Total Bond US Portfolio: ETF allocation and returns

Data Source: from January 1871 to February 2024 (~153 years)
Consolidated Returns as of 29 February 2024
Live Update: Mar 01 2024
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.42%
1 Day
Mar 01 2024
0.42%
Current Month
March 2024

The Total Bond US 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 Total Bond US Portfolio obtained a 4.19% compound annual return, with a 4.24% standard deviation.

Table of contents
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Asset Allocation and ETFs

The Total Bond US Portfolio has the following asset allocation:

0% Stocks
100% Fixed Income
0% Commodities

The Total Bond US Portfolio can be implemented with the following ETFs:

Weight (%) Ticker Currency ETF Name Investment Themes
100.00
BND
USD Vanguard Total Bond Market Bond, U.S., All-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 Feb 29, 2024

The Total Bond US Portfolio guaranteed the following returns.

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • the reinvestment of dividends.
  • the actual US Inflation rates.
TOTAL BOND US PORTFOLIO
Consolidated returns as of 29 February 2024
Live Update: Mar 01 2024
Swipe left to see all data
  Chg (%) Return (%) Return (%) as of Feb 29, 2024
  1 Day Time ET(*) Mar 2024 1M 6M 1Y 5Y 10Y 30Y MAX
(~153Y)
Total Bond US Portfolio 0.42 0.42 -1.36 2.38 3.47 0.54 1.39 4.19 4.48
US Inflation Adjusted return -1.36 1.22 0.74 -3.42 -1.35 1.63 2.32
Returns over 1 year are annualized | Available data source: since Jan 1871
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Jan 2024. Pending updates, the monthly inflation is set at 0% for the subsequent periods. Current inflation (annualized) is 1Y: 2.71% , 5Y: 4.10% , 10Y: 2.77% , 30Y: 2.52%

In 2023, the Total Bond US Portfolio granted a 3.20% dividend yield. If you are interested in getting periodic income, please refer to the Total Bond US Portfolio: Dividend Yield page.

Capital Growth as of Feb 29, 2024

An investment of 1$, since March 1994, now would be worth 3.43$, with a total return of 242.67% (4.19% annualized).

The Inflation Adjusted Capital now would be 1.62$, with a net total return of 62.33% (1.63% annualized).
An investment of 1$, since January 1871, now would be worth 827.26$, with a total return of 82625.58% (4.48% annualized).

The Inflation Adjusted Capital now would be 33.33$, with a net total return of 3233.36% (2.32% annualized).

Portfolio Metrics as of Feb 29, 2024

Metrics of Total Bond US Portfolio, updated as of 29 February 2024.

Metrics are calculated based on monthly returns, assuming:
  • no fees or capital gain taxes.
  • the reinvestment of dividends.
  • the actual US Inflation rates.
TOTAL BOND US PORTFOLIO
Advanced Metrics
Data Source: 1 January 1871 - 29 February 2024 (~153 years)
Swipe left to see all data
Metrics as of Feb 29, 2024
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~153Y)
Investment Return (%) -1.36 1.97 2.38 3.47 -3.21 0.54 1.39 2.85 4.19 4.48
Infl. Adjusted Return (%) details -1.36 1.43 1.22 0.74 -8.27 -3.42 -1.35 0.28 1.63 2.32
US Inflation (%) 0.00 0.54 1.14 2.71 5.52 4.10 2.77 2.56 2.52 2.12
Pending updates, the monthly inflation after Jan 2024 is set at 0%. Returns / Inflation rates over 1 year are annualized.
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Deepest Drawdown Depth (%) -6.02 -16.55 -17.28 -17.28 -17.28 -17.28 -17.28
Start to Recovery (# months) details 8 31* 43* 43* 43* 43* 43*
Start (yyyy mm) 2023 05 2021 08 2020 08 2020 08 2020 08 2020 08 2020 08
Start to Bottom (# months) 6 15 27 27 27 27 27
Bottom (yyyy mm) 2023 10 2022 10 2022 10 2022 10 2022 10 2022 10 2022 10
Bottom to End (# months) 2 16 16 16 16 16 16
End (yyyy mm) 2023 12 - - - - - -
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 05 2021 08 2020 08 2020 08 2020 08 2020 08 2020 08
Start to Bottom (# months) 6 15 27 27 27 27 27
Bottom (yyyy mm) 2023 10 2022 10 2022 10 2022 10 2022 10 2022 10 2022 10
Bottom to End (# months) 2 16 16 16 16 16 16
End (yyyy mm) 2023 12 - - - - - -
Longest negative period (# months) details 8 36* 57* 90 90 90 90
Period Start (yyyy mm) 2023 03 2021 03 2019 06 2016 05 2016 05 2016 05 2016 05
Period End (yyyy mm) 2023 10 2024 02 2024 02 2023 10 2023 10 2023 10 2023 10
Annualized Return (%) -4.38 -3.21 -0.22 -0.02 -0.02 -0.02 -0.02
Drawdowns / Negative periods marked with * are in progress
Deepest Drawdown Depth (%) -7.40 -27.09 -30.41 -30.41 -30.41 -30.41 -48.08
Start to Recovery (# months) details 10* 36* 43* 43* 43* 43* 165
Start (yyyy mm) 2023 05 2021 03 2020 08 2020 08 2020 08 2020 08 1916 03
Start to Bottom (# months) 6 32 39 39 39 39 52
Bottom (yyyy mm) 2023 10 2023 10 2023 10 2023 10 2023 10 2023 10 1920 06
Bottom to End (# months) 4 4 4 4 4 4 113
End (yyyy mm) - - - - - - 1929 11
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest
-46.74
Start to Recovery (# months) details 538
Start (yyyy mm) 2023 05 2021 03 2020 08 2020 08 2020 08 2020 08 1941 05
Start to Bottom (# months) 6 32 39 39 39 39 485
Bottom (yyyy mm) 2023 10 2023 10 2023 10 2023 10 2023 10 2023 10 1981 09
Bottom to End (# months) 4 4 4 4 4 4 53
End (yyyy mm) - - - - - - 1986 02
Longest negative period (# months) details 11* 36* 60* 120* 236 245 622
Period Start (yyyy mm) 2023 04 2021 03 2019 03 2014 03 2004 03 2003 06 1932 08
Period End (yyyy mm) 2024 02 2024 02 2024 02 2024 02 2023 10 2023 10 1984 05
Annualized Return (%) -1.98 -8.27 -3.42 -1.35 -0.01 -0.02 0.00
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
1Y 3Y 5Y 10Y 20Y 30Y MAX
Standard Deviation (%) 7.20 7.18 6.30 4.92 4.38 4.24 4.36
Sharpe Ratio -0.24 -0.78 -0.20 0.04 0.34 0.45 0.11
Sortino Ratio -0.41 -1.18 -0.30 0.06 0.48 0.63 0.17
Ulcer Index 2.37 10.04 8.36 6.03 4.35 3.63 2.29
Ratio: Return / Standard Deviation 0.48 -0.45 0.09 0.28 0.65 0.99 1.03
Ratio: Return / Deepest Drawdown 0.58 -0.19 0.03 0.08 0.16 0.24 0.26
% Positive Months details 33% 38% 46% 51% 59% 63% 68%
Positive Months 4 14 28 62 143 228 1254
Negative Months 8 22 32 58 97 132 584
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Best 10 Years Return (%) - Annualized 1.39 4.93 7.48 13.97
Worst 10 Years Return (%) - Annualized 0.65 0.65 0.65
Best 10 Years Return (%) - Annualized -1.35 3.12 4.88 9.65
Worst 10 Years Return (%) - Annualized -1.88 -1.88 -4.36
ROLLING PERIODS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Over the latest 30Y
Best Rolling Return (%) - Annualized 18.18 10.24 8.18 7.48 5.97 4.19
Worst Rolling Return (%) - Annualized -15.59 -5.59 -0.50 0.65 2.67
% Positive Periods 83% 93% 98% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 88.06 27.48 19.45 10.09 5.74 5.12
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 0.11 1.97
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 15.26 7.76 5.60 4.88 3.63 1.63
Worst Rolling Return (%) - Annualized -21.67 -10.70 -4.19 -1.88 0.09
% Positive Periods 70% 84% 91% 90% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 88.06 27.48 19.45 10.09 5.74 5.12
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 0.11 1.97
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Over all the available data source (Jan 1871 - Feb 2024)
Best Rolling Return (%) - Annualized 34.57 19.06 20.18 13.97 10.77 8.93
Worst Rolling Return (%) - Annualized -15.59 -5.59 -0.50 0.65 1.73 2.18
% Positive Periods 86% 98% 99% 100% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 88.06 26.15 14.07 7.49 3.66 2.46
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - - -
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 30.24 17.38 16.54 9.65 7.77 5.89
Worst Rolling Return (%) - Annualized -21.67 -13.89 -12.11 -4.36 -2.05 -1.14
% Positive Periods 64% 73% 73% 74% 80% 85%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 88.06 26.15 14.07 7.49 3.66 2.46
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - - -
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
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 initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, without the portfolio running out of money in any case (money amount withdrawal).
    For instance: Your initial invested capital is 100.000$; withdrawal rate (annualized) is 4%. This means that, in the first month, you will withdraw 100.000 * 4% * 1/12 = 333.33$. The second month, you’ll withdraw 333.33$ plus the inflation monthly rate. You’ll continue adjusting your withdraw monthly for inflation.
  • Perpetual Withdrawal Rate (PWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, preserving the original invested capital, adjusted for inflation too.

Talking about withdrawal rates, how would you manage your early retirement with the Total Bond US Portfolio? Read more here

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.

TOTAL BOND US PORTFOLIO
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 March 1994 - 29 February 2024 (30 Years)
Data Source: 1 January 1871 - 29 February 2024 (~153 years)
Inflation Adjusted:
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-17.28% Aug 2020 Oct 2022 27 in progress 16 43 9.84
-4.01% May 2013 Aug 2013 4 May 2014 9 13 2.32
-3.88% Apr 2008 Oct 2008 7 Dec 2008 2 9 1.46
-3.68% Aug 2016 Nov 2016 4 Aug 2017 9 13 2.01
-3.47% Jun 2003 Jul 2003 2 Jan 2004 6 8 1.59
-3.28% Mar 1994 Jun 1994 4 Feb 1995 8 12 2.31
-3.16% Feb 1996 May 1996 4 Oct 1996 5 9 1.96
-3.03% Apr 2004 May 2004 2 Aug 2004 3 5 2.03
-2.67% Feb 2015 Jun 2015 5 Feb 2016 8 13 1.47
-2.65% Jan 2009 Feb 2009 2 Jun 2009 4 6 1.48
-2.64% Feb 1999 Aug 1999 7 Mar 2000 7 14 1.55
-2.63% Sep 2017 Oct 2018 14 Jan 2019 3 17 1.55
-1.91% Nov 2001 Dec 2001 2 May 2002 5 7 1.15
-1.90% Sep 2005 Oct 2005 2 Aug 2006 10 12 1.07
-1.70% Nov 2010 Dec 2010 2 May 2011 5 7 1.11
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 141 2.6 Months 39.06%
 
DD = 0% 39.06%
 
0% < DD <= -5% 195 1.9 Months 54.02%
 
DD <= -5% 93.07%
 
-5% < DD <= -10% 2 180.5 Months 0.55%
 
DD <= -10% 93.63%
 
-10% < DD <= -15% 19 19.0 Months 5.26%
 
DD <= -15% 98.89%
 
-15% < DD <= -20% 4 90.3 Months 1.11%
 
DD <= -20% 100.00%
 
-20% < DD <= -25% 0 - 0.00%
 
DD <= -25% 100.00%
 
-25% < DD <= -30% 0 - 0.00%
 
DD <= -30% 100.00%
 
-30% < DD <= -35% 0 - 0.00%
 
DD <= -35% 100.00%
 
-35% < DD <= -40% 0 - 0.00%
 
DD <= -40% 100.00%
 
-40% < DD <= -45% 0 - 0.00%
 
DD <= -45% 100.00%
 
-45% < DD <= -50% 0 - 0.00%
 
DD <= -50% 100.00%
 
-50% < DD <= -55% 0 - 0.00%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-30.41% Aug 2020 Oct 2023 39 in progress 4 43 19.28
-7.38% Aug 2016 Oct 2018 27 Aug 2019 10 37 4.15
-5.55% Feb 2008 Oct 2008 9 Dec 2008 2 11 2.63
-5.48% Aug 2012 Aug 2013 13 Jan 2015 17 30 2.87
-5.03% Mar 1994 Nov 1994 9 Apr 1995 5 14 3.26
-5.01% Jul 2005 Jun 2006 12 Nov 2006 5 17 3.16
-4.38% Feb 1999 Jan 2000 12 Sep 2000 8 20 2.84
-4.22% Feb 1996 May 1996 4 Nov 1996 6 10 2.72
-3.89% Jun 2003 Jul 2003 2 Mar 2004 8 10 2.00
-3.87% Feb 2015 Jun 2015 5 Jun 2016 12 17 2.17
-3.60% Apr 2004 May 2004 2 Jun 2005 13 15 1.81
-3.43% Sep 2010 Mar 2011 7 Aug 2011 5 12 1.92
-3.25% Jan 2009 Feb 2009 2 Aug 2009 6 8 1.73
-2.34% Nov 2001 Mar 2002 5 Jul 2002 4 9 1.18
-2.23% Dec 2006 Jun 2007 7 Oct 2007 4 11 1.06
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 79 4.6 Months 21.88%
 
DD = 0% 21.88%
 
0% < DD <= -5% 230 1.6 Months 63.71%
 
DD <= -5% 85.60%
 
-5% < DD <= -10% 26 13.9 Months 7.20%
 
DD <= -10% 92.80%
 
-10% < DD <= -15% 2 180.5 Months 0.55%
 
DD <= -15% 93.35%
 
-15% < DD <= -20% 1 361.0 Months 0.28%
 
DD <= -20% 93.63%
 
-20% < DD <= -25% 9 40.1 Months 2.49%
 
DD <= -25% 96.12%
 
-25% < DD <= -30% 13 27.8 Months 3.60%
 
DD <= -30% 99.72%
 
-30% < DD <= -35% 1 361.0 Months 0.28%
 
DD <= -35% 100.00%
 
-35% < DD <= -40% 0 - 0.00%
 
DD <= -40% 100.00%
 
-40% < DD <= -45% 0 - 0.00%
 
DD <= -45% 100.00%
 
-45% < DD <= -50% 0 - 0.00%
 
DD <= -50% 100.00%
 
-50% < DD <= -55% 0 - 0.00%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-17.28% Aug 2020 Oct 2022 27 in progress 16 43 9.84
-10.70% Jul 1979 Feb 1980 8 Apr 1980 2 10 4.87
-8.66% May 1958 Sep 1959 17 Jul 1960 10 27 5.50
-8.66% Jul 1980 Aug 1981 14 Nov 1981 3 17 6.19
-8.40% Jul 1895 Aug 1896 14 Jan 1897 5 19 5.09
-7.91% Apr 1971 Jul 1971 4 Oct 1971 3 7 4.65
-6.88% Aug 1968 Sep 1969 14 Feb 1970 5 19 3.67
-6.76% Sep 1931 Jan 1932 5 Jun 1932 5 10 3.29
-5.95% Mar 1970 May 1970 3 Sep 1970 4 7 3.21
-5.87% Jul 1873 Oct 1873 4 Feb 1874 4 8 3.23
-5.86% Mar 1987 Sep 1987 7 Jan 1988 4 11 3.00
-5.80% Feb 1898 Apr 1898 3 Jul 1898 3 6 3.40
-5.01% Feb 1994 Jun 1994 5 Mar 1995 9 14 3.62
-4.92% Aug 1939 Sep 1939 2 Mar 1940 6 8 2.07
-4.69% Jul 1871 Feb 1872 8 Jun 1872 4 12 2.44
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 838 2.2 Months 45.57%
 
DD = 0% 45.57%
 
0% < DD <= -5% 916 2.0 Months 49.81%
 
DD <= -5% 95.38%
 
-5% < DD <= -10% 61 30.1 Months 3.32%
 
DD <= -10% 98.69%
 
-10% < DD <= -15% 20 92.0 Months 1.09%
 
DD <= -15% 99.78%
 
-15% < DD <= -20% 4 459.8 Months 0.22%
 
DD <= -20% 100.00%
 
-20% < DD <= -25% 0 - 0.00%
 
DD <= -25% 100.00%
 
-25% < DD <= -30% 0 - 0.00%
 
DD <= -30% 100.00%
 
-30% < DD <= -35% 0 - 0.00%
 
DD <= -35% 100.00%
 
-35% < DD <= -40% 0 - 0.00%
 
DD <= -40% 100.00%
 
-40% < DD <= -45% 0 - 0.00%
 
DD <= -45% 100.00%
 
-45% < DD <= -50% 0 - 0.00%
 
DD <= -50% 100.00%
 
-50% < DD <= -55% 0 - 0.00%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-48.08% Mar 1916 Jun 1920 52 Nov 1929 113 165 22.52
-46.74% May 1941 Sep 1981 485 Feb 1986 53 538 27.25
-30.41% Aug 2020 Oct 2023 39 in progress 4 43 19.28
-17.92% Jul 1879 Jan 1880 7 Sep 1883 44 51 10.27
-17.78% Aug 1897 Oct 1902 63 Feb 1911 100 163 9.82
-12.78% Jul 1892 Feb 1893 8 Aug 1893 6 14 7.20
-10.03% Jul 1871 Apr 1872 10 Jun 1873 14 24 6.73
-9.03% May 1911 Oct 1913 30 Feb 1915 16 46 5.29
-8.67% Jul 1876 Jan 1877 7 Jun 1877 5 12 4.21
-8.24% Mar 1987 Sep 1987 7 Feb 1988 5 12 4.45
-8.24% Jul 1886 Jan 1888 19 Jan 1889 12 31 4.40
-8.12% Apr 1895 Oct 1895 7 Jun 1896 8 15 4.50
-7.38% Aug 2016 Oct 2018 27 Aug 2019 10 37 4.15
-6.98% Feb 1994 Nov 1994 10 May 1995 6 16 4.76
-6.94% Aug 1939 Sep 1939 2 Oct 1940 13 15 2.72
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 302 6.1 Months 16.42%
 
DD = 0% 16.42%
 
0% < DD <= -5% 582 3.2 Months 31.65%
 
DD <= -5% 48.07%
 
-5% < DD <= -10% 204 9.0 Months 11.09%
 
DD <= -10% 59.16%
 
-10% < DD <= -15% 156 11.8 Months 8.48%
 
DD <= -15% 67.65%
 
-15% < DD <= -20% 51 36.1 Months 2.77%
 
DD <= -20% 70.42%
 
-20% < DD <= -25% 170 10.8 Months 9.24%
 
DD <= -25% 79.66%
 
-25% < DD <= -30% 160 11.5 Months 8.70%
 
DD <= -30% 88.36%
 
-30% < DD <= -35% 150 12.3 Months 8.16%
 
DD <= -35% 96.52%
 
-35% < DD <= -40% 31 59.3 Months 1.69%
 
DD <= -40% 98.21%
 
-40% < DD <= -45% 25 73.6 Months 1.36%
 
DD <= -45% 99.56%
 
-45% < DD <= -50% 8 229.9 Months 0.44%
 
DD <= -50% 100.00%
 
-50% < DD <= -55% 0 - 0.00%
 
DD <= -55% 100.00%
 
-55% < DD <= -60% 0 - 0.00%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 

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.

TOTAL BOND US PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 March 1994 - 29 February 2024 (30 Years)
Data Source: 1 January 1871 - 29 February 2024 (~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 -15.59 11/2021
10/2022
0.84$ -0.32 0.99$ 4.97 1.04$ 9.12 1.09$ 18.18 01/1995
12/1995
1.18$ 3.47 16.91%
2Y -8.32 11/2020
10/2022
0.84$ 1.30 1.02$ 4.72 1.09$ 8.17 1.17$ 11.56 12/1994
11/1996
1.24$ -3.49 8.90%
3Y -5.59 11/2020
10/2023
0.84$ 1.98 1.06$ 5.13 1.16$ 7.22 1.23$ 10.24 01/1995
12/1997
1.33$ -3.21 6.46%
5Y -0.50 11/2017
10/2022
0.97$ 2.13 1.11$ 4.59 1.25$ 6.99 1.40$ 8.18 09/1996
08/2001
1.48$ 0.54 1.33%
7Y -0.23 11/2016
10/2023
0.98$ 2.43 1.18$ 4.82 1.39$ 6.51 1.55$ 8.66 11/1994
10/2001
1.78$ 0.90 0.72%
10Y 0.65 11/2012
10/2022
1.06$ 3.28 1.38$ 4.65 1.57$ 6.05 1.79$ 7.48 11/1994
10/2004
2.05$ 1.39 0.00%
15Y 2.36 10/2008
09/2023
1.41$ 3.59 1.69$ 4.55 1.94$ 6.10 2.42$ 6.70 12/1994
11/2009
2.64$ 2.47 0.00%
20Y 2.67 11/2003
10/2023
1.69$ 3.12 1.84$ 4.74 2.52$ 5.43 2.88$ 5.97 12/1994
11/2014
3.19$ 2.85 0.00%
30Y 4.19 03/1994
02/2024
3.42$ 4.19 3.42$ 4.19 3.42$ 4.19 3.42$ 4.19 03/1994
02/2024
3.42$ 4.19 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 -21.67 11/2021
10/2022
0.78$ -2.96 0.97$ 2.34 1.02$ 7.52 1.07$ 15.26 01/1995
12/1995
1.15$ 0.74 29.23%
2Y -14.30 11/2020
10/2022
0.73$ -0.65 0.98$ 2.49 1.05$ 6.18 1.12$ 10.09 11/2008
10/2010
1.21$ -7.49 23.15%
3Y -10.70 11/2020
10/2023
0.71$ -0.08 0.99$ 2.78 1.08$ 5.06 1.15$ 7.76 06/2000
05/2003
1.25$ -8.27 15.38%
5Y -4.19 11/2017
10/2022
0.80$ 0.55 1.02$ 2.30 1.12$ 4.44 1.24$ 5.60 09/1996
08/2001
1.31$ -3.42 8.64%
7Y -3.60 11/2016
10/2023
0.77$ 0.76 1.05$ 2.57 1.19$ 4.06 1.32$ 6.01 11/1994
10/2001
1.50$ -2.48 9.39%
10Y -1.88 11/2013
10/2023
0.82$ 1.48 1.15$ 2.45 1.27$ 3.42 1.39$ 4.88 11/1994
10/2004
1.61$ -1.35 9.96%
15Y -0.16 01/2009
12/2023
0.97$ 1.42 1.23$ 2.49 1.44$ 3.60 1.69$ 4.09 12/1994
11/2009
1.82$ -0.06 1.66%
20Y 0.09 11/2003
10/2023
1.01$ 0.58 1.12$ 2.56 1.65$ 3.16 1.86$ 3.63 02/1995
01/2015
2.04$ 0.28 0.00%
30Y 1.63 03/1994
02/2024
1.62$ 1.63 1.62$ 1.63 1.62$ 1.63 1.62$ 1.63 03/1994
02/2024
1.62$ 1.63 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 -15.59 11/2021
10/2022
0.84$ 0.21 1.00$ 4.10 1.04$ 8.71 1.08$ 34.57 10/1981
09/1982
1.34$ 3.47 13.68%
2Y -8.32 11/2020
10/2022
0.84$ 1.57 1.03$ 3.83 1.07$ 7.88 1.16$ 25.05 07/1984
06/1986
1.56$ -3.49 3.97%
3Y -5.59 11/2020
10/2023
0.84$ 2.14 1.06$ 3.83 1.11$ 7.23 1.23$ 19.06 07/1982
06/1985
1.68$ -3.21 1.77%
5Y -0.50 11/2017
10/2022
0.97$ 2.30 1.12$ 3.93 1.21$ 6.99 1.40$ 20.18 09/1981
08/1986
2.50$ 0.54 0.28%
7Y -0.23 11/2016
10/2023
0.98$ 2.56 1.19$ 3.94 1.31$ 6.71 1.57$ 15.97 03/1980
02/1987
2.82$ 0.90 0.11%
10Y 0.65 11/2012
10/2022
1.06$ 2.68 1.30$ 4.02 1.48$ 7.01 1.96$ 13.97 10/1981
09/1991
3.69$ 1.39 0.00%
15Y 1.40 02/1945
01/1960
1.23$ 2.65 1.47$ 4.00 1.80$ 7.43 2.93$ 11.71 10/1981
09/1996
5.26$ 2.47 0.00%
20Y 1.73 08/1939
07/1959
1.40$ 2.92 1.77$ 4.02 2.19$ 7.54 4.27$ 10.77 10/1981
09/2001
7.73$ 2.85 0.00%
30Y 2.18 01/1940
12/1969
1.90$ 2.99 2.41$ 3.86 3.11$ 7.74 9.35$ 8.93 09/1981
08/2011
13.00$ 4.19 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 -21.67 11/2021
10/2022
0.78$ -5.10 0.94$ 2.25 1.02$ 9.80 1.09$ 30.24 06/1877
05/1878
1.30$ 0.74 35.85%
2Y -16.26 07/1918
06/1920
0.70$ -3.05 0.93$ 2.40 1.04$ 8.05 1.16$ 23.31 07/1920
06/1922
1.52$ -7.49 29.92%
3Y -13.89 02/1917
01/1920
0.63$ -2.27 0.93$ 2.51 1.07$ 7.52 1.24$ 17.38 08/1873
07/1876
1.61$ -8.27 26.73%
5Y -12.11 07/1915
06/1920
0.52$ -1.56 0.92$ 2.09 1.10$ 6.94 1.39$ 16.54 11/1873
10/1878
2.14$ -3.42 26.76%
7Y -7.81 07/1913
06/1920
0.56$ -1.26 0.91$ 2.15 1.16$ 6.39 1.54$ 13.72 06/1872
05/1879
2.46$ -2.48 25.19%
10Y -4.36 07/1910
06/1920
0.64$ -1.15 0.89$ 1.89 1.20$ 6.37 1.85$ 9.65 10/1981
09/1991
2.51$ -1.35 25.65%
15Y -3.27 07/1905
06/1920
0.60$ -0.65 0.90$ 2.01 1.34$ 5.68 2.29$ 8.49 04/1871
03/1886
3.39$ -0.06 21.88%
20Y -2.05 07/1900
06/1920
0.66$ -0.50 0.90$ 2.17 1.53$ 4.63 2.47$ 7.77 05/1872
04/1892
4.46$ 0.28 19.51%
30Y -1.14 05/1940
04/1970
0.70$ 0.03 1.00$ 2.11 1.86$ 3.77 3.03$ 5.89 04/1871
03/1901
5.56$ 1.63 14.74%
Annualized rolling and percentiles/median returns over full calendar month periods

If you need a deeper detail about rolling returns, please refer to the Total Bond US Portfolio: Rolling Returns page.

Seasonality

In which months is it better to invest in Total Bond US 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
0.44
40%
-1.06
20%
-0.17
40%
0.04
60%
0.46
80%
0.19
60%
1.01
80%
-0.36
20%
-1.67
0%
-0.57
40%
1.92
80%
0.50
40%
Best 3.3
2023
1.7
2020
2.7
2023
2.8
2020
1.8
2019
1.2
2019
2.4
2022
2.8
2019
-0.1
2020
0.3
2019
4.5
2023
3.6
2023
Worst -2.1
2022
-2.9
2023
-2.8
2022
-4.0
2022
-1.2
2023
-1.7
2022
-0.1
2023
-2.8
2022
-4.2
2022
-1.5
2023
0.0
2019
-0.8
2022
Monthly Seasonality over the period Feb 1871 - Feb 2024
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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
0.59
60%
-0.62
30%
0.11
50%
0.10
60%
0.43
70%
0.19
60%
0.66
70%
0.03
40%
-0.90
20%
-0.39
40%
0.80
60%
0.51
60%
Best 3.3
2023
1.7
2020
2.7
2023
2.8
2020
1.8
2019
2.0
2016
2.4
2022
2.8
2019
0.8
2015
0.7
2014
4.5
2023
3.6
2023
Worst -2.1
2022
-2.9
2023
-2.8
2022
-4.0
2022
-1.2
2023
-1.7
2022
-0.3
2014
-2.8
2022
-4.2
2022
-1.5
2023
-2.6
2016
-0.8
2022
Monthly Seasonality over the period Feb 1871 - Feb 2024
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
0.31
68%
0.34
71%
0.37
72%
0.33
68%
0.43
70%
0.40
69%
0.16
60%
0.26
61%
0.37
68%
0.38
69%
0.66
73%
0.48
69%
Best 5.5
1968
6.9
1970
5.0
1971
10.5
1980
5.7
1985
3.1
1986
4.5
1982
5.1
1982
4.6
1982
6.5
1981
8.4
1981
5.3
1873
Worst -3.1
1896
-7.5
1980
-2.9
1898
-4.8
1970
-3.2
1984
-2.5
1967
-3.4
1875
-5.0
1980
-4.2
2022
-5.7
1979
-2.6
2016
-3.1
1969
Monthly Seasonality over the period Feb 1871 - Feb 2024

Monthly Returns

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

TOTAL BOND US PORTFOLIO
Monthly Returns Distribution
Data Source: 1 March 1994 - 29 February 2024 (30 Years)
Data Source: 1 January 1871 - 29 February 2024 (~153 years)
228 Positive Months (63%) - 132 Negative Months (37%)
1254 Positive Months (68%) - 584 Negative Months (32%)
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(Scroll down to see all data)
Investment Returns, up to December 2007, have been derived using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.
You can find additional information on extended Data Sources here.

In particular, the series derived from equivalent datasets are:
  • BND - Vanguard Total Bond Market (BND), up to December 2007

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 Author Return Dev.Std Drawdown Stocks Bonds Comm
Simplified Permanent Portfolio +6.85 6.88 -16.43 25 50 25
Ulcer Free Strategy Aim Ways +6.61 5.50 -17.05 7 82 11
Desert Portfolio Gyroscopic Investing +6.60 5.50 -14.72 30 60 10
Permanent Portfolio Harry Browne +6.47 6.59 -15.92 25 50 25
Larry Portfolio Larry Swedroe +5.83 5.55 -15.96 30 70 0
Sheltered Sam 30/70 Bill Bernstein +5.68 5.20 -16.58 29.1 70 0.9
Stocks/Bonds 20/80 +5.66 4.92 -16.57 20 80 0
Dimensional Retirement Income Fund DFA +5.44 4.76 -12.91 20.4 79.6 0
LifeStrategy Income Fund Vanguard +5.40 4.78 -16.61 20 80 0
Edge Select Conservative Merrill Lynch +5.18 4.27 -12.44 21 79 0
Sheltered Sam 20/80 Bill Bernstein +5.09 4.12 -11.24 19.4 80 0.6
Developed World ex-US 20/80 +5.08 5.25 -16.80 20 80 0
Robo Advisor 20 Betterment +5.04 4.15 -12.16 19.9 80.1 0
US Inflation Protection +4.98 6.01 -14.76 0 100 0
Total Bond Developed World ex-US +4.76 4.56 -14.88 0 100 0
Sheltered Sam 10/90 Bill Bernstein +4.48 3.37 -9.93 9.7 90 0.3
Conservative Income Charles Schwab +4.32 3.63 -11.50 5 95 0
Total Bond US +4.19 4.24 -17.28 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
Ulcer Free Strategy Aim Ways +6.61 5.50 -17.05 7 82 11
High Yield Bonds Income +6.50 8.82 -23.97 0 100 0
Stocks/Bonds 20/80 Momentum +6.20 4.95 -17.91 20 80 0
All Country World 20/80 +5.70 5.63 -17.97 20 80 0
Stocks/Bonds 20/80 +5.66 4.92 -16.57 20 80 0
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