US Inflation Protection Portfolio: ETF allocation and returns

Data Source: from January 1985 to November 2023 (~39 years)
Consolidated Returns as of 30 November 2023
Live Update: Dec 01 2023
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.51%
1 Day
Dec 01 2023
0.51%
Current Month
December 2023

The US Inflation Protection 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 US Inflation Protection Portfolio obtained a 4.90% compound annual return, with a 6.05% standard deviation.

Table of contents

Asset Allocation and ETFs

The US Inflation Protection Portfolio has the following asset allocation:

0% Stocks
100% Fixed Income
0% Commodities

The US Inflation Protection Portfolio can be implemented with the following ETFs:

Weight (%) Ticker Currency ETF Name Investment Themes
100.00
TIP
USD iShares TIPS Bond 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 US Inflation Protection Portfolio guaranteed the following returns.

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • the reinvestment of dividends.
US INFLATION PROTECTION 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
(~39Y)
US Inflation Protection Portfolio 0.51 0.51 2.77 -1.03 -0.52 2.25 1.70 4.90 6.69
US Inflation Adjusted return 2.77 -2.17 -3.74 -1.75 -1.08 2.32 3.79
Returns over 1 year are annualized | Available data source: since Jan 1985
(*) 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%

In 2022, the US Inflation Protection Portfolio granted a 5.89% dividend yield. If you are interested in getting periodic income, please refer to the US Inflation Protection Portfolio: Dividend Yield page.

Capital Growth as of Nov 30, 2023

An investment of 1$, since December 1993, now would be worth 4.20$, with a total return of 320.23% (4.90% annualized).

The Inflation Adjusted Capital now would be 1.99$, with a net total return of 99.14% (2.32% annualized).
An investment of 1$, since January 1985, now would be worth 12.41$, with a total return of 1140.91% (6.69% annualized).

The Inflation Adjusted Capital now would be 4.25$, with a net total return of 324.70% (3.79% annualized).

Portfolio Metrics as of Nov 30, 2023

Metrics of US Inflation Protection 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.
US INFLATION PROTECTION PORTFOLIO
Advanced Metrics
Data Source: 1 January 1985 - 30 November 2023 (~39 years)
Swipe left to see all data
Metrics as of Nov 30, 2023
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~39Y)
Investment Return (%) 2.77 0.08 -1.03 -0.52 -2.18 2.25 1.70 3.33 4.90 6.69
Infl. Adjusted Return (%) details 2.77 -0.13 -2.17 -3.74 -7.49 -1.75 -1.08 0.72 2.32 3.79
US Inflation (%) 0.00 0.21 1.17 3.35 5.74 4.07 2.82 2.59 2.52 2.79
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 (%) -5.35 -14.76 -14.76 -14.76 -14.76 -14.76 -14.76
Start to Recovery (# months) details 7* 23* 23* 23* 23* 23* 23*
Start (yyyy mm) 2023 05 2022 01 2022 01 2022 01 2022 01 2022 01 2022 01
Start to Bottom (# months) 6 22 22 22 22 22 22
Bottom (yyyy mm) 2023 10 2023 10 2023 10 2023 10 2023 10 2023 10 2023 10
Bottom to End (# months) 1 1 1 1 1 1 1
End (yyyy mm) - - - - - - -
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest

same as
deepest
-9.24 -9.24 -9.24
Start to Recovery (# months) details 76 76 76
Start (yyyy mm) 2023 05 2022 01 2022 01 2022 01 2012 12 2012 12 2012 12
Start to Bottom (# months) 6 22 22 22 13 13 13
Bottom (yyyy mm) 2023 10 2023 10 2023 10 2023 10 2013 12 2013 12 2013 12
Bottom to End (# months) 1 1 1 1 63 63 63
End (yyyy mm) - - - - 2019 03 2019 03 2019 03
Longest negative period (# months) details 12* 36* 50 50 77 77 77
Period Start (yyyy mm) 2022 12 2020 12 2019 09 2019 09 2012 06 2012 06 2012 06
Period End (yyyy mm) 2023 11 2023 11 2023 10 2023 10 2018 10 2018 10 2018 10
Annualized Return (%) -0.52 -2.18 -0.16 -0.16 -0.07 -0.07 -0.07
Drawdowns / Negative periods marked with * are in progress
Deepest Drawdown Depth (%) -7.09 -23.74 -23.74 -23.74 -23.74 -23.74 -23.74
Start to Recovery (# months) details 8* 35* 35* 35* 35* 35* 35*
Start (yyyy mm) 2023 04 2021 01 2021 01 2021 01 2021 01 2021 01 2021 01
Start to Bottom (# months) 7 34 34 34 34 34 34
Bottom (yyyy mm) 2023 10 2023 10 2023 10 2023 10 2023 10 2023 10 2023 10
Bottom to End (# months) 1 1 1 1 1 1 1
End (yyyy mm) - - - - - - -
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest
-7.53 -11.59 -11.59 -11.59
Start to Recovery (# months) details 55 90 90 90
Start (yyyy mm) 2023 04 2021 01 2021 01 2015 02 2012 12 2012 12 2012 12
Start to Bottom (# months) 7 34 34 45 71 71 71
Bottom (yyyy mm) 2023 10 2023 10 2023 10 2018 10 2018 10 2018 10 2018 10
Bottom to End (# months) 1 1 1 10 19 19 19
End (yyyy mm) - - - 2019 08 2020 05 2020 05 2020 05
Longest negative period (# months) details 12* 36* 60* 120* 189 189 189
Period Start (yyyy mm) 2022 12 2020 12 2018 12 2013 12 2008 02 2008 02 2008 02
Period End (yyyy mm) 2023 11 2023 11 2023 11 2023 11 2023 10 2023 10 2023 10
Annualized Return (%) -3.74 -7.49 -1.75 -1.08 -0.08 -0.08 -0.08
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
1Y 3Y 5Y 10Y 20Y 30Y MAX
Standard Deviation (%) 5.63 7.18 6.28 5.16 5.89 6.05 6.64
Sharpe Ratio -0.96 -0.57 0.09 0.13 0.35 0.44 0.41
Sortino Ratio -1.63 -0.76 0.12 0.17 0.46 0.59 0.57
Ulcer Index 2.48 8.38 6.54 4.81 4.37 4.10 3.75
Ratio: Return / Standard Deviation -0.09 -0.30 0.36 0.33 0.57 0.81 1.01
Ratio: Return / Deepest Drawdown -0.10 -0.15 0.15 0.12 0.23 0.33 0.45
% Positive Months details 41% 50% 60% 57% 62% 64% 65%
Positive Months 5 18 36 69 151 231 307
Negative Months 7 18 24 51 89 129 160
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Best 10 Years Return (%) - Annualized 1.70 5.13 9.83 11.39
Worst 10 Years Return (%) - Annualized 0.72 0.72 0.72
Best 10 Years Return (%) - Annualized -1.08 2.87 7.18 7.52
Worst 10 Years Return (%) - Annualized -1.76 -1.76 -1.76
ROLLING PERIOD RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Over the latest 30Y
Best Rolling Return (%) - Annualized 23.02 14.69 11.54 9.83 7.18 4.90
Worst Rolling Return (%) - Annualized -13.10 -2.68 -0.28 0.72 3.20
% Positive Periods 79% 93% 97% 100% 100% 100%
Best Rolling Return (%) - Annualized 19.98 12.13 8.83 7.18 4.71 2.32
Worst Rolling Return (%) - Annualized -19.31 -7.96 -2.33 -1.76 0.60
% Positive Periods 66% 79% 85% 91% 100% 100%
Over all the available data source (Jan 1985 - Nov 2023)
Best Rolling Return (%) - Annualized 40.52 17.65 14.27 11.39 10.27 8.32
Worst Rolling Return (%) - Annualized -13.10 -2.68 -0.28 0.72 3.20 4.76
% Positive Periods 82% 95% 98% 100% 100% 100%
Best Rolling Return (%) - Annualized 37.42 13.96 9.87 7.52 7.05 5.49
Worst Rolling Return (%) - Annualized -19.31 -7.96 -2.33 -1.76 0.60 2.18
% Positive Periods 68% 84% 88% 94% 100% 100%
WITHDRAWAL RATES (WR)
1Y 3Y 5Y 10Y 20Y 30Y MAX
Safe WR (%) 31.07 21.15 10.21 6.09 5.58 7.54
Perpetual WR (%) 0.00 0.00 0.00 0.72 2.27 3.65
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).
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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.

US INFLATION PROTECTION PORTFOLIO
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 December 1993 - 30 November 2023 (30 Years)
Data Source: 1 January 1985 - 30 November 2023 (~39 years)
Inflation Adjusted:
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-14.76% Jan 2022 Oct 2023 22 in progress 1 23 10.39
-11.79% Sep 2008 Oct 2008 2 Sep 2009 11 13 5.42
-10.68% Feb 1994 Oct 1994 9 May 1995 7 16 7.40
-9.24% Dec 2012 Dec 2013 13 Mar 2019 63 76 4.32
-6.47% Feb 1996 May 1996 4 Oct 1996 5 9 4.44
-5.32% Feb 1999 Dec 1999 11 Mar 2000 3 14 3.77
-5.32% Jun 2003 Jul 2003 2 Dec 2003 5 7 2.32
-4.82% Apr 2004 Apr 2004 1 Aug 2004 4 5 2.77
-4.37% Dec 1996 Mar 1997 4 Jun 1997 3 7 2.17
-3.37% Nov 2001 Dec 2001 2 Apr 2002 4 6 2.07
-3.05% Nov 2010 Dec 2010 2 Apr 2011 4 6 2.01
-2.75% Oct 2002 Oct 2002 1 Dec 2002 2 3 1.95
-2.60% Sep 2005 Apr 2006 8 Aug 2006 4 12 1.40
-2.47% Jul 2005 Jul 2005 1 Aug 2005 1 2 1.42
-2.30% Dec 2006 Dec 2006 1 Mar 2007 3 4 1.39
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-23.74% Jan 2021 Oct 2023 34 in progress 1 35 14.14
-13.36% Mar 2008 Oct 2008 8 Oct 2009 12 20 5.02
-12.66% Feb 1994 Oct 1994 9 Aug 1995 10 19 8.26
-11.59% Dec 2012 Oct 2018 71 May 2020 19 90 7.64
-8.24% Jan 1996 May 1996 5 Jul 1997 14 19 4.61
-7.57% Feb 1999 Dec 1999 11 Oct 2000 10 21 4.81
-6.17% Jul 2005 May 2006 11 Oct 2007 17 28 3.43
-5.52% Jun 2003 Jul 2003 2 Dec 2003 5 7 2.59
-5.13% Apr 2004 Apr 2004 1 Dec 2004 8 9 2.66
-3.70% Nov 2010 Jan 2011 3 Jul 2011 6 9 2.39
-2.92% Oct 2002 Oct 2002 1 Dec 2002 2 3 2.06
-2.82% Nov 2001 Dec 2001 2 May 2002 5 7 1.84
-2.60% Feb 2012 Mar 2012 2 May 2012 2 4 1.35
-2.48% Dec 2009 Mar 2010 4 Jun 2010 3 7 1.36
-2.32% Mar 2003 Apr 2003 2 May 2003 1 3 1.60
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-14.76% Jan 2022 Oct 2023 22 in progress 1 23 10.39
-11.79% Sep 2008 Oct 2008 2 Sep 2009 11 13 5.42
-10.68% Feb 1994 Oct 1994 9 May 1995 7 16 7.40
-9.45% Mar 1987 Sep 1987 7 Jan 1988 4 11 4.91
-9.24% Dec 2012 Dec 2013 13 Mar 2019 63 76 4.32
-6.47% Feb 1996 May 1996 4 Oct 1996 5 9 4.44
-5.32% Feb 1999 Dec 1999 11 Mar 2000 3 14 3.77
-5.32% Jun 2003 Jul 2003 2 Dec 2003 5 7 2.32
-4.82% Apr 2004 Apr 2004 1 Aug 2004 4 5 2.77
-4.70% Mar 1988 May 1988 3 Sep 1988 4 7 2.66
-4.42% Dec 1989 Apr 1990 5 Jun 1990 2 7 2.28
-4.37% Dec 1996 Mar 1997 4 Jun 1997 3 7 2.17
-4.18% May 1986 May 1986 1 Jun 1986 1 2 2.41
-3.82% Jan 1992 Apr 1992 4 Jun 1992 2 6 2.47
-3.65% Feb 1985 Feb 1985 1 Apr 1985 2 3 1.98
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-23.74% Jan 2021 Oct 2023 34 in progress 1 35 14.14
-13.36% Mar 2008 Oct 2008 8 Oct 2009 12 20 5.02
-12.66% Feb 1994 Oct 1994 9 Aug 1995 10 19 8.26
-12.37% Sep 1986 Sep 1987 13 May 1989 20 33 5.01
-11.59% Dec 2012 Oct 2018 71 May 2020 19 90 7.64
-8.24% Jan 1996 May 1996 5 Jul 1997 14 19 4.61
-7.57% Feb 1999 Dec 1999 11 Oct 2000 10 21 4.81
-6.65% Dec 1989 Apr 1990 5 Dec 1990 8 13 3.49
-6.17% Jul 2005 May 2006 11 Oct 2007 17 28 3.43
-5.52% Jun 2003 Jul 2003 2 Dec 2003 5 7 2.59
-5.13% Apr 2004 Apr 2004 1 Dec 2004 8 9 2.66
-4.92% Jan 1992 Apr 1992 4 Jul 1992 3 7 2.91
-4.44% May 1986 May 1986 1 Jun 1986 1 2 2.57
-4.10% Feb 1985 Feb 1985 1 May 1985 3 4 2.15
-3.70% Nov 2010 Jan 2011 3 Jul 2011 6 9 2.39

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.

US INFLATION PROTECTION PORTFOLIO
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 December 1993 - 30 November 2023 (30 Years)
Data Source: 1 January 1985 - 30 November 2023 (~39 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 -13.10 01/2022
12/2022
0.86$ -1.43 0.98$ 5.63 1.05$ 12.71 1.12$ 23.02 01/1995
12/1995
1.23$ -0.52 20.06%
2Y -7.09 11/2021
10/2023
0.86$ 0.70 1.01$ 5.94 1.12$ 10.24 1.21$ 15.27 10/2000
09/2002
1.32$ -6.21 10.98%
3Y -2.68 11/2020
10/2023
0.92$ 1.49 1.04$ 5.85 1.18$ 9.55 1.31$ 14.69 06/2000
05/2003
1.50$ -2.18 6.15%
5Y -0.28 12/2012
11/2017
0.98$ 2.00 1.10$ 5.40 1.30$ 8.81 1.52$ 11.54 01/2000
12/2004
1.72$ 2.25 2.33%
7Y 0.61 02/2012
01/2019
1.04$ 2.34 1.17$ 5.70 1.47$ 8.63 1.78$ 10.58 04/1997
03/2004
2.02$ 1.73 0.00%
10Y 0.72 10/2012
09/2022
1.07$ 2.98 1.34$ 5.08 1.64$ 7.99 2.15$ 9.83 11/1994
10/2004
2.55$ 1.70 0.00%
15Y 2.51 09/2008
08/2023
1.45$ 3.78 1.74$ 5.31 2.17$ 7.62 3.00$ 8.29 12/1994
11/2009
3.30$ 3.32 0.00%
20Y 3.20 11/2003
10/2023
1.87$ 4.44 2.38$ 5.48 2.90$ 6.41 3.46$ 7.18 07/1994
06/2014
3.99$ 3.33 0.00%
30Y 4.90 12/1993
11/2023
4.20$ 4.90 4.20$ 4.90 4.20$ 4.90 4.20$ 4.90 12/1993
11/2023
4.20$ 4.90 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 -19.31 10/2021
09/2022
0.80$ -3.27 0.96$ 2.97 1.02$ 9.83 1.09$ 19.98 01/1995
12/1995
1.19$ -3.74 33.24%
2Y -11.91 11/2021
10/2023
0.77$ -1.49 0.97$ 3.63 1.07$ 7.73 1.16$ 12.92 10/2000
09/2002
1.27$ -10.86 25.52%
3Y -7.96 10/2020
09/2023
0.77$ -0.43 0.98$ 3.45 1.10$ 6.93 1.22$ 12.13 06/2000
05/2003
1.40$ -7.49 20.31%
5Y -2.33 10/2018
09/2023
0.88$ -0.01 0.99$ 3.11 1.16$ 6.32 1.35$ 8.83 01/2000
12/2004
1.52$ -1.75 14.95%
7Y -2.39 11/2016
10/2023
0.84$ 0.10 1.00$ 3.31 1.25$ 5.94 1.49$ 8.11 04/1997
03/2004
1.72$ -1.74 13.72%
10Y -1.76 10/2012
09/2022
0.83$ 1.39 1.14$ 2.76 1.31$ 5.32 1.67$ 7.18 11/1994
10/2004
2.00$ -1.08 8.30%
15Y 0.17 03/2008
02/2023
1.02$ 1.68 1.28$ 3.23 1.61$ 5.04 2.09$ 5.67 12/1994
11/2009
2.28$ 0.80 0.00%
20Y 0.60 11/2003
10/2023
1.12$ 1.87 1.44$ 3.27 1.90$ 4.09 2.23$ 4.71 12/1994
11/2014
2.51$ 0.72 0.00%
30Y 2.32 12/1993
11/2023
1.99$ 2.32 1.99$ 2.32 1.99$ 2.32 1.99$ 2.32 12/1993
11/2023
1.99$ 2.32 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 -13.10 01/2022
12/2022
0.86$ -1.02 0.98$ 6.39 1.06$ 15.12 1.15$ 40.52 04/1985
03/1986
1.40$ -0.52 17.76%
2Y -7.09 11/2021
10/2023
0.86$ 1.20 1.02$ 6.93 1.14$ 11.99 1.25$ 23.83 03/1985
02/1987
1.53$ -6.21 8.33%
3Y -2.68 11/2020
10/2023
0.92$ 1.92 1.05$ 6.82 1.21$ 10.86 1.36$ 17.65 09/1990
08/1993
1.62$ -2.18 4.63%
5Y -0.28 12/2012
11/2017
0.98$ 2.41 1.12$ 7.09 1.40$ 10.06 1.61$ 14.27 09/1988
08/1993
1.94$ 2.25 1.72%
7Y 0.61 02/2012
01/2019
1.04$ 3.03 1.23$ 6.89 1.59$ 10.03 1.95$ 13.02 01/1985
12/1991
2.35$ 1.73 0.00%
10Y 0.72 10/2012
09/2022
1.07$ 3.33 1.38$ 7.56 2.07$ 9.34 2.44$ 11.39 03/1985
02/1995
2.94$ 1.70 0.00%
15Y 2.51 09/2008
08/2023
1.45$ 3.95 1.78$ 7.37 2.90$ 9.48 3.88$ 10.29 10/1987
09/2002
4.34$ 3.32 0.00%
20Y 3.20 11/2003
10/2023
1.87$ 5.03 2.66$ 6.75 3.69$ 8.54 5.15$ 10.27 03/1985
02/2005
7.06$ 3.33 0.00%
30Y 4.76 11/1993
10/2023
4.02$ 5.65 5.20$ 6.71 7.01$ 7.17 7.97$ 8.32 03/1985
02/2015
10.99$ 4.90 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 -19.31 10/2021
09/2022
0.80$ -3.15 0.96$ 3.90 1.03$ 12.05 1.12$ 37.42 04/1985
03/1986
1.37$ -3.74 31.14%
2Y -11.91 11/2021
10/2023
0.77$ -1.04 0.97$ 4.06 1.08$ 9.07 1.18$ 20.68 03/1985
02/1987
1.45$ -10.86 21.40%
3Y -7.96 10/2020
09/2023
0.77$ -0.06 0.99$ 3.91 1.12$ 7.60 1.24$ 13.96 09/1990
08/1993
1.48$ -7.49 15.74%
5Y -2.33 10/2018
09/2023
0.88$ 0.52 1.02$ 4.30 1.23$ 6.88 1.39$ 9.87 09/1988
08/1993
1.60$ -1.75 11.03%
7Y -2.39 11/2016
10/2023
0.84$ 1.04 1.07$ 4.30 1.34$ 6.86 1.59$ 8.75 01/1985
12/1991
1.79$ -1.74 9.90%
10Y -1.76 10/2012
09/2022
0.83$ 1.59 1.17$ 4.74 1.58$ 6.45 1.86$ 7.52 03/1985
02/1995
2.06$ -1.08 5.75%
15Y 0.17 03/2008
02/2023
1.02$ 1.89 1.32$ 4.72 1.99$ 6.24 2.48$ 7.08 04/1989
03/2004
2.79$ 0.80 0.00%
20Y 0.60 11/2003
10/2023
1.12$ 2.83 1.74$ 4.38 2.35$ 5.55 2.94$ 7.05 03/1985
02/2005
3.90$ 0.72 0.00%
30Y 2.18 11/1993
10/2023
1.90$ 3.07 2.47$ 4.16 3.39$ 4.45 3.69$ 5.49 03/1985
02/2015
4.96$ 2.32 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods

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

Seasonality

In which months is it better to invest in US Inflation Protection 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
0.77
80%
-0.29
40%
0.19
40%
0.51
80%
0.15
60%
-0.20
60%
1.93
100%
-0.28
40%
-2.18
0%
0.22
40%
1.39
100%
0.21
80%
Best 2.1
2020
0.9
2020
2.9
2023
3.0
2020
1.8
2019
1.0
2020
4.3
2022
2.3
2019
-0.4
2020
1.4
2022
2.8
2023
1.1
2020
Worst -2.1
2022
-1.7
2021
-1.9
2022
-2.2
2022
-1.7
2023
-3.1
2022
0.0
2023
-3.7
2022
-6.7
2022
-0.7
2023
0.3
2019
-1.3
2022
Monthly Seasonality over the period Feb 1985 - Nov 2023
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Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
1.08
80%
-0.17
50%
0.26
44%
0.51
80%
0.14
50%
0.04
60%
1.07
80%
-0.04
50%
-1.49
10%
0.05
50%
0.55
80%
-0.16
50%
Best 3.2
2015
1.2
2016
2.9
2023
3.0
2020
2.0
2014
2.2
2016
4.3
2022
2.3
2019
0.8
2016
1.4
2022
2.8
2023
1.1
2020
Worst -2.1
2022
-1.7
2021
-1.9
2022
-2.2
2022
-1.7
2023
-3.1
2022
-0.5
2018
-3.7
2022
-6.7
2022
-1.5
2018
-2.1
2016
-1.5
2013
Monthly Seasonality over the period Feb 1985 - 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
0.95
79%
0.28
59%
0.20
51%
0.27
64%
0.70
64%
0.75
67%
0.84
72%
0.63
62%
0.12
59%
0.59
69%
0.70
76%
0.69
61%
Best 4.5
1988
7.0
1986
5.9
2009
3.0
2020
7.7
1985
5.4
1986
4.7
1997
3.6
2002
3.2
1988
5.8
1987
4.1
2007
6.5
2008
Worst -3.4
1992
-3.7
1985
-4.2
1994
-4.8
2004
-4.2
2013
-3.8
2013
-4.5
2003
-3.7
2022
-6.7
2022
-8.1
2008
-2.3
2001
-2.3
2006
Monthly Seasonality over the period Feb 1985 - Nov 2023

Monthly Returns

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

US INFLATION PROTECTION PORTFOLIO
Monthly Returns Distribution
Data Source: 1 December 1993 - 30 November 2023 (30 Years)
Data Source: 1 January 1985 - 30 November 2023 (~39 years)
231 Positive Months (64%) - 129 Negative Months (36%)
307 Positive Months (66%) - 160 Negative Months (34%)
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(Scroll down to see all data)
Investment Returns, up to December 2003, 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:
  • TIP - iShares TIPS Bond, up to December 2003

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
Desert Portfolio Gyroscopic Investing +6.48 5.50 -14.72 30 60 10
Dimensional Retirement Income Fund DFA +5.36 4.79 -12.91 20.4 79.6 0
Edge Select Conservative Merrill Lynch +5.12 4.26 -12.44 21 79 0
Sheltered Sam 20/80 Bill Bernstein +5.04 4.14 -11.24 19.4 80 0.6
Robo Advisor 20 Betterment +5.01 4.18 -12.16 19.9 80.1 0
US Inflation Protection +4.90 6.05 -14.76 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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