Last Update: 30 June 2024
The 10-year Treasury Portfolio obtained a 4.92% compound annual return, with a 6.80% standard deviation, in the last 30 Years.
The All Country World Bonds Portfolio obtained a 5.38% compound annual return, with a 4.60% standard deviation, in the last 30 Years.
Summary
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| 10-year Treasury Portfolio | All Country World Bonds Portfolio | ||
|---|---|---|---|
| Portfolio Risk | Low | Low | |
| Asset Allocation | Stocks | 0% | 0% |
| Fixed Income | 100% | 100% | |
| Commodities | 0% | 0% | |
| 30 Years Stats | Return | +4.92% | +5.38% |
| Std Dev | 6.80% | 4.60% | |
| Max Drawdown | -23.19% | -17.60% | |
| All time Stats (Since Jan 1985) |
Return | +6.43% | +6.61% |
| Std Dev | 7.23% | 4.91% | |
| Max Drawdown | -23.19% | -17.60% | |
| Last Update: 30 June 2024 | |||
Historical Returns as of Jun 30, 2024
Comparison period starts from January 1985
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| 1M | 6M | 1Y | 5Y | 10Y | 30Y | MAX | |
|---|---|---|---|---|---|---|---|
| 10-year Treasury Portfolio | +1.22 | -1.48 | +0.15 | -1.38 | +0.91 | +4.92 | +6.43 |
| All Country World Bonds Portfolio | +0.62 | -0.25 | +3.91 | -0.33 | +1.64 | +5.38 | +6.61 |
| Return over 1 year are annualized. |
Capital Growth as of Jun 30, 2024
10-year Treasury Portfolio: an investment of 1$, since July 1994,
now would be worth 4.23$, with a total return of 322.92%
(4.92% annualized).
All Country World Bonds Portfolio: an investment of 1$, since July 1994, now would be worth 4.82$, with a total return of 381.67% (5.38% annualized).
All Country World Bonds Portfolio: an investment of 1$, since July 1994, now would be worth 4.82$, with a total return of 381.67% (5.38% annualized).
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10-year Treasury Portfolio: an investment of 1$, since January 1985,
now would be worth 11.74$, with a total return of 1073.55%
(6.43% annualized).
All Country World Bonds Portfolio: an investment of 1$, since January 1985, now would be worth 12.53$, with a total return of 1153.50% (6.61% annualized).
All Country World Bonds Portfolio: an investment of 1$, since January 1985, now would be worth 12.53$, with a total return of 1153.50% (6.61% annualized).
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Drawdowns
Drawdown comparison chart since July 1994.
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|
10-year Treasury Portfolio
|
All Country World Bonds Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -23.19% | Aug 2020 | Oct 2023 (39) | In progress (47) | 14.01 | |||||
| -17.60% | Jan 2021 | Oct 2022 (22) | In progress (42) | 10.54 | |||||
| -9.34% | Oct 1998 | Jan 2000 (16) | Aug 2000 (23) | 5.17 | |||||
| -8.82% | Mar 2008 | Oct 2008 (8) | Dec 2008 (10) | 3.50 | |||||
| -7.60% | May 2013 | Dec 2013 (8) | Nov 2014 (19) | 4.38 | |||||
| -7.18% | Aug 2016 | Apr 2018 (21) | May 2019 (34) | 4.82 | |||||
| -6.90% | Feb 1996 | May 1996 (4) | Nov 1996 (10) | 4.58 | |||||
| -6.65% | Jan 2009 | Jun 2009 (6) | Jun 2010 (18) | 4.33 | |||||
| -6.60% | Nov 2001 | Mar 2002 (5) | Jul 2002 (9) | 3.77 | |||||
| -5.68% | Jun 2003 | Jul 2003 (2) | Dec 2003 (7) | 2.83 | |||||
| -5.16% | May 2013 | Aug 2013 (4) | May 2014 (13) | 3.09 | |||||
| -4.85% | Apr 2004 | May 2004 (2) | Oct 2004 (7) | 2.96 | |||||
| -4.67% | Sep 2010 | Mar 2011 (7) | Jul 2011 (11) | 2.74 | |||||
| -4.25% | Feb 2015 | Jun 2015 (5) | Jan 2016 (12) | 2.34 | |||||
| -4.15% | Apr 2008 | May 2008 (2) | Nov 2008 (8) | 2.19 | |||||
| -4.13% | Oct 2002 | Nov 2002 (2) | Feb 2003 (5) | 2.02 | |||||
| -4.08% | Jul 2005 | May 2006 (11) | Sep 2006 (15) | 2.49 | |||||
| -4.04% | Dec 1996 | Mar 1997 (4) | Jun 1997 (7) | 2.15 | |||||
| -3.92% | Mar 2020 | Mar 2020 (1) | Jun 2020 (4) | 1.86 | |||||
| -3.54% | Oct 2016 | Nov 2016 (2) | Aug 2017 (11) | 1.91 | |||||
Drawdown comparison chart since January 1985.
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|
10-year Treasury Portfolio
|
All Country World Bonds Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -23.19% | Aug 2020 | Oct 2023 (39) | In progress (47) | 14.01 | |||||
| -17.60% | Jan 2021 | Oct 2022 (22) | In progress (42) | 10.54 | |||||
| -10.87% | Mar 1987 | Sep 1987 (7) | Jan 1988 (11) | 5.88 | |||||
| -10.14% | Nov 1993 | Nov 1994 (13) | May 1995 (19) | 6.64 | |||||
| -9.34% | Oct 1998 | Jan 2000 (16) | Aug 2000 (23) | 5.17 | |||||
| -8.82% | Mar 2008 | Oct 2008 (8) | Dec 2008 (10) | 3.50 | |||||
| -7.60% | May 2013 | Dec 2013 (8) | Nov 2014 (19) | 4.38 | |||||
| -7.18% | Aug 2016 | Apr 2018 (21) | May 2019 (34) | 4.82 | |||||
| -6.90% | Feb 1996 | May 1996 (4) | Nov 1996 (10) | 4.58 | |||||
| -6.85% | Feb 1994 | Jun 1994 (5) | May 1995 (16) | 4.92 | |||||
| -6.65% | Jan 2009 | Jun 2009 (6) | Jun 2010 (18) | 4.33 | |||||
| -6.60% | Nov 2001 | Mar 2002 (5) | Jul 2002 (9) | 3.77 | |||||
| -5.71% | Mar 1987 | Sep 1987 (7) | Jan 1988 (11) | 3.06 | |||||
| -5.68% | Jun 2003 | Jul 2003 (2) | Dec 2003 (7) | 2.83 | |||||
| -5.16% | May 2013 | Aug 2013 (4) | May 2014 (13) | 3.09 | |||||
| -4.85% | Apr 2004 | May 2004 (2) | Oct 2004 (7) | 2.96 | |||||
| -4.67% | Sep 2010 | Mar 2011 (7) | Jul 2011 (11) | 2.74 | |||||
| -4.60% | Mar 1988 | May 1988 (3) | Sep 1988 (7) | 2.57 | |||||
| -4.48% | Jan 1990 | Apr 1990 (4) | Jun 1990 (6) | 2.44 | |||||
| -4.25% | Feb 2015 | Jun 2015 (5) | Jan 2016 (12) | 2.34 | |||||
Yearly Returns
For each year, the following table provides the return and intra-year drawdown.
The highlighted returns represent the highest values for that specific year.
The highlighted returns represent the highest values for that specific year.
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| Year | Return | Drawdown | Return | Drawdown |
|---|---|---|---|---|
| 2024 |
-1.48%
|
-4.45% |
-0.25%
|
-2.17% |
| 2023 |
+3.65%
|
-8.82% |
+7.31%
|
-4.11% |
| 2022 |
-15.19%
|
-16.91% |
-13.82%
|
-15.86% |
| 2021 |
-3.33%
|
-5.73% |
-2.06%
|
-3.44% |
| 2020 |
+10.01%
|
-2.02% |
+6.30%
|
-3.92% |
| 2019 |
+8.03%
|
-2.59% |
+9.49%
|
-0.86% |
| 2018 |
+0.99%
|
-3.19% |
+0.10%
|
-1.92% |
| 2017 |
+2.55%
|
-1.90% |
+4.16%
|
-0.40% |
| 2016 |
+1.00%
|
-6.50% |
+4.27%
|
-3.54% |
| 2015 |
+1.51%
|
-4.25% |
+0.85%
|
-2.23% |
| 2014 |
+9.07%
|
-1.05% |
+6.88%
|
-0.66% |
| 2013 |
-6.09%
|
-7.60% |
-2.50%
|
-5.16% |
| 2012 |
+3.66%
|
-2.67% |
+7.45%
|
-0.22% |
| 2011 |
+15.64%
|
-1.29% |
+8.12%
|
-0.42% |
| 2010 |
+9.37%
|
-4.30% |
+7.71%
|
-2.17% |
| 2009 |
-6.59%
|
-6.65% |
+9.48%
|
-3.00% |
| 2008 |
+17.91%
|
-4.15% |
+2.29%
|
-8.82% |
| 2007 |
+10.37%
|
-1.85% |
+6.05%
|
-1.42% |
| 2006 |
+2.52%
|
-2.87% |
+4.63%
|
-1.46% |
| 2005 |
+2.64%
|
-3.19% |
+4.71%
|
-1.32% |
| 2004 |
+4.12%
|
-4.85% |
+6.09%
|
-3.02% |
| 2003 |
+5.29%
|
-5.68% |
+8.25%
|
-3.22% |
| 2002 |
+15.45%
|
-4.13% |
+9.30%
|
-1.07% |
| 2001 |
+5.40%
|
-5.21% |
+12.23%
|
-0.35% |
| 2000 |
+17.28%
|
-1.12% |
+11.10%
|
-0.72% |
| 1999 |
-7.83%
|
-8.11% |
+3.71%
|
-2.69% |
| 1998 |
+14.64%
|
-1.61% |
+8.51%
|
-2.13% |
| 1997 |
+11.97%
|
-2.02% |
+5.56%
|
-2.07% |
| 1996 |
-0.00%
|
-6.90% |
+8.94%
|
-2.00% |
| 1995 |
+25.55%
|
-1.23% |
+20.40%
|
-0.22% |
| 1994 |
-7.19%
|
-9.56% |
-5.13%
|
-6.85% |
| 1993 |
+12.97%
|
-2.55% |
+14.09%
|
-0.38% |
| 1992 |
+7.23%
|
-4.02% |
+9.20%
|
-1.73% |
| 1991 |
+18.91%
|
-0.54% |
+18.81%
|
-0.40% |
| 1990 |
+7.70%
|
-4.48% |
+7.31%
|
-2.97% |
| 1989 |
+17.84%
|
-2.30% |
+12.84%
|
-1.53% |
| 1988 |
+6.90%
|
-4.60% |
+7.90%
|
-2.11% |
| 1987 |
-2.64%
|
-10.87% |
+1.20%
|
-5.71% |
| 1986 |
+21.35%
|
-3.93% |
+15.08%
|
-2.62% |
| 1985 |
+29.85%
|
-3.33% |
+22.99%
|
-2.83% |
