.1 -0.9
1976
 +15.29 +9.95 0.4 0.9 1.4 0.6 -1.3 1.3 0.7 2.0 1.4 1.5 3.5 2.0
1975
 +5.52 -1.32 -0.3 1.1 -3.1 -1.3 2.5 1.2 -1.0 0.5 -1.0 4.6 -0.9 3.3
1974
 +4.05 -7.38 -0.1 0.5 -2.2 -1.1 1.6 -0.2 -1.1 -0.8 1.8 1.7 1.7 2.3
1973
 +3.29 -4.99 -0.4 -0.2 -0.1 0.8 -1.1 0.5 -2.8 1.9 3.1 1.9 0.7 -0.9
1972
 +2.35 -1.02 -1.0 0.9 -0.1 0.4 1.2 -0.2 0.7 -1.7 -0.3 1.5 1.5 -0.4
1971
 +11.24 +7.72 3.6 0.1 5.1 -3.5 -1.7 -1.8 -0.5 4.8 2.6 1.5 0.1 0.8
1970
 +18.93 +12.66 1.6 7.0 -0.7 -4.6 -0.3 2.6 2.8 -0.2 2.1 0.3 6.9 0.5
1969
 -5.63 -11.14 0.3 0.0 0.2 1.3 -2.1 -0.7 1.1 -0.7 -4.2 4.8 -1.9 -3.5
1968
 +6.26 +1.47 5.7 0.3 -1.0 0.6 -0.4 2.2 2.4 0.2 -0.1 -0.5 -0.8 -2.3
1967
 -3.08 -5.94 1.3 -1.2 2.1 -1.8 0.2 -2.7 0.9 -0.4 0.1 -2.1 -0.3 0.8
1966
 +5.46 +1.93 0.4 -2.1 2.9 -0.2 0.3 -0.9 -0.2 -1.9 3.1 0.8 -0.7 4.2
1965
 +0.72 -1.18 0.5 0.1 0.5 0.3 0.2 0.6 0.2 -0.1 -0.3 -0.1 -0.2 -1.0
1964
 +3.65 +2.65 0.3 0.1 -0.1 0.4 0.6 0.7 0.0 0.2 0.6 0.5 0.0 0.3
1963
 +1.64 -0.01 0.2 -0.3 0.3 0.3 0.3 0.0 0.3 0.2 -0.1 -0.3 0.9 -0.2
1962
 +5.83 +4.44 0.0 1.2 1.5 0.3 0.0 -0.5 0.0 1.0 0.5 0.5 0.3 0.9
1961
 +2.10 +1.41 0.3 0.8 0.6 0.0 0.9 -1.1 0.0 -0.6 0.8 0.8 0.2 -0.6
1960
 +11.66 +10.16 0.2 2.3 2.3 0.1 -0.2 2.0 2.4 1.1 0.3 -0.4 0.0 1.1
1959
 -1.12 -2.80 0.3 0.8 0.1 -0.7 -1.2 0.1 -0.1 0.1 -1.6 1.6 0.4 -0.9
1958
 -2.10 -3.79 1.3 0.6 0.8 1.1 -0.1 -0.2 -1.7 -2.5 -1.5 0.0 0.8 -0.7
1957
 +5.92 +2.94 0.3 1.3 -0.3 -0.3 -0.7 -1.4 -0.8 0.3 0.4 -0.1 2.4 4.7
1956
 -2.68 -5.50 0.3 0.8 -0.8 -1.6 1.2 0.9 -0.7 -1.6 -0.2 0.6 -1.0 -0.6
1955
 -1.13 -1.50 -0.7 -0.1 0.1 -0.5 0.1 0.1 -0.8 -0.4 0.3 1.0 0.2 -0.4
1954
 +3.13 +3.91 1.2 0.3 1.1 0.9 -0.5 0.1 0.9 -0.3 0.0 -0.2 -0.2 -0.1
1953
 +2.19 +1.43 -0.8 -0.4 -0.3 -0.4 -1.7 -0.3 1.8 0.1 0.9 2.1 0.1 1.0
1952
 +1.89 +1.13 0.2 -0.2 0.2 1.2 0.6 -0.2 -0.3 -0.6 -0.7 1.5 0.3 0.0
1951
 -0.56 -6.19 0.6 -0.4 -1.2 -0.7 -0.6 0.1 1.1 1.2 -1.1 -0.1 -0.2 0.5
1950
 -1.39 -6.91 -0.7 0.0 0.0 -0.3 0.1 -0.4 0.2 0.2 -0.2 -0.4 -0.1 0.3
1949
 +4.92 +7.15 0.6 0.3 0.5 0.3 0.3 0.9 0.4 0.8 -0.1 0.2 0.2 0.6
1948
 +2.72 -0.26 0.2 0.4 0.3 0.3 1.0 -0.7 0.0 0.0 0.5 -0.2 0.6 0.5
1947
 -1.38 -9.39 0.5 0.3 0.2 0.0 0.2 -0.2 0.2 0.4 -0.3 -0.7 -0.7 -1.3
1946
 +0.36 -15.04 0.7 0.3 0.3 -1.2 0.1 0.4 -0.2 -0.4 -0.3 0.3 -0.6 1.0
1945
 +5.77 +3.44 1.4 0.7 0.6 1.2 0.1 0.6 -0.1 0.3 0.4 0.7 0.6 -0.9
1944
 +2.27 -0.03 0.2 0.5 0.2 0.1 0.2 0.1 0.2 0.4 0.1 0.1 0.2 0.1
1943
 +1.98 -0.95 0.5 0.1 0.0 0.4 0.6 0.3 0.0 0.0 0.2 0.0 -0.1 0.1
1942
 +1.78 -6.65 0.3 -0.5 0.9 -0.4 0.4 0.1 -0.1 0.2 0.1 0.3 0.0 0.5
1941
 +2.73 -6.55 0.2 -0.6 1.5 0.9 0.1 1.1 1.2 -0.5 0.1 0.6 -0.2 -1.5
1940
 +6.10 +5.34 0.1 0.1 1.1 -0.3 -1.5 1.5 0.8 0.4 0.9 0.7 1.6 0.6
1939
 +4.02 +4.02 0.2 0.6 1.0 0.8 1.4 -0.1 0.4 -1.0 -3.8 2.3 1.2 1.1
1938
 +4.38 +7.37 0.4 0.6 0.0 1.0 0.6 0.0 0.3 0.4 -0.5 1.2 -0.1 0.5
1937
 +1.27 -1.54 0.6 0.3 -2.0 -0.4 0.6 0.1 1.0 -0.6 0.4 0.2 0.8 0.3
1936
 +5.37 +3.86 0.4 0.8 0.7 0.4 0.4 0.1 0.3 0.8 0.0 0.1 1.3 0.1
1935
 +4.30 +1.28 1.6 0.8 0.2 0.6 0.3 0.3 0.4 -1.1 0.0 0.6 0.2 0.4
1934
 +7.94 +6.33 0.7 2.0 1.4 0.8 0.9 0.7 0.5 -0.7 -1.2 1.8 0.3 0.8
1933
 +1.81 +1.04 1.4 -0.5 -0.6 0.3 1.3 1.0 0.4 0.2 0.4 0.0 -1.7 -0.3
1932
 +8.90 +21.37 -2.4 1.6 1.9 2.3 -0.4 0.3 1.8 1.4 0.5 0.2 0.1 1.1
1931
 -2.56 +7.45 0.4 -0.6 0.5 0.4 1.1 0.5 0.1 0.0 -0.3 -2.8 0.3 -2.2
1930
 +4.57 +11.72 -0.3 0.5 1.3 -0.4 0.8 0.8 0.3 0.2 0.4 0.5 0.4 0.0
1929
 +4.44 +3.84 -0.3 -0.5 -0.7 1.1 0.3 -0.1 0.7 -0.3 0.4 1.1 2.5 0.2
1928
 +0.97 +2.15 0.2 0.2 0.4 0.0 -0.1 -0.2 -0.8 -0.2 0.5 0.2 1.0 -0.3
1927
 +6.82 +9.29 0.7 0.5 1.2 0.5 0.6 0.0 0.1 0.6 0.4 0.4 0.8 0.8
1926
 +5.82 +7.01 0.6 0.8 0.3 0.4 0.6 0.3 0.2 0.1 0.3 0.5 0.8 0.8
1925
 +5.31 +1.78 0.3 0.4 0.3 0.6 0.8 1.0 0.3 -0.2 0.3 0.6 0.6 0.2
1924
 +7.49 +7.49 0.8 0.5 0.4 0.8 1.0 1.7 0.7 0.6 0.2 0.7 0.1 -0.2
1923
 +4.19 +1.78 0.4 0.3 0.0 0.3 0.5 0.6 0.4 0.3 0.3 0.1 0.6 0.5
1922
 +5.64 +8.14 0.5 0.0 1.1 1.4 0.5 0.5 1.2 0.5 -0.2 -0.5 0.1 0.4
1921
 +13.13 +26.87 1.8 0.1 0.5 0.7 0.4 0.3 0.5 0.8 1.2 2.7 1.9 1.7
1920
 +1.43 -1.19 0.2 -0.5 0.1 -1.0 -1.8 0.8 0.2 -0.3 2.3 3.2 -0.6 -1.0
1919
 +2.57 -10.45 0.3 -0.2 0.2 0.5 0.8 0.2 0.2 -0.1 0.8 0.6 -0.4 -0.3
1918
 +4.60 -13.15 0.6 0.8 0.6 0.4 0.4 1.3 0.4 0.4 0.1 0.0 0.8 -1.3
1917
 -2.28 -17.25 -0.2 0.8 -1.9 0.0 -1.7 -0.5 0.4 0.2 1.3 -0.2 0.3 -0.9
1916
 +3.78 -7.85 0.1 1.3 0.8 0.1 0.5 -0.5 -0.3 0.5 0.5 0.3 -0.3 0.8
1915
 +4.51 +2.48 0.5 0.3 1.1 0.6 0.1 0.0 -0.9 1.3 -0.4 0.0 0.7 1.1
1914
 +1.79 +0.78 1.2 0.6 -0.2 -0.5 0.2 0.0 -0.3 0.3 0.3 0.3 0.3 -0.4
1913
 +1.68 -1.37 0.3 0.5 0.1 0.0 1.0 0.1 -2.1 -0.2 -0.2 -0.4 1.5 1.2
1912
 +4.01 -3.08 0.4 0.5 0.6 0.7 0.2 0.1 0.3 -0.2 0.5 0.2 0.4 0.2
1911
 +1.86 +4.00 0.3 1.3 0.3 -0.1 -1.2 0.6 0.3 -0.4 0.2 0.3 0.1 0.2
1910
 +2.84 +11.32 -0.4 0.3 -0.2 0.3 0.1 0.5 0.3 0.5 0.7 0.3 0.3 0.1
1909
 -0.85 -10.28 0.3 0.3 0.3 0.3 0.3 0.3 -0.3 -1.1 -0.6 0.4 -0.8 -0.1
1908
 +5.53 +2.14 0.3 0.7 2.3 1.8 0.3 -0.6 0.2 -0.1 -0.1 0.3 0.1 0.4
1907
 -6.38 -4.35 -0.6 0.2 1.1 0.4 -0.4 -0.4 0.3 -1.2 -0.9 -0.3 -2.3 -2.2
1906
 +3.21 -2.21 0.5 -0.3 0.5 1.3 -0.8 -0.2 0.4 0.8 0.7 0.1 0.2 0.2
1905
 +2.69 +2.70 0.3 0.3 1.8 0.3 -0.3 0.8 0.3 0.5 1.1 0.3 -0.8 -1.7
1904
 +0.53 -3.97 0.1 -0.7 0.4 0.2 -0.1 0.5 0.1 -0.5 0.5 0.3 -0.5 0.3
1903
 +2.04 +7.97 0.2 0.6 1.2 -1.2 0.9 -0.4 -0.5 0.3 0.9 0.4 -0.4 0.2
1902
 -0.08 -6.73 0.4 0.2 0.2 0.2 0.1 -2.5 -2.3 0.3 3.9 0.8 -0.7 -0.5
1901
 +4.10 -0.85 0.6 0.2 -0.1 1.0 -0.2 0.6 -0.1 -0.7 0.9 1.2 0.2 0.3
1900
 +6.14 +10.17 0.3 0.6 1.2 -1.4 1.1 0.2 -0.2 -0.6 1.1 0.3 2.1 1.3
1899
 +7.64 -7.88 1.0 -0.4 0.6 1.0 0.1 1.1 -0.3 0.5 0.2 0.3 0.8 2.6
1898
 +2.65 +1.14 0.3 -2.0 -3.1 -1.3 1.6 1.8 2.9 0.7 0.3 0.5 -0.1 1.2
1897
 +11.31 +11.31 2.3 0.7 0.9 0.8 -0.7 1.6 1.3 -0.1 0.4 1.6 1.0 1.0
1896
 +2.95 +4.48 -3.2 -0.3 1.4 1.2 -0.4 0.4 -1.9 -1.8 3.1 1.4 2.6 0.5
1895
 +7.80 +4.77 -1.7 5.3 1.1 1.3 1.2 1.7 0.2 -1.1 0.6 -3.6 3.0 -0.2
1894
 +4.33 +11.78 -0.9 1.2 0.6 0.4 -0.2 0.7 0.1 0.4 0.7 0.0 0.9 0.3
1893
 +3.79 +12.20 -0.4 -0.3 0.9 0.0 -0.2 -1.3 -0.8 0.9 1.7 -0.2 2.0 1.5
1892
 +0.66 -0.53 -0.4 0.3 0.7 -0.9 1.2 0.9 -0.7 -0.1 -0.7 0.1 0.4 -0.2
1891
 -0.82 +4.20 -1.1 0.4 0.7 0.7 0.3 0.3 -3.8 0.0 1.1 -0.8 0.4 1.1
1890
 -0.41 -1.66 -0.9 -1.5 -0.4 -0.1 0.3 0.5 0.6 1.2 1.4 -1.2 0.3 -0.5
1889
 +2.36 +8.68 -0.4 1.3 1.2 -0.4 0.6 0.4 -0.6 0.1 0.3 -0.5 0.2 0.4
1888
 +5.24 +5.25 0.5 1.3 -1.1 0.1 1.6 1.1 0.0 0.7 1.0 -0.7 0.2 0.6
1887
 +0.62 -5.21 -0.7 1.0 0.5 0.5 0.4 0.3 -1.0 -0.3 -1.2 0.6 1.3 -0.6
1886
 +7.20 +12.43 -0.1 2.1 1.0 -0.1 0.1 0.8 0.1 0.1 1.2 1.0 0.1 0.8
1885
 +4.15 +5.42 -0.7 0.6 0.5 -0.2 0.4 0.9 0.2 0.5 0.5 0.4 0.2 0.9
1884
 +2.46 +14.22 0.0 0.3 0.7 -0.3 -2.0 -0.8 0.2 0.7 0.8 0.5 1.4 1.0
1883
 +6.44 +15.21 -0.7 0.3 0.6 0.3 0.0 0.5 -0.5 0.6 1.4 0.7 1.3 1.8
1882
 +5.46 +7.45 0.1 0.4 1.0 1.3 1.1 -0.2 -0.4 0.5 0.2 -0.5 0.5 1.4
1881
 +8.87 +1.70 0.9 0.7 0.7 1.2 2.3 1.0 -1.0 -0.4 1.2 -0.4 1.0 1.5
1880
 +12.45 +14.70 0.6 2.5 1.1 0.4 1.2 1.5 -0.2 1.5 -0.2 -0.7 2.8 1.4
1879
 +7.32 -9.49 -0.4 0.7 -0.1 1.1 2.6 -0.2 -0.4 0.1 1.1 0.4 1.2 1.0
1878
 +2.37 +19.02 0.3 0.3 -0.4 -0.5 2.2 -0.8 -0.5 0.5 0.4 -0.4 0.6 0.6
1877
 -2.01 +10.77 -2.0 -0.1 -0.4 1.1 1.8 -1.0 0.4 -0.6 -2.1 0.0 0.9 -0.1
1876
 -2.30 -0.58 -1.3 1.3 0.0 0.1 0.4 1.3 -1.6 -1.6 -1.4 -0.4 0.7 0.2
1875
 +4.92 +10.39 -1.1 1.2 0.5 1.7 1.7 1.5 -3.6 0.3 0.2 0.7 0.9 1.0
1874
 +6.58 +12.79 -0.9 2.4 1.1 1.1 0.5 0.7 -3.0 0.5 0.1 0.5 1.7 2.0
1873
 +5.59 +12.18 -1.2 0.7 1.3 1.2 1.9 1.6 -2.1 0.3 -1.8 -1.9 0.2 5.4
1872
 +6.04 +3.67 -2.5 -0.1 0.8 2.5 2.5 1.6 -1.8 0.3 -0.9 1.6 0.9 1.2
1871
 +10.11 +8.46 0.0 2.3 1.1 1.6 1.6 1.1 -1.2 0.8 1.3 -0.3 0.6 0.8

Portofolio Returns, up to December 2002, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.

In particular, it has been used:

  • IEF - iShares 7-10 Year Treasury Bond: simulated historical serie, up to December 2002

Portfolio efficiency

Compared to the 10-year Treasury Portfolio, the following portfolios granted a higher return over 30 Years and a less severe drawdown at the same time.

Swipe left to see all data
30 Years Stats (%)
% Allocation
Portfolio Author Return▾ Dev.Std Drawdown Stocks Bonds Comm
Stocks/Bonds 40/60 Momentum +7.77 6.87 -21.11 40 60 0
Golden Butterfly Tyler +7.52 7.52 -17.79 40 40 20
All Weather Portfolio Ray Dalio +7.19 7.21 -20.19 30 55 15
Stocks/Bonds 40/60 +6.84 6.83 -19.17 40 60 0
Simplified Permanent Portfolio +6.79 6.79 -16.43 25 50 25
Zefiro Portfolio Zefiro SCF +6.56 7.41 -20.61 20 50 30
Edge Select Moderately Conservative Merrill Lynch +6.51 6.73 -20.48 37 63 0
Desert Portfolio Gyroscopic Investing +6.48 5.42 -14.72 30 60 10
Permanent Portfolio Harry Browne +6.41 6.46 -15.92 25 50 25
Paul Boyer Portfolio Paul Boyer +6.32 7.43 -18.04 25 50 25
Stocks/Bonds 20/80 Momentum +6.10 4.82 -17.91 20 80 0
Larry Portfolio Larry Swedroe +6.04 5.51 -15.96 30 70 0
All Country World 20/80 +5.75 5.54 -17.97 20 80 0
Sheltered Sam 30/70 Bill Bernstein +5.71 5.18 -16.58 29.1 70 0.9
Stocks/Bonds 20/80 +5.62 4.76 -16.57 20 80 0
Eliminate Fat Tails Larry Swedroe +5.59 6.36 -18.42 30 70 0
Dimensional Retirement Income Fund DFA +5.48 4.78 -12.91 20.4 79.6 0
LifeStrategy Income Fund Vanguard +5.42 4.67 -16.61 20 80 0
All Country World Bonds +5.31 4.54 -17.60 0 100 0
US Inflation Protection +5.21 6.08 -14.74 0 100 0
Developed World ex-US 20/80 +5.19 5.23 -16.80 20 80 0
Edge Select Conservative Merrill Lynch +5.17 4.18 -12.44 21 79 0
Sheltered Sam 20/80 Bill Bernstein +5.15 4.12 -11.24 19.4 80 0.6
Robo Advisor 20 Betterment +5.10 4.14 -12.16 19.9 80.1 0
Total Bond Developed World ex-US +4.93 4.56 -14.88 0 100 0
10-year Treasury +4.89 6.77 -21.22 0 100 0

Here's a list containing the Best Classic Portfolios, with the highest returns over 30 Years

and Low Risk categorization.

Swipe left to see all data
30 Years Stats (%)
% Allocation
Portfolio Author Return▾ Dev.Std Drawdown Stocks Bonds Comm
High Yield Bonds Income +6.57 8.71 -23.97 0 100 0
Stocks/Bonds 20/80 Momentum +6.10 4.82 -17.91 20 80 0
All Country World 20/80 +5.75 5.54 -17.97 20 80 0
Stocks/Bonds 20/80 +5.62 4.76 -16.57 20 80 0
Dimensional Retirement Income Fund DFA +5.48 4.78 -12.91 20.4 79.6 0