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)
0.82%
1 Day
Dec 01 2023
0.82%
Current Month
December 2023
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 4.12% compound annual return, with a 4.21% standard deviation.
Table of contents
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 Nov 30, 2023
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.
TOTAL BOND US 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) |
|||
| Total Bond US Portfolio | 0.82 | 0.82 | 4.54 | -0.60 | 0.97 | 0.72 | 1.33 | 4.12 | 4.48 | |||
| US Inflation Adjusted return | 4.54 | -1.75 | -2.30 | -3.22 | -1.45 | 1.56 | 2.31 | |||||
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 Total Bond US Portfolio granted a 2.23% 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 Nov 30, 2023
An investment of 1$, since December 1993,
now would be worth 3.36$, with a total return of 236.24% (4.12% annualized).
The Inflation Adjusted Capital now would be 1.59$, with a net total return of 59.34% (1.56% annualized).
The Inflation Adjusted Capital now would be 1.59$, with a net total return of 59.34% (1.56% annualized).
An investment of 1$, since January 1871,
now would be worth 811.25$, with a total return of 81024.72% (4.48% annualized).
The Inflation Adjusted Capital now would be 32.89$, with a net total return of 3188.85% (2.31% annualized).
The Inflation Adjusted Capital now would be 32.89$, with a net total return of 3188.85% (2.31% annualized).
Readings that may interest you
Portfolio Metrics as of Nov 30, 2023
Metrics of Total Bond US 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.
TOTAL BOND US 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 (%) | 4.54 | 0.40 | -0.60 | 0.97 | -4.56 | 0.72 | 1.33 | 2.89 | 4.12 | 4.48 |
| Infl. Adjusted Return (%) details | 4.54 | 0.19 | -1.75 | -2.30 | -9.74 | -3.22 | -1.45 | 0.29 | 1.56 | 2.31 |
| 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 (%) | -6.02 | -17.08 | -17.28 | -17.28 | -17.28 | -17.28 | -17.28 | |||
| Start to Recovery (# months) details | 7* | 35* | 40* | 40* | 40* | 40* | 40* | |||
| Start (yyyy mm) | 2023 05 | 2021 01 | 2020 08 | 2020 08 | 2020 08 | 2020 08 | 2020 08 | |||
| Start to Bottom (# months) | 6 | 22 | 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) | 1 | 13 | 13 | 13 | 13 | 13 | 13 | |||
| End (yyyy mm) | - | - | - | - | - | - | - | |||
| 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 01 | 2020 08 | 2020 08 | 2020 08 | 2020 08 | 2020 08 | |||
| Start to Bottom (# months) | 6 | 22 | 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) | 1 | 13 | 13 | 13 | 13 | 13 | 13 | |||
| End (yyyy mm) | - | - | - | - | - | - | - | |||
| Longest negative period (# months) details | 11 | 36* | 59 | 90 | 90 | 90 | 90 | |||
| Period Start (yyyy mm) | 2022 12 | 2020 12 | 2018 12 | 2016 05 | 2016 05 | 2016 05 | 2016 05 | |||
| Period End (yyyy mm) | 2023 10 | 2023 11 | 2023 10 | 2023 10 | 2023 10 | 2023 10 | 2023 10 | |||
| Annualized Return (%) | -3.72 | -4.56 | -0.17 | -0.02 | -0.02 | -0.02 | -0.02 | |||
| Drawdowns / Negative periods marked with * are in progress | ||||||||||
| Deepest Drawdown Depth (%) | -8.36 | -29.71 | -30.25 | -30.25 | -30.25 | -30.25 | -48.08 | |||
| Start to Recovery (# months) details | 10* | 35* | 40* | 40* | 40* | 40* | 165 | |||
| Start (yyyy mm) | 2023 02 | 2021 01 | 2020 08 | 2020 08 | 2020 08 | 2020 08 | 1916 03 | |||
| Start to Bottom (# months) | 9 | 34 | 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) | 1 | 1 | 1 | 1 | 1 | 1 | 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 |
-46.82 | |||
| Start to Recovery (# months) details | 538 | |||||||||
| Start (yyyy mm) | 2023 02 | 2021 01 | 2020 08 | 2020 08 | 2020 08 | 2020 08 | 1941 05 | |||
| Start to Bottom (# months) | 9 | 34 | 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) | 1 | 1 | 1 | 1 | 1 | 1 | 53 | |||
| End (yyyy mm) | - | - | - | - | - | - | 1986 02 | |||
| Longest negative period (# months) details | 12* | 36* | 60* | 120* | 237 | 245 | 622 | |||
| Period Start (yyyy mm) | 2022 12 | 2020 12 | 2018 12 | 2013 12 | 2004 02 | 2003 06 | 1932 08 | |||
| Period End (yyyy mm) | 2023 11 | 2023 11 | 2023 11 | 2023 11 | 2023 10 | 2023 10 | 1984 05 | |||
| Annualized Return (%) | -2.30 | -9.74 | -3.22 | -1.45 | 0.00 | -0.01 | 0.00 | |||
| Drawdowns / Negative periods marked with * are in progress | ||||||||||
|
RISK INDICATORS
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Standard Deviation (%) | 7.63 | 6.85 | 6.14 | 4.80 | 4.31 | 4.21 | 4.35 | |||
| Sharpe Ratio | -0.51 | -0.95 | -0.15 | 0.06 | 0.37 | 0.45 | 0.11 | |||
| Sortino Ratio | -0.84 | -1.44 | -0.22 | 0.08 | 0.52 | 0.62 | 0.17 | |||
| Ulcer Index | 2.47 | 10.10 | 8.01 | 5.78 | 4.18 | 3.54 | 2.25 | |||
| Ratio: Return / Standard Deviation | 0.13 | -0.67 | 0.12 | 0.28 | 0.67 | 0.98 | 1.03 | |||
| Ratio: Return / Deepest Drawdown | 0.16 | -0.27 | 0.04 | 0.08 | 0.17 | 0.24 | 0.26 | |||
| % Positive Months details | 33% | 38% | 48% | 52% | 60% | 63% | 68% | |||
| Positive Months | 4 | 14 | 29 | 63 | 145 | 229 | 1253 | |||
| Negative Months | 8 | 22 | 31 | 57 | 95 | 131 | 582 | |||
|
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Best 10 Years Return (%) - Annualized | 1.33 | 4.93 | 7.48 | 13.97 | ||||||
| Worst 10 Years Return (%) - Annualized | 0.65 | 0.65 | 0.65 | |||||||
| Best 10 Years Return (%) - Annualized | -1.45 | 3.14 | 4.88 | 9.65 | ||||||
| Worst 10 Years Return (%) - Annualized | -1.89 | -1.89 | -4.36 | |||||||
|
ROLLING PERIOD RETURNS
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 | 4.12 | ||||
| Worst Rolling Return (%) - Annualized | -15.59 | -5.59 | -0.50 | 0.65 | 2.67 | |||||
| % Positive Periods | 82% | 94% | 98% | 100% | 100% | 100% | ||||
| Best Rolling Return (%) - Annualized | 15.26 | 7.71 | 5.60 | 4.88 | 3.65 | 1.56 | ||||
| Worst Rolling Return (%) - Annualized | -21.66 | -10.69 | -4.19 | -1.89 | 0.09 | |||||
| % Positive Periods | 70% | 85% | 92% | 91% | 100% | 100% | ||||
| Over all the available data source (Jan 1871 - Nov 2023) | ||||||||||
| 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% | ||||
| Best Rolling Return (%) - Annualized | 30.24 | 17.38 | 16.54 | 9.65 | 7.77 | 5.89 | ||||
| Worst Rolling Return (%) - Annualized | -21.66 | -13.89 | -12.11 | -4.36 | -2.05 | -1.14 | ||||
| % Positive Periods | 64% | 73% | 73% | 74% | 80% | 85% | ||||
|
WITHDRAWAL RATES (WR)
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Safe WR (%) | 29.22 | 20.50 | 10.42 | 5.90 | 5.07 | 4.14 | ||||
| Perpetual WR (%) | 0.00 | 0.00 | 0.00 | 0.29 | 1.54 | 2.26 | ||||
- 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).
Talking about withdrawal rates, how would you manage your early retirement with the Total Bond US Portfolio? Read more here
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.
TOTAL BOND US 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 |
| -17.28% | Aug 2020 | Oct 2022 | 27 | in progress | 13 | 40 | 9.76 |
| -5.01% | Feb 1994 | Jun 1994 | 5 | Mar 1995 | 9 | 14 | 3.62 |
| -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 |
| -3.16% | 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 period |
Recovery period |
Total |
|||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -30.25% | Aug 2020 | Oct 2023 | 39 | in progress | 1 | 40 | 18.59 |
| -7.22% | Aug 2016 | Oct 2018 | 27 | Aug 2019 | 10 | 37 | 3.95 |
| -6.98% | Feb 1994 | Nov 1994 | 10 | May 1995 | 6 | 16 | 4.82 |
| -5.86% | Feb 2008 | Oct 2008 | 9 | Dec 2008 | 2 | 11 | 3.15 |
| -5.46% | Dec 2012 | Aug 2013 | 9 | Nov 2014 | 15 | 24 | 3.03 |
| -5.28% | Feb 2005 | Jun 2006 | 17 | Nov 2006 | 5 | 22 | 2.78 |
| -4.69% | Feb 2015 | Jun 2015 | 5 | Jun 2016 | 12 | 17 | 2.58 |
| -4.52% | Feb 1996 | May 1996 | 4 | Nov 1996 | 6 | 10 | 2.93 |
| -4.33% | Feb 1999 | Jan 2000 | 12 | Oct 2000 | 9 | 21 | 2.99 |
| -3.90% | Apr 2004 | May 2004 | 2 | Jan 2005 | 8 | 10 | 2.07 |
| -3.68% | Jun 2003 | Jul 2003 | 2 | Feb 2004 | 7 | 9 | 1.83 |
| -3.56% | Nov 2010 | Mar 2011 | 5 | Aug 2011 | 5 | 10 | 2.06 |
| -3.55% | Jan 2009 | Feb 2009 | 2 | Sep 2009 | 7 | 9 | 2.10 |
| -3.00% | Dec 2006 | Jun 2007 | 7 | Oct 2007 | 4 | 11 | 1.40 |
| -2.45% | Nov 2001 | Mar 2002 | 5 | Jul 2002 | 4 | 9 | 1.12 |
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 | 13 | 40 | 9.76 |
| -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 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 |
| -46.82% | May 1941 | Sep 1981 | 485 | Feb 1986 | 53 | 538 | 27.25 |
| -30.25% | Aug 2020 | Oct 2023 | 39 | in progress | 1 | 40 | 18.59 |
| -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 |
| -8.65% | Mar 1987 | Sep 1987 | 7 | Feb 1988 | 5 | 12 | 4.65 |
| -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 |
| -7.22% | Aug 2016 | Oct 2018 | 27 | Aug 2019 | 10 | 37 | 3.95 |
| -6.98% | Feb 1994 | Nov 1994 | 10 | May 1995 | 6 | 16 | 4.82 |
| -6.94% | Aug 1939 | Sep 1939 | 2 | Oct 1940 | 13 | 15 | 2.72 |
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 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 | -15.59 |
11/2021 10/2022 |
0.84$ | -0.43 | 0.99$ | 4.95 | 1.04$ | 9.12 | 1.09$ | 18.18 |
01/1995 12/1995 |
1.18$ | 0.97 | 17.77% |
| 2Y | -8.32 |
11/2020 10/2022 |
0.84$ | 1.40 | 1.02$ | 4.91 | 1.10$ | 8.17 | 1.17$ | 11.56 |
12/1994 11/1996 |
1.24$ | -6.10 | 8.01% |
| 3Y | -5.59 |
11/2020 10/2023 |
0.84$ | 2.05 | 1.06$ | 5.18 | 1.16$ | 7.22 | 1.23$ | 10.24 |
01/1995 12/1997 |
1.33$ | -4.56 | 5.54% |
| 5Y | -0.50 |
11/2017 10/2022 |
0.97$ | 2.21 | 1.11$ | 4.61 | 1.25$ | 7.04 | 1.40$ | 8.18 |
09/1996 08/2001 |
1.48$ | 0.72 | 1.33% |
| 7Y | -0.23 |
11/2016 10/2023 |
0.98$ | 2.60 | 1.19$ | 4.85 | 1.39$ | 6.61 | 1.56$ | 8.66 |
11/1994 10/2001 |
1.78$ | 0.78 | 0.72% |
| 10Y | 0.65 |
11/2012 10/2022 |
1.06$ | 3.40 | 1.39$ | 4.69 | 1.58$ | 6.06 | 1.80$ | 7.48 |
11/1994 10/2004 |
2.05$ | 1.33 | 0.00% |
| 15Y | 2.36 |
10/2008 09/2023 |
1.41$ | 3.62 | 1.70$ | 4.64 | 1.97$ | 6.10 | 2.42$ | 6.70 |
12/1994 11/2009 |
2.64$ | 2.50 | 0.00% |
| 20Y | 2.67 |
11/2003 10/2023 |
1.69$ | 3.47 | 1.97$ | 4.77 | 2.53$ | 5.45 | 2.89$ | 5.97 |
12/1994 11/2014 |
3.19$ | 2.89 | 0.00% |
| 30Y | 4.12 |
12/1993 11/2023 |
3.36$ | 4.12 | 3.36$ | 4.12 | 3.36$ | 4.12 | 3.36$ | 4.12 |
12/1993 11/2023 |
3.36$ | 4.12 | 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 | -21.66 |
11/2021 10/2022 |
0.78$ | -3.20 | 0.96$ | 2.36 | 1.02$ | 7.52 | 1.07$ | 15.26 |
01/1995 12/1995 |
1.15$ | -2.30 | 29.80% |
| 2Y | -14.30 |
11/2020 10/2022 |
0.73$ | -0.64 | 0.98$ | 2.57 | 1.05$ | 6.26 | 1.12$ | 10.06 |
11/2008 10/2010 |
1.21$ | -10.75 | 22.55% |
| 3Y | -10.69 |
11/2020 10/2023 |
0.71$ | 0.09 | 1.00$ | 2.89 | 1.08$ | 5.06 | 1.15$ | 7.71 |
06/2000 05/2003 |
1.24$ | -9.74 | 14.46% |
| 5Y | -4.19 |
11/2017 10/2022 |
0.80$ | 0.58 | 1.02$ | 2.33 | 1.12$ | 4.51 | 1.24$ | 5.60 |
09/1996 08/2001 |
1.31$ | -3.22 | 7.64% |
| 7Y | -3.61 |
11/2016 10/2023 |
0.77$ | 0.84 | 1.06$ | 2.61 | 1.19$ | 4.03 | 1.31$ | 6.01 |
11/1994 10/2001 |
1.50$ | -2.65 | 8.30% |
| 10Y | -1.89 |
11/2013 10/2023 |
0.82$ | 1.62 | 1.17$ | 2.49 | 1.27$ | 3.48 | 1.40$ | 4.88 |
11/1994 10/2004 |
1.61$ | -1.45 | 8.71% |
| 15Y | 0.00 |
12/2008 11/2023 |
0.99$ | 1.49 | 1.24$ | 2.53 | 1.45$ | 3.58 | 1.69$ | 4.11 |
12/1994 11/2009 |
1.83$ | 0.00 | 0.55% |
| 20Y | 0.09 |
11/2003 10/2023 |
1.01$ | 0.93 | 1.20$ | 2.59 | 1.66$ | 3.16 | 1.86$ | 3.65 |
02/1995 01/2015 |
2.04$ | 0.29 | 0.00% |
| 30Y | 1.56 |
12/1993 11/2023 |
1.59$ | 1.56 | 1.59$ | 1.56 | 1.59$ | 1.56 | 1.59$ | 1.56 |
12/1993 11/2023 |
1.59$ | 1.56 | 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$ | 0.97 | 13.71% |
| 2Y | -8.32 |
11/2020 10/2022 |
0.84$ | 1.57 | 1.03$ | 3.84 | 1.07$ | 7.88 | 1.16$ | 25.05 |
07/1984 06/1986 |
1.56$ | -6.10 | 3.81% |
| 3Y | -5.59 |
11/2020 10/2023 |
0.84$ | 2.15 | 1.06$ | 3.84 | 1.11$ | 7.23 | 1.23$ | 19.06 |
07/1982 06/1985 |
1.68$ | -4.56 | 1.61% |
| 5Y | -0.50 |
11/2017 10/2022 |
0.97$ | 2.31 | 1.12$ | 3.93 | 1.21$ | 7.00 | 1.40$ | 20.18 |
09/1981 08/1986 |
2.50$ | 0.72 | 0.28% |
| 7Y | -0.23 |
11/2016 10/2023 |
0.98$ | 2.57 | 1.19$ | 3.94 | 1.31$ | 6.71 | 1.57$ | 15.97 |
03/1980 02/1987 |
2.82$ | 0.78 | 0.11% |
| 10Y | 0.65 |
11/2012 10/2022 |
1.06$ | 2.69 | 1.30$ | 4.02 | 1.48$ | 7.03 | 1.97$ | 13.97 |
10/1981 09/1991 |
3.69$ | 1.33 | 0.00% |
| 15Y | 1.40 |
02/1945 01/1960 |
1.23$ | 2.67 | 1.48$ | 4.00 | 1.80$ | 7.46 | 2.94$ | 11.71 |
10/1981 09/1996 |
5.26$ | 2.50 | 0.00% |
| 20Y | 1.73 |
08/1939 07/1959 |
1.40$ | 2.92 | 1.77$ | 4.02 | 2.20$ | 7.65 | 4.36$ | 10.77 |
10/1981 09/2001 |
7.73$ | 2.89 | 0.00% |
| 30Y | 2.18 |
01/1940 12/1969 |
1.90$ | 2.99 | 2.41$ | 3.85 | 3.10$ | 7.74 | 9.37$ | 8.93 |
09/1981 08/2011 |
13.00$ | 4.12 | 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 | -21.66 |
11/2021 10/2022 |
0.78$ | -5.11 | 0.94$ | 2.25 | 1.02$ | 9.77 | 1.09$ | 30.24 |
06/1877 05/1878 |
1.30$ | -2.30 | 35.86% |
| 2Y | -16.26 |
07/1918 06/1920 |
0.70$ | -2.95 | 0.94$ | 2.37 | 1.04$ | 8.02 | 1.16$ | 23.31 |
07/1920 06/1922 |
1.52$ | -10.75 | 30.02% |
| 3Y | -13.89 |
02/1917 01/1920 |
0.63$ | -2.23 | 0.93$ | 2.52 | 1.07$ | 7.53 | 1.24$ | 17.38 |
08/1873 07/1876 |
1.61$ | -9.74 | 26.56% |
| 5Y | -12.11 |
07/1915 06/1920 |
0.52$ | -1.52 | 0.92$ | 2.09 | 1.10$ | 6.94 | 1.39$ | 16.54 |
11/1873 10/1878 |
2.14$ | -3.22 | 26.58% |
| 7Y | -7.81 |
07/1913 06/1920 |
0.56$ | -1.23 | 0.91$ | 2.14 | 1.16$ | 6.40 | 1.54$ | 13.72 |
06/1872 05/1879 |
2.46$ | -2.65 | 25.06% |
| 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$ | -1.45 | 25.52% |
| 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$ | 0.00 | 21.80% |
| 20Y | -2.05 |
07/1900 06/1920 |
0.66$ | -0.52 | 0.90$ | 2.18 | 1.53$ | 4.63 | 2.47$ | 7.77 |
05/1872 04/1892 |
4.46$ | 0.29 | 19.61% |
| 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$ | 1.56 | 14.77% |
| 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.
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 |
0.70
60% |
-0.80
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% |
0.17
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 |
1.9 2018 |
| 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 - Nov 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 |
0.76
70% |
-0.44
40% |
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% |
0.10
50% |
| 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 |
1.9 2018 |
| 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 - Nov 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 |
0.31
68% |
0.35
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% |
0.46
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 - Nov 2023
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 December 1993 - 30 November 2023 (30 Years)
Data Source: 1 January 1871 - 30 November 2023 (~153 years)
229 Positive Months (64%) - 131 Negative Months (36%)
1253 Positive Months (68%) - 582 Negative Months (32%)
Swipe left to see all data
(Scroll down to see all data)
Investment Returns, up to December 2007, 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:
- BND - Vanguard Total Bond Market, 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.
Swipe left to see all data
30 Years Stats (%) |
% Allocation |
|||||||
|---|---|---|---|---|---|---|---|---|
| Portfolio | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
| Simplified Permanent Portfolio | +6.75 | 6.88 | -16.43 | 25 | 50 | 25 | ||
| Desert Portfolio | +6.48 | 5.50 | -14.72 | 30 | 60 | 10 | ||
| Permanent Portfolio | +6.37 | 6.58 | -15.92 | 25 | 50 | 25 | ||
| Larry Portfolio | +5.81 | 5.57 | -15.96 | 30 | 70 | 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 | ||
| Edge Select Conservative | +5.12 | 4.26 | -12.44 | 21 | 79 | 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 | ||
| Sheltered Sam 10/90 | +4.43 | 3.39 | -9.93 | 9.7 | 90 | 0.3 | ||
| Conservative Income | +4.26 | 3.61 | -11.50 | 5 | 95 | 0 | ||
| Total Bond US | +4.13 | 4.21 | -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 | 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.
