Data Source: from January 1985 to November 2023 (~39 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)
0.51%
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%
Live update: World Markets and Indexes
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$, with a net total return of 99.14% (2.32% annualized).
The Inflation Adjusted Capital now would be 1.99$, 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$, with a net total return of 324.70% (3.79% annualized).
The Inflation Adjusted Capital now would be 4.25$, with a net total return of 324.70% (3.79% annualized).
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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 | ||||
- 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)
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)
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 | ||||||||||||||
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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 | -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.
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
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 |
0.95
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:
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 | Return▾ | Dev.Std | Drawdown | Stocks | Bonds | Comm | ||
| Desert Portfolio | +6.48 | 5.50 | -14.72 | 30 | 60 | 10 | ||
| Dimensional Retirement Income Fund | +5.36 | 4.79 | -12.91 | 20.4 | 79.6 | 0 | ||
| Edge Select Conservative | +5.12 | 4.26 | -12.44 | 21 | 79 | 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 | ||
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 | 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 | ||
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