Short Term Treasury Portfolio: ETF allocation and returns

Data Source: from January 1871 to November 2023 (~153 years)
Consolidated Returns as of 30 November 2023
Live Update: Dec 01 2023
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.29%
1 Day
Dec 01 2023
0.29%
Current Month
December 2023

The Short Term 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 Short Term Treasury Portfolio obtained a 3.00% compound annual return, with a 1.81% standard deviation.

Table of contents

Asset Allocation and ETFs

The Short Term Treasury Portfolio has the following asset allocation:

0% Stocks
100% Fixed Income
0% Commodities

The Short Term Treasury Portfolio can be implemented with the following ETFs:

Weight (%) Ticker Currency ETF Name Investment Themes
100.00
SHY
USD iShares 1-3 Year Treasury Bond Bond, U.S., Short 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 Short Term Treasury Portfolio guaranteed the following returns.

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • the reinvestment of dividends.
SHORT TERM 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)
Short Term Treasury Portfolio 0.29 0.29 1.05 1.53 2.96 1.04 0.77 3.00 4.42
US Inflation Adjusted return 1.05 0.36 -0.38 -2.91 -1.99 0.47 2.26
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 Short Term Treasury Portfolio granted a 1.24% dividend yield. If you are interested in getting periodic income, please refer to the Short Term Treasury Portfolio: Dividend Yield page.

Capital Growth as of Nov 30, 2023

An investment of 1$, since December 1993, now would be worth 2.43$, with a total return of 142.90% (3.00% annualized).

The Inflation Adjusted Capital now would be 1.15$, with a net total return of 15.11% (0.47% annualized).
An investment of 1$, since January 1871, now would be worth 749.08$, with a total return of 74808.33% (4.42% annualized).

The Inflation Adjusted Capital now would be 30.37$, with a net total return of 2936.83% (2.26% annualized).
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Portfolio Metrics as of Nov 30, 2023

Metrics of Short Term 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.
SHORT TERM 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 (%) 1.05 1.31 1.53 2.96 -0.61 1.04 0.77 1.66 3.00 4.42
Infl. Adjusted Return (%) details 1.05 1.10 0.36 -0.38 -6.01 -2.91 -1.99 -0.91 0.47 2.26
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 (%) -0.99 -5.36 -5.36 -5.36 -5.36 -5.36 -8.52
Start to Recovery (# months) details 2 30* 30* 30* 30* 30* 13
Start (yyyy mm) 2023 02 2021 06 2021 06 2021 06 2021 06 2021 06 1971 04
Start to Bottom (# months) 1 17 17 17 17 17 4
Bottom (yyyy mm) 2023 02 2022 10 2022 10 2022 10 2022 10 2022 10 1971 07
Bottom to End (# months) 1 13 13 13 13 13 9
End (yyyy mm) 2023 03 - - - - - 1972 04
Longest Drawdown Depth (%) -0.87
same as
deepest
same as
deepest
same as
deepest
same as
deepest
same as
deepest		 -5.36
Start to Recovery (# months) details 6 30*
Start (yyyy mm) 2023 05 2021 06 2021 06 2021 06 2021 06 2021 06 2021 06
Start to Bottom (# months) 2 17 17 17 17 17 17
Bottom (yyyy mm) 2023 06 2022 10 2022 10 2022 10 2022 10 2022 10 2022 10
Bottom to End (# months) 4 13 13 13 13 13 13
End (yyyy mm) 2023 10 - - - - - -
Longest negative period (# months) details 5 36* 47 47 47 47 47
Period Start (yyyy mm) 2023 05 2020 12 2019 09 2019 09 2019 09 2019 09 2019 09
Period End (yyyy mm) 2023 09 2023 11 2023 07 2023 07 2023 07 2023 07 2023 07
Annualized Return (%) -0.57 -0.61 -0.08 -0.08 -0.08 -0.08 -0.08
Drawdowns / Negative periods marked with * are in progress
Deepest Drawdown Depth (%) -2.19 -18.13 -19.35 -19.86 -23.76 -23.76 -45.12
Start to Recovery (# months) details 11* 36* 43* 106* 179* 179* 153
Start (yyyy mm) 2023 01 2020 12 2020 05 2015 02 2009 01 2009 01 1915 04
Start to Bottom (# months) 9 34 41 104 177 177 63
Bottom (yyyy mm) 2023 09 2023 09 2023 09 2023 09 2023 09 2023 09 1920 06
Bottom to End (# months) 2 2 2 2 2 2 90
End (yyyy mm) - - - - - - 1927 12
Longest Drawdown Depth (%)
same as
deepest
same as
deepest
same as
deepest
same as
deepest
same as
deepest
same as
deepest		 -42.58
Start to Recovery (# months) details 555
Start (yyyy mm) 2023 01 2020 12 2020 05 2015 02 2009 01 2009 01 1939 06
Start to Bottom (# months) 9 34 41 104 177 177 169
Bottom (yyyy mm) 2023 09 2023 09 2023 09 2023 09 2023 09 2023 09 1953 06
Bottom to End (# months) 2 2 2 2 2 2 386
End (yyyy mm) - - - - - - 1985 08
Longest negative period (# months) details 12* 36* 60* 120* 240* 308 625
Period Start (yyyy mm) 2022 12 2020 12 2018 12 2013 12 2003 12 1998 02 1933 03
Period End (yyyy mm) 2023 11 2023 11 2023 11 2023 11 2023 11 2023 09 1985 03
Annualized Return (%) -0.38 -6.01 -2.91 -1.99 -0.91 -0.01 0.00
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
1Y 3Y 5Y 10Y 20Y 30Y MAX
Standard Deviation (%) 2.35 2.06 1.88 1.44 1.47 1.81 3.46
Sharpe Ratio -0.82 -1.23 -0.33 -0.19 0.26 0.42 0.12
Sortino Ratio -1.19 -1.77 -0.47 -0.28 0.38 0.64 0.19
Ulcer Index 0.42 2.90 2.26 1.62 1.17 1.00 1.20
Ratio: Return / Standard Deviation 1.26 -0.30 0.56 0.53 1.13 1.66 1.28
Ratio: Return / Deepest Drawdown 2.99 -0.11 0.19 0.14 0.31 0.56 0.52
% Positive Months details 66% 44% 55% 55% 64% 69% 70%
Positive Months 8 16 33 67 155 250 1291
Negative Months 4 20 27 53 85 110 544
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
 1Y 3Y 5Y 10Y 20Y 30Y MAX
Best 10 Years Return (%) - Annualized 0.77 2.56 6.01 11.72
Worst 10 Years Return (%) - Annualized 0.45 0.45 0.45
Best 10 Years Return (%) - Annualized -1.99 0.62 3.48 9.41
Worst 10 Years Return (%) - Annualized -2.07 -2.07 -4.85
ROLLING PERIOD RETURNS
Inflation Adjusted:
Inflation Adjusted:
 1Y 3Y 5Y 10Y 20Y 30Y MAX
Over the latest 30Y
Best Rolling Return (%) - Annualized 12.11 8.27 6.92 6.01 4.20 3.00
Worst Rolling Return (%) - Annualized -5.11 -1.26 0.32 0.45 1.55
% Positive Periods 89% 95% 100% 100% 100% 100%
Best Rolling Return (%) - Annualized 9.47 5.65 4.47 3.48 1.83 0.47
Worst Rolling Return (%) - Annualized -12.30 -6.65 -3.32 -2.07 -0.99
% Positive Periods 52% 52% 57% 68% 78% 100%
Over all the available data source (Jan 1871 - Nov 2023)
Best Rolling Return (%) - Annualized 25.82 17.24 15.57 11.72 9.50 8.27
Worst Rolling Return (%) - Annualized -5.42 -1.26 0.32 0.45 1.09 1.88
% Positive Periods 92% 98% 100% 100% 100% 100%
Best Rolling Return (%) - Annualized 30.38 17.20 16.30 9.41 8.80 6.81
Worst Rolling Return (%) - Annualized -19.03 -12.29 -11.10 -4.85 -2.62 -1.04
% Positive Periods 62% 69% 71% 74% 83% 87%
WITHDRAWAL RATES (WR)
1Y 3Y 5Y 10Y 20Y 30Y MAX
Safe WR (%) 30.57 19.47 9.55 4.98 4.30 5.10
Perpetual WR (%) 0.00 0.00 0.00 0.00 0.47 2.21
Terms and Definitions
  • 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!
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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.

SHORT TERM 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)
Inflation Adjusted:
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-5.36% Jun 2021 Oct 2022 17 in progress 13 30 3.16
-2.23% Feb 1994 Apr 1994 3 Jan 1995 9 12 1.33
-1.18% Apr 2008 May 2008 2 Sep 2008 4 6 0.68
-1.11% Feb 1996 Apr 1996 3 Jul 1996 3 6 0.72
-1.09% Nov 2001 Dec 2001 2 Feb 2002 2 4 0.68
-1.09% Apr 2004 Jun 2004 3 Oct 2004 4 7 0.72
-0.90% Sep 2017 Feb 2018 6 Nov 2018 9 15 0.52
-0.88% Feb 1999 Feb 1999 1 Apr 1999 2 3 0.45
-0.84% Dec 2009 Dec 2009 1 Feb 2010 2 3 0.42
-0.82% Mar 2002 Mar 2002 1 Apr 2002 1 2 0.47
-0.67% Jul 2016 Nov 2016 5 Aug 2017 9 14 0.33
-0.66% Nov 2002 Nov 2002 1 Dec 2002 1 2 0.38
-0.64% Nov 2004 Feb 2005 4 May 2005 3 7 0.42
-0.58% Jan 2009 Feb 2009 2 Aug 2009 6 8 0.29
-0.55% Jul 2003 Aug 2003 2 Sep 2003 1 3 0.37
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-23.76% Jan 2009 Sep 2023 177 in progress 2 179 10.09
-6.26% Jan 2004 May 2006 29 Dec 2007 19 48 3.81
-4.01% Mar 2008 Jul 2008 5 Nov 2008 4 9 2.48
-3.65% Feb 1994 Nov 1994 10 May 1995 6 16 2.42
-2.42% Feb 1996 May 1996 4 Oct 1996 5 9 1.51
-1.49% Feb 1999 Jan 2000 12 Jul 2000 6 18 1.11
-1.42% Nov 2001 Mar 2002 5 May 2002 2 7 0.62
-1.38% Jan 2003 Aug 2003 8 Dec 2003 4 12 0.84
-0.80% Oct 2002 Nov 2002 2 Dec 2002 1 3 0.41
-0.58% Dec 1996 Mar 1997 4 Apr 1997 1 5 0.25
-0.35% Apr 2001 May 2001 2 Jul 2001 2 4 0.23
-0.25% Feb 1998 Feb 1998 1 Apr 1998 2 3 0.13
-0.17% Aug 1997 Aug 1997 1 Sep 1997 1 2 0.10
-0.15% Nov 1998 Nov 1998 1 Dec 1998 1 2 0.09
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-8.52% Apr 1971 Jul 1971 4 Apr 1972 9 13 3.84
-7.53% Jul 1895 Feb 1896 8 Nov 1896 9 17 4.75
-6.84% Mar 1970 May 1970 3 Nov 1970 6 9 3.57
-6.17% Sep 1931 Jan 1932 5 Jul 1932 6 11 2.87
-5.89% Feb 1898 Apr 1898 3 Jul 1898 3 6 3.47
-5.48% Jun 1939 Sep 1939 4 Mar 1941 18 22 2.34
-5.36% Jun 2021 Oct 2022 17 in progress 13 30 3.16
-4.59% Jul 1958 Sep 1958 3 Mar 1960 18 21 2.73
-4.40% Jul 1873 Oct 1873 4 Dec 1873 2 6 2.62
-4.27% Jun 1902 Jul 1902 2 Sep 1902 2 4 2.73
-4.26% Jul 1980 Nov 1980 5 Mar 1981 4 9 2.25
-4.14% Sep 1968 Dec 1968 4 Apr 1969 4 8 2.07
-4.03% Feb 1980 Feb 1980 1 Apr 1980 2 3 2.42
-3.84% Mar 1975 Apr 1975 2 Jun 1975 2 4 2.19
-3.69% Jul 1871 Feb 1872 8 May 1872 3 11 1.95
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-45.12% Apr 1915 Jun 1920 63 Dec 1927 90 153 21.17
-42.58% Jun 1939 Jun 1953 169 Aug 1985 386 555 27.94
-23.76% Jan 2009 Sep 2023 177 in progress 2 179 10.09
-17.77% Jul 1879 Jan 1880 7 Jul 1883 42 49 9.78
-15.92% Aug 1897 Apr 1900 33 Jul 1904 51 84 9.02
-12.11% Jul 1892 Feb 1893 8 Aug 1893 6 14 6.60
-10.30% Jun 1908 Apr 1910 23 Oct 1910 6 29 5.32
-9.00% Jul 1876 Jan 1877 7 Jun 1877 5 12 4.44
-8.87% Jul 1933 Sep 1937 51 Apr 1939 19 70 4.60
-8.81% Sep 1871 Mar 1872 7 May 1873 14 21 5.22
-7.87% Apr 1895 Oct 1895 7 May 1896 7 14 4.38
-7.49% May 1911 Sep 1912 17 Apr 1914 19 36 4.94
-6.60% Nov 1905 Dec 1906 14 Jan 1908 13 27 4.09
-6.26% Jan 2004 May 2006 29 Dec 2007 19 48 3.81
-5.48% Jul 1886 Jan 1887 7 May 1888 16 23 3.00

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.

SHORT TERM 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)
Inflation Adjusted:
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 -5.11 10/2021
09/2022 		0.94$ 0.21 1.00$ 2.28 1.02$ 6.99 1.06$ 12.11 01/1995
12/1995 		1.12$ 2.96 10.89%
2Y -2.67 11/2020
10/2022 		0.94$ 0.43 1.00$ 2.42 1.04$ 6.54 1.13$ 9.17 10/2000
09/2002 		1.19$ -0.68 8.01%
3Y -1.26 07/2020
06/2023 		0.96$ 0.52 1.01$ 2.55 1.07$ 6.16 1.19$ 8.27 02/2000
01/2003 		1.26$ -0.61 4.92%
5Y 0.32 05/2013
04/2018 		1.01$ 0.68 1.03$ 3.20 1.17$ 5.85 1.32$ 6.92 10/1997
09/2002 		1.39$ 1.04 0.00%
7Y 0.39 10/2011
09/2018 		1.02$ 0.72 1.05$ 3.21 1.24$ 5.61 1.46$ 7.05 11/1994
10/2001 		1.61$ 0.89 0.00%
10Y 0.45 11/2012
10/2022 		1.04$ 0.99 1.10$ 2.50 1.27$ 4.92 1.61$ 6.01 04/1994
03/2004 		1.79$ 0.77 0.00%
15Y 0.87 12/2008
11/2023 		1.13$ 1.83 1.31$ 2.71 1.49$ 4.61 1.96$ 5.32 12/1994
11/2009 		2.17$ 0.87 0.00%
20Y 1.55 03/2003
02/2023 		1.35$ 1.85 1.44$ 2.92 1.77$ 3.84 2.12$ 4.20 06/1994
05/2014 		2.27$ 1.66 0.00%
30Y 3.00 12/1993
11/2023 		2.42$ 3.00 2.42$ 3.00 2.42$ 3.00 2.42$ 3.00 12/1993
11/2023 		2.42$ 3.00 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 -12.30 10/2021
09/2022 		0.87$ -2.38 0.97$ 0.48 1.00$ 4.93 1.04$ 9.47 11/2000
10/2001 		1.09$ -0.38 47.56%
2Y -9.03 11/2020
10/2022 		0.82$ -1.69 0.96$ 0.21 1.00$ 3.93 1.08$ 6.95 10/2000
09/2002 		1.14$ -5.60 46.59%
3Y -6.65 07/2020
06/2023 		0.81$ -1.40 0.95$ 0.38 1.01$ 3.73 1.11$ 5.65 02/2000
01/2003 		1.17$ -6.01 47.38%
5Y -3.32 11/2017
10/2022 		0.84$ -1.05 0.94$ 0.44 1.02$ 3.37 1.18$ 4.47 10/1997
09/2002 		1.24$ -2.91 42.19%
7Y -2.90 03/2016
02/2023 		0.81$ -1.02 0.93$ 0.79 1.05$ 3.10 1.23$ 4.44 12/1994
11/2001 		1.35$ -2.55 35.38%
10Y -2.07 03/2013
02/2023 		0.81$ -0.80 0.92$ 0.41 1.04$ 2.30 1.25$ 3.48 04/1994
03/2004 		1.40$ -1.99 31.54%
15Y -1.59 12/2008
11/2023 		0.78$ -0.29 0.95$ 0.65 1.10$ 2.14 1.37$ 2.77 12/1994
11/2009 		1.50$ -1.59 29.83%
20Y -0.99 07/2003
06/2023 		0.81$ -0.66 0.87$ 0.75 1.16$ 1.55 1.35$ 1.83 01/1995
12/2014 		1.43$ -0.91 21.49%
30Y 0.47 12/1993
11/2023 		1.15$ 0.47 1.15$ 0.47 1.15$ 0.47 1.15$ 0.47 12/1993
11/2023 		1.15$ 0.47 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 -5.42 08/1895
07/1896 		0.94$ 0.72 1.00$ 4.06 1.04$ 8.04 1.08$ 25.82 10/1981
09/1982 		1.25$ 2.96 7.40%
2Y -2.67 11/2020
10/2022 		0.94$ 1.27 1.02$ 4.12 1.08$ 7.36 1.15$ 19.29 05/1981
04/1983 		1.42$ -0.68 1.99%
3Y -1.26 07/2020
06/2023 		0.96$ 1.46 1.04$ 4.34 1.13$ 6.86 1.22$ 17.24 03/1980
02/1983 		1.61$ -0.61 1.11%
5Y 0.32 05/2013
04/2018 		1.01$ 1.53 1.07$ 4.34 1.23$ 6.58 1.37$ 15.57 09/1981
08/1986 		2.06$ 1.04 0.00%
7Y 0.39 10/2011
09/2018 		1.02$ 1.52 1.11$ 4.36 1.34$ 6.58 1.56$ 13.80 03/1980
02/1987 		2.47$ 0.89 0.00%
10Y 0.45 11/2012
10/2022 		1.04$ 1.65 1.17$ 4.42 1.54$ 6.45 1.86$ 11.72 03/1980
02/1990 		3.02$ 0.77 0.00%
15Y 0.87 12/2008
11/2023 		1.13$ 2.11 1.36$ 4.40 1.90$ 6.97 2.74$ 10.33 11/1978
10/1993 		4.37$ 0.87 0.00%
20Y 1.09 07/1933
06/1953 		1.24$ 2.35 1.59$ 4.31 2.32$ 7.33 4.11$ 9.50 08/1973
07/1993 		6.14$ 1.66 0.00%
30Y 1.88 11/1933
10/1963 		1.74$ 2.56 2.13$ 4.34 3.57$ 7.47 8.67$ 8.27 08/1973
07/2003 		10.84$ 3.00 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 -19.03 07/1919
06/1920 		0.80$ -3.90 0.96$ 1.77 1.01$ 9.40 1.09$ 30.38 06/1877
05/1878 		1.30$ -0.38 37.39%
2Y -14.68 07/1918
06/1920 		0.72$ -2.44 0.95$ 2.08 1.04$ 7.47 1.15$ 22.89 07/1920
06/1922 		1.51$ -5.60 33.11%
3Y -12.29 02/1917
01/1920 		0.67$ -2.01 0.94$ 2.14 1.06$ 7.45 1.24$ 17.20 08/1873
07/1876 		1.60$ -6.01 30.11%
5Y -11.10 07/1915
06/1920 		0.55$ -1.28 0.93$ 1.95 1.10$ 7.16 1.41$ 16.30 06/1873
05/1878 		2.12$ -2.91 28.66%
7Y -7.07 06/1913
05/1920 		0.59$ -1.41 0.90$ 1.91 1.14$ 6.63 1.56$ 14.38 05/1872
04/1879 		2.56$ -2.55 25.68%
10Y -4.85 06/1941
05/1951 		0.60$ -1.19 0.88$ 1.99 1.21$ 6.33 1.84$ 9.41 04/1871
03/1881 		2.45$ -1.99 25.93%
15Y -3.27 07/1938
06/1953 		0.60$ -0.49 0.92$ 1.90 1.32$ 5.07 2.10$ 9.32 04/1871
03/1886 		3.80$ -1.59 19.75%
20Y -2.62 07/1933
06/1953 		0.58$ -0.22 0.95$ 1.91 1.46$ 4.56 2.43$ 8.80 05/1872
04/1892 		5.40$ -0.91 16.92%
30Y -1.04 07/1933
06/1963 		0.73$ 0.27 1.08$ 1.92 1.77$ 3.50 2.80$ 6.81 04/1871
03/1901 		7.21$ 0.47 12.67%
Annualized rolling and percentiles/median returns over full calendar month periods

If you need a deeper detail about rolling returns, please refer to the Short Term Treasury Portfolio: Rolling Returns page.

Seasonality

In which months is it better to invest in Short Term 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
0.19
80%
-0.10
40%
0.41
60%
0.05
80%
0.18
60%
-0.16
40%
0.18
80%
0.07
40%
-0.30
0%
0.03
40%
0.33
60%
0.17
80%
Best 0.8
2023 		0.9
2020 		1.6
2023 		0.3
2020 		0.7
2019 		0.5
2019 		0.4
2022 		0.8
2019 		0.0
2020 		0.3
2023 		1.1
2023 		0.8
2018
Worst -0.7
2022 		-1.0
2023 		-1.4
2022 		-0.5
2022 		-0.4
2023 		-0.6
2022 		-0.1
2019 		-0.8
2022 		-1.2
2022 		-0.3
2021 		-0.1
2021 		-0.2
2021
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
0.22
80%
-0.07
50%
0.27
70%
0.04
80%
0.15
70%
-0.03
50%
0.10
60%
0.08
50%
-0.15
20%
0.03
40%
0.12
50%
0.03
50%
Best 0.8
2023 		0.9
2020 		1.6
2023 		0.3
2020 		0.7
2019 		0.6
2016 		0.4
2022 		0.8
2019 		0.3
2015 		0.3
2023 		1.1
2023 		0.8
2018
Worst -0.7
2022 		-1.0
2023 		-1.4
2022 		-0.5
2022 		-0.4
2023 		-0.6
2022 		-0.1
2014 		-0.8
2022 		-1.2
2022 		-0.3
2021 		-0.5
2016 		-0.3
2014
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
0.28
70%
0.42
72%
0.44
77%
0.32
72%
0.39
71%
0.39
72%
0.12
62%
0.23
66%
0.38
66%
0.45
72%
0.52
69%
0.45
72%
Best 5.6
1968 		6.6
1970 		4.9
1971 		7.9
1980 		3.7
1980 		2.2
1970 		3.8
1982 		4.6
1971 		4.0
1902 		5.3
1969 		6.8
1970 		5.5
1873
Worst -3.0
1896 		-4.0
1980 		-3.0
1898 		-5.1
1970 		-2.0
1971 		-2.3
1902 		-3.6
1875 		-2.2
1958 		-4.2
1939 		-4.3
1895 		-1.7
1933 		-2.6
1969
Monthly Seasonality over the period Feb 1871 - Nov 2023

Monthly Returns

This section provides a visual/tabular representation of the performance variability in the Short Term Treasury Portfolio over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.

SHORT TERM 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)
250 Positive Months (69%) - 110 Negative Months (31%)
1291 Positive Months (70%) - 544 Negative Months (30%)
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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:
  • SHY - iShares 1-3 Year Treasury Bond, up to December 2002

Portfolio efficiency

No other portfolio in our database 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 Author Return▾ Dev.Std Drawdown Stocks Bonds Comm
Short Term Treasury +3.00 1.81 -5.36 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 Author 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 DFA +5.36 4.79 -12.91 20.4 79.6 0
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