10-year Treasury vs Davide Pisicchio PISI 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 Davide Pisicchio PISI Portfolio obtained a 7.20% compound annual return, with a 6.45% standard deviation, in the last 30 Years.

Summary

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10-year Treasury Portfolio Davide Pisicchio PISI Portfolio
Portfolio Risk Low Medium
Asset Allocation Stocks 0% 30%
Fixed Income 100% 60%
Commodities 0% 10%
30 Years Stats Return +4.85% +7.20%
Std Dev 6.78% 6.45%
Max Drawdown -23.18% -18.36%
All time Stats
(Since Jan 1871)
Return +4.52% +6.23%
Std Dev 5.45% 6.37%
Max Drawdown -23.18% -34.97%
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
Davide Pisicchio PISI Portfolio +2.28 +12.31 +9.21 +5.34 +5.18 +7.20 +6.23
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).

Davide Pisicchio PISI Portfolio: an investment of 1$, since April 1994, now would be worth 8.05$, with a total return of 704.56% (7.20% 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).

Davide Pisicchio PISI Portfolio: an investment of 1$, since January 1871, now would be worth 10566.28$, with a total return of 1056528.45% (6.23% annualized).

Drawdowns

Drawdown comparison chart since April 1994.

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10-year Treasury Portfolio
Davide Pisicchio PISI 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
-18.36% Jan 2022 Sep 2022 (9) In progress (27) 10.74
-11.84% Mar 2008 Oct 2008 (8) Aug 2009 (18) 5.28
-9.34% Oct 1998 Jan 2000 (16) Aug 2000 (23) 5.17
-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
-4.85% Apr 2004 May 2004 (2) Oct 2004 (7) 2.96
-4.67% Sep 2010 Mar 2011 (7) Jul 2011 (11) 2.74
-4.45% May 2013 Jun 2013 (2) Oct 2013 (6) 2.44
-4.39% Aug 2016 Nov 2016 (4) Apr 2017 (9) 2.26
-4.30% Jul 1998 Aug 1998 (2) Sep 1998 (3) 2.20
-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
-4.06% Apr 2004 Apr 2004 (1) Oct 2004 (7) 2.54

Drawdown comparison chart since January 1871.

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10-year Treasury Portfolio
Davide Pisicchio PISI Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-34.97% Sep 1929 May 1932 (33) Apr 1935 (68) 15.59
-23.18% Aug 2020 Oct 2023 (39) In progress (44) 13.61
-18.36% Jan 2022 Sep 2022 (9) In progress (27) 10.74
-16.23% Mar 1937 Mar 1938 (13) Oct 1939 (32) 6.81
-15.76% Jul 1979 Feb 1980 (8) May 1980 (11) 7.54
-14.57% Jul 1980 Sep 1981 (15) Nov 1981 (17) 9.19
-12.51% Mar 1974 Sep 1974 (7) Feb 1975 (12) 6.34
-12.33% Dec 1968 May 1970 (18) Nov 1970 (24) 6.60
-12.30% Apr 1876 Jun 1877 (15) Feb 1879 (35) 6.65
-11.84% Mar 2008 Oct 2008 (8) Aug 2009 (18) 5.28
-11.13% Oct 1906 Nov 1907 (14) Nov 1908 (26) 5.48
-11.04% Dec 1980 Sep 1981 (10) Nov 1981 (12) 5.14
-10.87% Mar 1987 Sep 1987 (7) Jan 1988 (11) 5.88
-10.38% Feb 1980 Mar 1980 (2) May 1980 (4) 5.18
-10.14% Nov 1993 Nov 1994 (13) May 1995 (19) 6.64
-9.34% Oct 1998 Jan 2000 (16) Aug 2000 (23) 5.17
-9.06% Sep 1968 Dec 1969 (16) Sep 1970 (25) 4.34
-8.72% Sep 1987 Nov 1987 (3) Sep 1988 (13) 3.83
-8.72% Sep 1892 Aug 1893 (12) Feb 1895 (30) 3.41
-8.62% Oct 1895 Aug 1896 (11) Jan 1897 (16) 4.06

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%
+2.89%
0.00%
2023
+3.64%
-8.81%
+11.85%
-6.30%
2022
-15.19%
-16.91%
-15.32%
-18.36%
2021
-3.33%
-5.73%
+5.44%
-2.73%
2020
+10.01%
-2.02%
+14.89%
-3.27%
2019
+8.03%
-2.59%
+16.74%
-0.45%
2018
+0.99%
-3.19%
-1.64%
-3.17%
2017
+2.55%
-1.90%
+9.63%
-0.31%
2016
+1.00%
-6.50%
+5.77%
-4.39%
2015
+1.51%
-4.25%
-0.33%
-3.27%
2014
+9.07%
-1.05%
+8.90%
-1.94%
2013
-6.09%
-7.60%
+3.96%
-4.45%
2012
+3.66%
-2.67%
+8.48%
-1.19%
2011
+15.64%
-1.29%
+10.04%
-2.16%
2010
+9.37%
-4.30%
+13.77%
-0.81%
2009
-6.59%
-6.65%
+8.62%
-7.60%
2008
+17.91%
-4.15%
-1.41%
-11.84%
2007
+10.37%
-1.85%
+10.22%
-1.06%
2006
+2.52%
-2.87%
+8.64%
-1.66%
2005
+2.64%
-3.19%
+5.11%
-1.64%
2004
+4.12%
-4.85%
+6.93%
-4.06%
2003
+5.29%
-5.68%
+14.77%
-2.33%
2002
+15.45%
-4.13%
+5.17%
-2.10%
2001
+5.40%
-5.21%
+0.43%
-3.41%
2000
+17.28%
-1.12%
+5.99%
-3.34%
1999
-7.83%
-8.11%
+3.16%
-3.71%
1998
+14.64%
-1.61%
+15.05%
-4.30%
1997
+11.97%
-2.02%
+14.04%
-2.79%
1996
-0.00%
-6.90%
+6.11%
-3.11%
1995
+25.55%
-1.23%
+25.75%
0.00%
1994
-7.19%
-9.56%
-4.28%
-6.99%
1993
+12.97%
-2.55%
+12.70%
-1.83%
1992
+7.23%
-4.02%
+6.47%
-2.97%
1991
+18.91%
-0.54%
+20.24%
-1.61%
1990
+7.70%
-4.48%
+2.41%
-5.27%
1989
+17.84%
-2.30%
+18.47%
-1.50%
1988
+6.90%
-4.60%
+8.03%
-2.27%
1987
-2.64%
-10.87%
+2.16%
-8.72%
1986
+21.35%
-3.93%
+18.59%
-3.19%
1985
+29.85%
-3.33%
+27.30%
-2.04%
1984
+14.87%
-7.99%
+7.81%
-6.79%
1983
+2.30%
-6.29%
+7.23%
-3.18%
1982
+39.57%
-2.66%
+31.34%
-3.03%
1981
+5.28%
-7.42%
-1.57%
-10.67%
1980
-1.29%
-11.52%
+10.78%
-10.38%
1979
+1.83%
-8.62%
+20.62%
-6.61%
1978
-0.74%
-2.31%
+5.90%
-4.15%
1977
+0.53%
-3.55%
+1.83%
-3.39%
1976
+15.29%
-1.33%
+17.10%
-1.29%
1975
+5.52%
-4.42%
+13.29%
-6.23%
1974
+4.05%
-3.79%
-0.30%
-12.51%
1973
+3.29%
-3.40%
+3.63%
-2.89%
1972
+2.35%
-2.01%
+11.68%
-1.13%
1971
+11.24%
-7.34%
+13.55%
-4.38%
1970
+18.93%
-5.54%
+13.25%
-7.14%
1969
-5.63%
-7.29%
-7.79%
-9.27%
1968
+6.26%
-3.63%
+9.22%
-2.03%
1967
-3.08%
-5.97%
+6.56%
-2.29%
1966
+5.46%
-3.03%
+0.57%
-5.80%
1965
+0.72%
-1.64%
+4.72%
-1.03%
1964
+3.65%
-0.06%
+7.15%
-0.33%
1963
+1.64%
-0.38%
+7.30%
-1.00%
1962
+5.83%
-0.48%
+0.57%
-6.16%
1961
+2.10%
-1.70%
+8.96%
-1.49%
1960
+11.66%
-0.41%
+7.83%
-1.59%
1959
-1.12%
-3.37%
+3.04%
-2.63%
1958
-2.10%
-5.86%
+12.03%
-0.91%
1957
+5.92%
-3.36%
+0.90%
-4.29%
1956
-2.68%
-3.65%
+1.02%
-3.44%
1955
-1.13%
-2.16%
+7.04%
-0.53%
1954
+3.13%
-0.84%
+16.95%
-1.27%
1953
+2.19%
-3.70%
+0.83%
-4.68%
1952
+1.89%
-1.78%
+4.93%
-1.79%
1951
-0.56%
-2.77%
+5.88%
-2.24%
1950
-1.39%
-1.65%
+8.31%
-1.96%
1949
+4.92%
-0.12%
+8.58%
-0.99%
1948
+2.72%
-0.72%
+2.11%
-3.22%
1947
-1.38%
-2.99%
+1.63%
-1.90%
1946
+0.36%
-1.88%
-1.37%
-7.19%
1945
+5.77%
-0.94%
+15.21%
-0.92%
1944
+2.27%
0.00%
+7.69%
-0.40%
1943
+1.98%
-0.10%
+9.89%
-2.81%
1942
+1.78%
-0.45%
+6.07%
-3.69%
1941
+2.73%
-1.73%
-1.13%
-4.80%
1940
+6.10%
-1.80%
+1.25%
-7.94%
1939
+4.02%
-4.74%
+3.07%
-3.45%
1938
+4.38%
-0.49%
+11.18%
-7.86%
1937
+1.27%
-2.41%
-9.61%
-11.75%
1936
+5.37%
-0.04%
+13.30%
-2.14%
1935
+4.30%
-1.07%
+16.47%
-1.49%
1934
+7.94%
-1.90%
+6.30%
-3.47%
1933
+1.81%
-2.00%
+24.00%
-6.92%
1932
+8.90%
-2.36%
+3.13%
-11.45%
1931
-2.56%
-4.95%
-14.77%
-19.06%
1930
+4.57%
-0.39%
-5.48%
-11.01%
1929
+4.44%
-1.50%
-0.78%
-10.18%
1928
+0.97%
-1.23%
+11.97%
-1.53%
1927
+6.82%
0.00%
+13.95%
-1.29%
1926
+5.82%
0.00%
+6.83%
-2.12%
1925
+5.31%
-0.17%
+10.74%
-1.87%
1924
+7.49%
-0.16%
+12.64%
-0.56%
1923
+4.19%
-0.04%
+4.08%
-3.32%
1922
+5.64%
-0.73%
+12.08%
-1.46%
1921
+13.13%
0.00%
+10.90%
-2.31%
1920
+1.43%
-3.24%
-3.50%
-4.46%
1919
+2.57%
-0.68%
+7.37%
-2.61%
1918
+4.60%
-1.27%
+8.20%
-0.86%
1917
-2.28%
-4.06%
-6.94%
-6.94%
1916
+3.78%
-0.86%
+4.71%
-0.72%
1915
+4.51%
-0.88%
+12.24%
-0.84%
1914
+1.79%
-0.80%
-0.12%
-5.91%
1913
+1.68%
-2.83%
-0.25%
-2.25%
1912
+4.01%
-0.15%
+4.30%
-1.02%
1911
+1.86%
-1.26%
+2.37%
-3.11%
1910
+2.84%
-0.36%
+0.76%
-2.74%
1909
-0.85%
-2.48%
+4.56%
-0.64%
1908
+5.53%
-0.75%
+15.68%
-0.64%
1907
-6.38%
-7.33%
-10.56%
-10.61%
1906
+3.21%
-1.01%
+1.82%
-2.63%
1905
+2.69%
-2.49%
+7.78%
-1.75%
1904
+0.53%
-0.68%
+10.45%
-1.04%
1903
+2.04%
-1.21%
-3.96%
-6.99%
1902
-0.08%
-4.81%
+2.50%
-2.63%
1901
+4.10%
-0.79%
+8.03%
-2.62%
1900
+6.14%
-1.37%
+9.65%
-1.12%
1899
+7.64%
-0.37%
+4.89%
-1.70%
1898
+2.65%
-6.31%
+10.56%
-4.93%
1897
+11.31%
-0.69%
+12.33%
-0.43%
1896
+2.95%
-4.43%
+2.79%
-5.82%
1895
+7.80%
-4.07%
+5.42%
-3.67%
1894
+4.33%
-0.91%
+3.86%
-1.29%
1893
+3.79%
-2.27%
-3.38%
-8.67%
1892
+0.66%
-1.54%
+2.37%
-1.09%
1891
-0.82%
-3.77%
+5.71%
-3.09%
1890
-0.41%
-2.94%
-2.00%
-4.28%
1889
+2.36%
-0.75%
+3.57%
-0.90%
1888
+5.24%
-1.11%
+4.13%
-1.65%
1887
+0.62%
-2.47%
+0.17%
-3.88%
1886
+7.20%
-0.14%
+7.26%
-0.92%
1885
+4.15%
-0.70%
+11.59%
-0.85%
1884
+2.46%
-2.98%
-2.12%
-5.95%
1883
+6.44%
-0.71%
+1.94%
-1.71%
1882
+5.46%
-0.63%
+4.08%
-1.82%
1881
+8.87%
-1.40%
+4.84%
-2.87%
1880
+12.45%
-0.82%
+14.70%
-1.86%
1879
+7.32%
-0.63%
+18.74%
-0.40%
1878
+2.37%
-1.30%
+6.42%
-0.30%
1877
-2.01%
-3.27%
-1.43%
-6.39%
1876
-2.30%
-4.98%
-5.21%
-6.57%
1875
+4.92%
-3.56%
+4.96%
-1.85%
1874
+6.58%
-3.03%
+6.12%
-1.92%
1873
+5.59%
-5.41%
+2.18%
-7.57%
1872
+6.04%
-2.60%
+6.76%
-2.26%
1871
+10.11%
-1.22%
+9.90%
-1.61%