10-year Treasury vs Fulvio Marchese In Saecula Saeculorum Portfolio Comparison

Last Update: 31 March 2024

The 10-year Treasury Portfolio obtained a 4.85% compound annual return, with a 6.78% standard deviation, in the last 30 Years.

The Fulvio Marchese In Saecula Saeculorum Portfolio obtained a 7.92% compound annual return, with a 7.80% 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 +4.85% +7.92%
Std Dev 6.78% 7.80%
Max Drawdown -23.18% -20.39%
All time Stats
(Since Jan 1871)
Return +4.52% +6.98%
Std Dev 5.45% 8.07%
Max Drawdown -23.18% -50.22%
Last Update: 31 March 2024

Historical Returns as of Mar 31, 2024

Comparison period starts from January 1871

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1M 6M 1Y 5Y 10Y 30Y MAX
10-year Treasury Portfolio +0.73 +5.02 -1.56 -0.61 +1.16 +4.85 +4.52
Fulvio Marchese In Saecula Saeculorum Portfolio +2.60 +14.97 +14.48 +7.88 +6.91 +7.92 +6.98
Return over 1 year are annualized.

Capital Growth as of Mar 31, 2024

10-year Treasury Portfolio: an investment of 1$, since April 1994, now would be worth 4.14$, with a total return of 314.12% (4.85% annualized).

Fulvio Marchese In Saecula Saeculorum Portfolio: an investment of 1$, since April 1994, now would be worth 9.84$, with a total return of 884.02% (7.92% annualized).

10-year Treasury Portfolio: an investment of 1$, since January 1871, now would be worth 881.92$, with a total return of 88092.14% (4.52% annualized).

Fulvio Marchese In Saecula Saeculorum Portfolio: an investment of 1$, since January 1871, now would be worth 31031.80$, with a total return of 3103080.41% (6.98% annualized).

Drawdowns

Drawdown comparison chart since April 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
-23.18% Aug 2020 Oct 2023 (39) In progress (44) 13.61
-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
-23.18% Aug 2020 Oct 2023 (39) In progress (44) 13.61
-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.
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Year Return Drawdown Return Drawdown
2024
-1.30%
-2.08%
+4.70%
0.00%
2023
+3.64%
-8.81%
+15.53%
-6.32%
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%