10-year Treasury vs High Yield Bonds Income Portfolio Comparison

Last Update: 29 February 2024

The 10-year Treasury Portfolio obtained a 4.68% compound annual return, with a 6.82% standard deviation, in the last 30 Years.

The High Yield Bonds Income Portfolio obtained a 6.50% compound annual return, with a 8.82% standard deviation, in the last 30 Years.

Summary

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10-year Treasury Portfolio High Yield Bonds Income Portfolio
Portfolio Risk Low Low
Asset Allocation Stocks 0% 0%
Fixed Income 100% 100%
Commodities 0% 0%
30 Years Stats Return +4.68% +6.50%
Std Dev 6.82% 8.82%
Max Drawdown -23.18% -23.97%
All time Stats
(Since Jan 1985)
Return +6.47% +7.73%
Std Dev 7.23% 8.21%
Max Drawdown -23.18% -23.97%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1985

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1M 6M 1Y 5Y 10Y 30Y MAX
10-year Treasury Portfolio -2.08 +0.99 +1.36 -0.24 +1.03 +4.68 +6.47
High Yield Bonds Income Portfolio -0.33 +5.35 +8.92 +1.94 +2.90 +6.50 +7.73
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

10-year Treasury Portfolio: an investment of 1$, since March 1994, now would be worth 3.95$, with a total return of 294.92% (4.68% annualized).

High Yield Bonds Income Portfolio: an investment of 1$, since March 1994, now would be worth 6.62$, with a total return of 561.58% (6.50% annualized).

10-year Treasury Portfolio: an investment of 1$, since January 1985, now would be worth 11.67$, with a total return of 1067.14% (6.47% annualized).

High Yield Bonds Income Portfolio: an investment of 1$, since January 1985, now would be worth 18.46$, with a total return of 1745.99% (7.73% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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10-year Treasury Portfolio
High Yield Bonds Income Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-23.97% Nov 2007 Oct 2008 (12) Jul 2009 (21) 10.67
-23.18% Aug 2020 Oct 2023 (39) In progress (43) 13.50
-21.84% Sep 2021 Sep 2022 (13) In progress (30) 13.05
-11.99% Feb 2020 Mar 2020 (2) Jul 2020 (6) 5.58
-9.34% Oct 1998 Jan 2000 (16) Aug 2000 (23) 5.17
-8.48% Aug 1998 Aug 1998 (1) Apr 1999 (9) 3.89
-7.79% Mar 2015 Jan 2016 (11) Jun 2016 (16) 4.03
-7.60% May 2013 Dec 2013 (8) Nov 2014 (19) 4.38
-7.18% Aug 2016 Apr 2018 (21) May 2019 (34) 4.82
-6.91% Mar 1994 Nov 1994 (9) Mar 1995 (13) 4.83
-6.90% Feb 1996 May 1996 (4) Nov 1996 (10) 4.58
-6.71% May 2013 Aug 2013 (4) Feb 2014 (10) 4.26
-6.70% May 2002 Jul 2002 (3) Nov 2002 (7) 3.27
-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
-5.42% Mar 1994 Jun 1994 (4) Apr 1995 (14) 3.76
-4.85% Apr 2004 May 2004 (2) Oct 2004 (7) 2.96
-4.67% Sep 2010 Mar 2011 (7) Jul 2011 (11) 2.74
-4.56% Apr 2004 May 2004 (2) Aug 2004 (5) 2.79

Drawdown comparison chart since January 1985.

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10-year Treasury Portfolio
High Yield Bonds Income Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-23.97% Nov 2007 Oct 2008 (12) Jul 2009 (21) 10.67
-23.18% Aug 2020 Oct 2023 (39) In progress (43) 13.50
-21.84% Sep 2021 Sep 2022 (13) In progress (30) 13.05
-11.99% Feb 2020 Mar 2020 (2) Jul 2020 (6) 5.58
-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
-8.48% Aug 1998 Aug 1998 (1) Apr 1999 (9) 3.89
-7.89% Aug 1990 Sep 1990 (2) Feb 1991 (7) 4.98
-7.79% Mar 2015 Jan 2016 (11) Jun 2016 (16) 4.03
-7.63% Mar 1987 Oct 1987 (8) Feb 1988 (12) 4.16
-7.60% May 2013 Dec 2013 (8) Nov 2014 (19) 4.38
-7.41% Feb 1994 Jun 1994 (5) May 1995 (16) 5.26
-7.18% Aug 2016 Apr 2018 (21) May 2019 (34) 4.82
-6.90% Feb 1996 May 1996 (4) Nov 1996 (10) 4.58
-6.71% May 2013 Aug 2013 (4) Feb 2014 (10) 4.26
-6.70% May 2002 Jul 2002 (3) Nov 2002 (7) 3.27
-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

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.
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Year Return Drawdown Return Drawdown
2024
-2.01%
-2.08%
-0.74%
-0.74%
2023
+3.64%
-8.81%
+11.21%
-5.58%
2022
-15.19%
-16.91%
-16.88%
-21.38%
2021
-3.33%
-5.73%
+0.88%
-3.16%
2020
+10.01%
-2.02%
+7.08%
-11.99%
2019
+8.03%
-2.59%
+16.98%
-0.39%
2018
+0.99%
-3.19%
-4.53%
-4.53%
2017
+2.55%
-1.90%
+8.78%
-0.17%
2016
+1.00%
-6.50%
+12.01%
-3.93%
2015
+1.51%
-4.25%
-3.94%
-6.90%
2014
+9.07%
-1.05%
+6.28%
-2.37%
2013
-6.09%
-7.60%
-0.40%
-6.71%
2012
+3.66%
-2.67%
+12.61%
-1.87%
2011
+15.64%
-1.29%
+9.07%
-4.40%
2010
+9.37%
-4.30%
+11.52%
-3.24%
2009
-6.59%
-6.65%
+23.52%
-10.62%
2008
+17.91%
-4.15%
-10.54%
-23.59%
2007
+10.37%
-1.85%
+3.36%
-3.84%
2006
+2.52%
-2.87%
+7.28%
-2.69%
2005
+2.64%
-3.19%
+5.61%
-2.30%
2004
+4.12%
-4.85%
+9.55%
-4.56%
2003
+5.29%
-5.68%
+18.30%
-3.91%
2002
+15.45%
-4.13%
+7.38%
-6.70%
2001
+5.40%
-5.21%
+10.89%
-3.49%
2000
+17.28%
-1.12%
+6.15%
-3.14%
1999
-7.83%
-8.11%
+6.34%
-3.60%
1998
+14.64%
-1.61%
+2.17%
-8.48%
1997
+11.97%
-2.02%
+13.61%
-2.54%
1996
-0.00%
-6.90%
+14.28%
-2.87%
1995
+25.55%
-1.23%
+22.64%
-0.20%
1994
-7.19%
-9.56%
-4.27%
-7.41%
1993
+12.97%
-2.55%
+18.58%
-0.44%
1992
+7.23%
-4.02%
+12.00%
-2.11%
1991
+18.91%
-0.54%
+25.88%
0.00%
1990
+7.70%
-4.48%
-0.59%
-7.89%
1989
+17.84%
-2.30%
+8.29%
-0.68%
1988
+6.90%
-4.60%
+11.12%
-1.52%
1987
-2.64%
-10.87%
+0.07%
-7.63%
1986
+21.35%
-3.93%
+15.01%
-0.64%
1985
+29.85%
-3.33%
+21.64%
-1.39%