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 Fulvio Marchese In Saecula Saeculorum Portfolio obtained a 8.03% compound annual return, with a 7.84% standard deviation, in the last 30 Years.
Summary
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| 10-year Treasury Portfolio | Fulvio Marchese In Saecula Saeculorum Portfolio | ||
|---|---|---|---|
| Portfolio Risk | Low | High | |
| Asset Allocation | Stocks | 0% | 45% |
| Fixed Income | 100% | 45% | |
| Commodities | 0% | 10% | |
| 30 Years Stats | Return | +4.92% | +8.03% |
| Std Dev | 6.80% | 7.84% | |
| Max Drawdown | -23.19% | -20.39% | |
| All time Stats (Since Jan 1871) |
Return | +4.52% | +6.99% |
| Std Dev | 5.46% | 8.08% | |
| Max Drawdown | -23.19% | -50.22% | |
| Last Update: 30 June 2024 | |||
Historical Returns as of Jun 30, 2024
Comparison period starts from January 1871
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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 | +4.52 |
| Fulvio Marchese In Saecula Saeculorum Portfolio | +1.80 | +6.96 | +13.50 | +7.40 | +6.77 | +8.03 | +6.99 |
| 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).
Fulvio Marchese In Saecula Saeculorum Portfolio: an investment of 1$, since July 1994, now would be worth 10.16$, with a total return of 916.06% (8.03% annualized).
Fulvio Marchese In Saecula Saeculorum Portfolio: an investment of 1$, since July 1994, now would be worth 10.16$, with a total return of 916.06% (8.03% annualized).
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10-year Treasury Portfolio: an investment of 1$, since January 1871,
now would be worth 880.32$, with a total return of 87932.16%
(4.52% annualized).
Fulvio Marchese In Saecula Saeculorum Portfolio: an investment of 1$, since January 1871, now would be worth 31701.47$, with a total return of 3170046.96% (6.99% annualized).
Fulvio Marchese In Saecula Saeculorum Portfolio: an investment of 1$, since January 1871, now would be worth 31701.47$, with a total return of 3170046.96% (6.99% annualized).
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Drawdowns
Drawdown comparison chart since July 1994.
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|
10-year Treasury Portfolio
|
Fulvio Marchese In Saecula Saeculorum 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 | |||||
| -20.39% | Nov 2007 | Feb 2009 (16) | Nov 2009 (25) | 9.50 | |||||
| -18.89% | Jan 2022 | Sep 2022 (9) | Feb 2024 (26) | 10.17 | |||||
| -10.13% | Sep 2000 | Sep 2002 (25) | May 2003 (33) | 6.28 | |||||
| -9.34% | Oct 1998 | Jan 2000 (16) | Aug 2000 (23) | 5.17 | |||||
| -8.50% | Feb 2020 | Mar 2020 (2) | May 2020 (4) | 4.14 | |||||
| -7.93% | Jul 1998 | Aug 1998 (2) | Nov 1998 (5) | 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 | |||||
| -5.64% | Sep 2018 | Dec 2018 (4) | Feb 2019 (6) | 2.84 | |||||
| -4.85% | Apr 2004 | May 2004 (2) | Oct 2004 (7) | 2.96 | |||||
| -4.77% | Jun 2011 | Sep 2011 (4) | Oct 2011 (5) | 2.06 | |||||
| -4.67% | Sep 2010 | Mar 2011 (7) | Jul 2011 (11) | 2.74 | |||||
| -4.59% | Mar 2015 | Sep 2015 (7) | Mar 2016 (13) | 2.33 | |||||
| -4.42% | Apr 2000 | May 2000 (2) | Aug 2000 (5) | 2.32 | |||||
| -4.25% | Feb 2015 | Jun 2015 (5) | Jan 2016 (12) | 2.34 | |||||
Drawdown comparison chart since January 1871.
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|
10-year Treasury Portfolio
|
Fulvio Marchese In Saecula Saeculorum Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -50.22% | Sep 1929 | May 1932 (33) | Nov 1935 (75) | 24.97 | |||||
| -24.35% | Mar 1937 | Mar 1938 (13) | Jan 1943 (71) | 8.96 | |||||
| -23.19% | Aug 2020 | Oct 2023 (39) | In progress (47) | 14.01 | |||||
| -20.39% | Nov 2007 | Feb 2009 (16) | Nov 2009 (25) | 9.50 | |||||
| -18.89% | Jan 2022 | Sep 2022 (9) | Feb 2024 (26) | 10.17 | |||||
| -17.26% | Mar 1974 | Sep 1974 (7) | Apr 1975 (14) | 8.33 | |||||
| -15.82% | Apr 1876 | Jun 1877 (15) | Dec 1878 (33) | 7.93 | |||||
| -15.76% | Jul 1979 | Feb 1980 (8) | May 1980 (11) | 7.54 | |||||
| -15.41% | Dec 1968 | Jun 1970 (19) | Jan 1971 (26) | 7.63 | |||||
| -14.57% | Jul 1980 | Sep 1981 (15) | Nov 1981 (17) | 9.19 | |||||
| -13.99% | Oct 1906 | Nov 1907 (14) | Aug 1908 (23) | 7.20 | |||||
| -13.51% | Sep 1987 | Nov 1987 (3) | Jan 1989 (17) | 6.24 | |||||
| -12.36% | Feb 1893 | Aug 1893 (7) | Apr 1895 (27) | 5.95 | |||||
| -11.74% | Oct 1902 | Oct 1903 (13) | Oct 1904 (25) | 7.29 | |||||
| -11.22% | Dec 1980 | Sep 1981 (10) | Aug 1982 (21) | 5.34 | |||||
| -10.87% | Mar 1987 | Sep 1987 (7) | Jan 1988 (11) | 5.88 | |||||
| -10.74% | Feb 1980 | Mar 1980 (2) | May 1980 (4) | 5.28 | |||||
| -10.51% | Oct 1895 | Aug 1896 (11) | Jun 1897 (21) | 4.49 | |||||
| -10.29% | Dec 1916 | Dec 1917 (13) | Feb 1919 (27) | 4.74 | |||||
| -10.24% | Jun 1946 | Nov 1946 (6) | Aug 1949 (39) | 5.45 | |||||
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% |
+6.96%
|
-2.83% |
| 2023 |
+3.65%
|
-8.82% |
+15.53%
|
-6.33% |
| 2022 |
-15.19%
|
-16.91% |
-14.97%
|
-18.89% |
| 2021 |
-3.33%
|
-5.73% |
+10.12%
|
-3.03% |
| 2020 |
+10.01%
|
-2.02% |
+15.89%
|
-8.50% |
| 2019 |
+8.03%
|
-2.59% |
+20.14%
|
-2.10% |
| 2018 |
+0.99%
|
-3.19% |
-2.76%
|
-5.64% |
| 2017 |
+2.55%
|
-1.90% |
+12.42%
|
-0.04% |
| 2016 |
+1.00%
|
-6.50% |
+7.79%
|
-2.43% |
| 2015 |
+1.51%
|
-4.25% |
-0.75%
|
-4.59% |
| 2014 |
+9.07%
|
-1.05% |
+8.52%
|
-2.04% |
| 2013 |
-6.09%
|
-7.60% |
+10.73%
|
-2.94% |
| 2012 |
+3.66%
|
-2.67% |
+10.41%
|
-2.92% |
| 2011 |
+15.64%
|
-1.29% |
+6.12%
|
-4.77% |
| 2010 |
+9.37%
|
-4.30% |
+14.27%
|
-4.00% |
| 2009 |
-6.59%
|
-6.65% |
+15.39%
|
-9.28% |
| 2008 |
+17.91%
|
-4.15% |
-11.54%
|
-16.70% |
| 2007 |
+10.37%
|
-1.85% |
+8.83%
|
-2.17% |
| 2006 |
+2.52%
|
-2.87% |
+10.84%
|
-2.11% |
| 2005 |
+2.64%
|
-3.19% |
+5.47%
|
-1.69% |
| 2004 |
+4.12%
|
-4.85% |
+7.97%
|
-3.39% |
| 2003 |
+5.29%
|
-5.68% |
+18.47%
|
-1.50% |
| 2002 |
+15.45%
|
-4.13% |
-1.22%
|
-5.96% |
| 2001 |
+5.40%
|
-5.21% |
-1.59%
|
-6.44% |
| 2000 |
+17.28%
|
-1.12% |
+0.64%
|
-5.96% |
| 1999 |
-7.83%
|
-8.11% |
+9.19%
|
-2.99% |
| 1998 |
+14.64%
|
-1.61% |
+15.29%
|
-7.93% |
| 1997 |
+11.97%
|
-2.02% |
+16.19%
|
-2.95% |
| 1996 |
-0.00%
|
-6.90% |
+9.83%
|
-2.50% |
| 1995 |
+25.55%
|
-1.23% |
+25.73%
|
0.00% |
| 1994 |
-7.19%
|
-9.56% |
-2.41%
|
-5.96% |
| 1993 |
+12.97%
|
-2.55% |
+11.66%
|
-1.36% |
| 1992 |
+7.23%
|
-4.02% |
+6.70%
|
-2.12% |
| 1991 |
+18.91%
|
-0.54% |
+21.54%
|
-2.17% |
| 1990 |
+7.70%
|
-4.48% |
+0.53%
|
-6.19% |
| 1989 |
+17.84%
|
-2.30% |
+19.19%
|
-1.49% |
| 1988 |
+6.90%
|
-4.60% |
+9.59%
|
-2.18% |
| 1987 |
-2.64%
|
-10.87% |
+3.95%
|
-13.51% |
| 1986 |
+21.35%
|
-3.93% |
+16.23%
|
-3.74% |
| 1985 |
+29.85%
|
-3.33% |
+25.62%
|
-1.83% |
| 1984 |
+14.87%
|
-7.99% |
+5.90%
|
-6.01% |
| 1983 |
+2.30%
|
-6.29% |
+11.20%
|
-2.65% |
| 1982 |
+39.57%
|
-2.66% |
+26.71%
|
-4.74% |
| 1981 |
+5.28%
|
-7.42% |
-2.21%
|
-10.07% |
| 1980 |
-1.29%
|
-11.52% |
+17.01%
|
-10.74% |
| 1979 |
+1.83%
|
-8.62% |
+24.41%
|
-6.29% |
| 1978 |
-0.74%
|
-2.31% |
+7.74%
|
-5.17% |
| 1977 |
+0.53%
|
-3.55% |
+1.62%
|
-3.17% |
| 1976 |
+15.29%
|
-1.33% |
+18.26%
|
-1.55% |
| 1975 |
+5.52%
|
-4.42% |
+19.02%
|
-7.62% |
| 1974 |
+4.05%
|
-3.79% |
-5.29%
|
-17.26% |
| 1973 |
+3.29%
|
-3.40% |
+0.44%
|
-4.10% |
| 1972 |
+2.35%
|
-2.01% |
+14.16%
|
-1.01% |
| 1971 |
+11.24%
|
-7.34% |
+14.07%
|
-4.23% |
| 1970 |
+18.93%
|
-5.54% |
+10.50%
|
-9.03% |
| 1969 |
-5.63%
|
-7.29% |
-7.43%
|
-9.03% |
| 1968 |
+6.26%
|
-3.63% |
+9.94%
|
-2.28% |
| 1967 |
-3.08%
|
-5.97% |
+11.89%
|
-2.17% |
| 1966 |
+5.46%
|
-3.03% |
-1.61%
|
-7.68% |
| 1965 |
+0.72%
|
-1.64% |
+6.90%
|
-1.85% |
| 1964 |
+3.65%
|
-0.06% |
+9.09%
|
-0.57% |
| 1963 |
+1.64%
|
-0.38% |
+10.30%
|
-1.37% |
| 1962 |
+5.83%
|
-0.48% |
-1.91%
|
-9.28% |
| 1961 |
+2.10%
|
-1.70% |
+12.66%
|
-1.73% |
| 1960 |
+11.66%
|
-0.41% |
+6.02%
|
-2.65% |
| 1959 |
-1.12%
|
-3.37% |
+5.32%
|
-3.19% |
| 1958 |
-2.10%
|
-5.86% |
+19.37%
|
-0.45% |
| 1957 |
+5.92%
|
-3.36% |
-1.36%
|
-5.77% |
| 1956 |
-2.68%
|
-3.65% |
+3.14%
|
-4.11% |
| 1955 |
-1.13%
|
-2.16% |
+11.22%
|
-1.18% |
| 1954 |
+3.13%
|
-0.84% |
+23.99%
|
-1.72% |
| 1953 |
+2.19%
|
-3.70% |
+0.77%
|
-4.90% |
| 1952 |
+1.89%
|
-1.78% |
+6.71%
|
-2.09% |
| 1951 |
-0.56%
|
-2.77% |
+9.25%
|
-3.07% |
| 1950 |
-1.39%
|
-1.65% |
+13.32%
|
-2.70% |
| 1949 |
+4.92%
|
-0.12% |
+10.51%
|
-1.77% |
| 1948 |
+2.72%
|
-0.72% |
+1.92%
|
-4.92% |
| 1947 |
-1.38%
|
-2.99% |
+2.67%
|
-2.57% |
| 1946 |
+0.36%
|
-1.88% |
-2.29%
|
-10.24% |
| 1945 |
+5.77%
|
-0.94% |
+19.66%
|
-1.67% |
| 1944 |
+2.27%
|
0.00% |
+10.43%
|
-0.68% |
| 1943 |
+1.98%
|
-0.10% |
+13.75%
|
-4.10% |
| 1942 |
+1.78%
|
-0.45% |
+8.20%
|
-5.59% |
| 1941 |
+2.73%
|
-1.73% |
-3.22%
|
-6.58% |
| 1940 |
+6.10%
|
-1.80% |
-1.26%
|
-11.21% |
| 1939 |
+4.02%
|
-4.74% |
+2.50%
|
-6.08% |
| 1938 |
+4.38%
|
-0.49% |
+14.56%
|
-11.71% |
| 1937 |
+1.27%
|
-2.41% |
-15.01%
|
-17.65% |
| 1936 |
+5.37%
|
-0.04% |
+17.15%
|
-3.37% |
| 1935 |
+4.30%
|
-1.07% |
+22.48%
|
-3.47% |
| 1934 |
+7.94%
|
-1.90% |
+4.95%
|
-6.58% |
| 1933 |
+1.81%
|
-2.00% |
+32.40%
|
-9.78% |
| 1932 |
+8.90%
|
-2.36% |
+0.55%
|
-18.83% |
| 1931 |
-2.56%
|
-4.95% |
-20.68%
|
-26.59% |
| 1930 |
+4.57%
|
-0.39% |
-10.04%
|
-17.27% |
| 1929 |
+4.44%
|
-1.50% |
-3.05%
|
-16.18% |
| 1928 |
+0.97%
|
-1.23% |
+17.59%
|
-2.07% |
| 1927 |
+6.82%
|
0.00% |
+17.62%
|
-2.04% |
| 1926 |
+5.82%
|
0.00% |
+7.46%
|
-3.71% |
| 1925 |
+5.31%
|
-0.17% |
+13.45%
|
-2.93% |
| 1924 |
+7.49%
|
-0.16% |
+15.46%
|
-1.25% |
| 1923 |
+4.19%
|
-0.04% |
+4.23%
|
-5.53% |
| 1922 |
+5.64%
|
-0.73% |
+15.52%
|
-2.17% |
| 1921 |
+13.13%
|
0.00% |
+10.22%
|
-3.79% |
| 1920 |
+1.43%
|
-3.24% |
-5.69%
|
-6.27% |
| 1919 |
+2.57%
|
-0.68% |
+10.04%
|
-3.76% |
| 1918 |
+4.60%
|
-1.27% |
+10.29%
|
-1.52% |
| 1917 |
-2.28%
|
-4.06% |
-9.01%
|
-9.01% |
| 1916 |
+3.78%
|
-0.86% |
+5.26%
|
-1.40% |
| 1915 |
+4.51%
|
-0.88% |
+16.37%
|
-1.01% |
| 1914 |
+1.79%
|
-0.80% |
-0.54%
|
-8.56% |
| 1913 |
+1.68%
|
-2.83% |
-0.73%
|
-2.93% |
| 1912 |
+4.01%
|
-0.15% |
+4.50%
|
-1.77% |
| 1911 |
+1.86%
|
-1.26% |
+2.95%
|
-4.49% |
| 1910 |
+2.84%
|
-0.36% |
+0.12%
|
-4.40% |
| 1909 |
-0.85%
|
-2.48% |
+7.50%
|
-1.06% |
| 1908 |
+5.53%
|
-0.75% |
+21.48%
|
-1.23% |
| 1907 |
-6.38%
|
-7.33% |
-11.96%
|
-13.07% |
| 1906 |
+3.21%
|
-1.01% |
+1.32%
|
-4.26% |
| 1905 |
+2.69%
|
-2.49% |
+10.38%
|
-2.58% |
| 1904 |
+0.53%
|
-0.68% |
+15.97%
|
-1.21% |
| 1903 |
+2.04%
|
-1.21% |
-6.58%
|
-10.69% |
| 1902 |
-0.08%
|
-4.81% |
+4.08%
|
-3.62% |
| 1901 |
+4.10%
|
-0.79% |
+10.12%
|
-3.73% |
| 1900 |
+6.14%
|
-1.37% |
+11.57%
|
-2.06% |
| 1899 |
+7.64%
|
-0.37% |
+3.21%
|
-3.17% |
| 1898 |
+2.65%
|
-6.31% |
+14.81%
|
-4.52% |
| 1897 |
+11.31%
|
-0.69% |
+12.78%
|
-1.82% |
| 1896 |
+2.95%
|
-4.43% |
+3.13%
|
-7.00% |
| 1895 |
+7.80%
|
-4.07% |
+3.89%
|
-5.27% |
| 1894 |
+4.33%
|
-0.91% |
+3.88%
|
-2.19% |
| 1893 |
+3.79%
|
-2.27% |
-6.37%
|
-12.36% |
| 1892 |
+0.66%
|
-1.54% |
+3.46%
|
-1.29% |
| 1891 |
-0.82%
|
-3.77% |
+9.72%
|
-2.91% |
| 1890 |
-0.41%
|
-2.94% |
-2.35%
|
-5.71% |
| 1889 |
+2.36%
|
-0.75% |
+4.33%
|
-1.14% |
| 1888 |
+5.24%
|
-1.11% |
+3.91%
|
-1.97% |
| 1887 |
+0.62%
|
-2.47% |
+0.40%
|
-4.90% |
| 1886 |
+7.20%
|
-0.14% |
+7.13%
|
-1.95% |
| 1885 |
+4.15%
|
-0.70% |
+15.62%
|
-0.95% |
| 1884 |
+2.46%
|
-2.98% |
-4.01%
|
-7.52% |
| 1883 |
+6.44%
|
-0.71% |
-0.02%
|
-2.63% |
| 1882 |
+5.46%
|
-0.63% |
+3.59%
|
-2.72% |
| 1881 |
+8.87%
|
-1.40% |
+2.79%
|
-4.40% |
| 1880 |
+12.45%
|
-0.82% |
+15.74%
|
-3.63% |
| 1879 |
+7.32%
|
-0.63% |
+24.42%
|
-0.59% |
| 1878 |
+2.37%
|
-1.30% |
+9.10%
|
-0.26% |
| 1877 |
-2.01%
|
-3.27% |
-0.42%
|
-8.81% |
| 1876 |
-2.30%
|
-4.98% |
-5.65%
|
-7.85% |
| 1875 |
+4.92%
|
-3.56% |
+5.11%
|
-1.67% |
| 1874 |
+6.58%
|
-3.03% |
+6.85%
|
-2.27% |
| 1873 |
+5.59%
|
-5.41% |
+1.15%
|
-8.87% |
| 1872 |
+6.04%
|
-2.60% |
+7.22%
|
-2.35% |
| 1871 |
+10.11%
|
-1.22% |
+9.73%
|
-2.34% |
