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 Stocks/Bonds 40/60 Momentum Portfolio obtained a 8.24% compound annual return, with a 6.99% standard deviation, in the last 30 Years.
Summary
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| 10-year Treasury Portfolio | Stocks/Bonds 40/60 Momentum Portfolio | ||
|---|---|---|---|
| Portfolio Risk | Low | Medium | |
| Asset Allocation | Stocks | 0% | 40% |
| Fixed Income | 100% | 60% | |
| Commodities | 0% | 0% | |
| 30 Years Stats | Return | +4.85% | +8.24% |
| Std Dev | 6.78% | 6.99% | |
| Max Drawdown | -23.18% | -21.11% | |
| All time Stats (Since Jan 1982) |
Return | +7.26% | +9.77% |
| Std Dev | 7.52% | 7.43% | |
| Max Drawdown | -23.18% | -21.11% | |
| Last Update: 31 March 2024 | |||
Historical Returns as of Mar 31, 2024
Comparison period starts from January 1982
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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 | +7.26 |
| Stocks/Bonds 40/60 Momentum Portfolio | +1.76 | +17.02 | +14.65 | +5.19 | +6.37 | +8.24 | +9.77 |
| 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).
Stocks/Bonds 40/60 Momentum Portfolio: an investment of 1$, since April 1994, now would be worth 10.75$, with a total return of 975.36% (8.24% annualized).
Stocks/Bonds 40/60 Momentum Portfolio: an investment of 1$, since April 1994, now would be worth 10.75$, with a total return of 975.36% (8.24% annualized).
10-year Treasury Portfolio: an investment of 1$, since January 1982,
now would be worth 19.28$, with a total return of 1828.29%
(7.26% annualized).
Stocks/Bonds 40/60 Momentum Portfolio: an investment of 1$, since January 1982, now would be worth 51.26$, with a total return of 5026.13% (9.77% annualized).
Stocks/Bonds 40/60 Momentum Portfolio: an investment of 1$, since January 1982, now would be worth 51.26$, with a total return of 5026.13% (9.77% annualized).
Drawdowns
Drawdown comparison chart since April 1994.
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|
10-year Treasury Portfolio
|
Stocks/Bonds 40/60 Momentum 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 | |||||
| -21.11% | Nov 2021 | Sep 2022 (11) | In progress (29) | 14.29 | |||||
| -20.54% | Nov 2007 | Feb 2009 (16) | Apr 2010 (30) | 9.31 | |||||
| -9.34% | Oct 1998 | Jan 2000 (16) | Aug 2000 (23) | 5.17 | |||||
| -8.48% | Feb 2001 | Sep 2002 (20) | May 2003 (28) | 4.78 | |||||
| -7.60% | May 2013 | Dec 2013 (8) | Nov 2014 (19) | 4.38 | |||||
| -7.18% | Aug 2016 | Apr 2018 (21) | May 2019 (34) | 4.82 | |||||
| -7.10% | Feb 2020 | Mar 2020 (2) | May 2020 (4) | 3.36 | |||||
| -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 | |||||
| -5.89% | Oct 2018 | Dec 2018 (3) | Mar 2019 (6) | 3.46 | |||||
| -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 | |||||
| -4.25% | 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 | |||||
| -4.13% | Aug 1998 | Aug 1998 (1) | Oct 1998 (3) | 2.07 | |||||
| -4.08% | Jul 2005 | May 2006 (11) | Sep 2006 (15) | 2.49 | |||||
Drawdown comparison chart since January 1982.
Swipe left to see all data
|
10-year Treasury Portfolio
|
Stocks/Bonds 40/60 Momentum 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 | |||||
| -21.11% | Nov 2021 | Sep 2022 (11) | In progress (29) | 14.29 | |||||
| -20.54% | Nov 2007 | Feb 2009 (16) | Apr 2010 (30) | 9.31 | |||||
| -13.77% | Sep 1987 | Nov 1987 (3) | Mar 1989 (19) | 6.65 | |||||
| -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% | Feb 2001 | Sep 2002 (20) | May 2003 (28) | 4.78 | |||||
| -7.99% | Feb 1984 | May 1984 (4) | Aug 1984 (7) | 4.01 | |||||
| -7.60% | May 2013 | Dec 2013 (8) | Nov 2014 (19) | 4.38 | |||||
| -7.18% | Aug 2016 | Apr 2018 (21) | May 2019 (34) | 4.82 | |||||
| -7.10% | Feb 2020 | Mar 2020 (2) | May 2020 (4) | 3.36 | |||||
| -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 | |||||
| -6.29% | May 1983 | Aug 1983 (4) | Jan 1984 (9) | 3.29 | |||||
| -6.28% | Feb 1984 | May 1984 (4) | Aug 1984 (7) | 3.29 | |||||
| -5.91% | Feb 1994 | Jun 1994 (5) | Feb 1995 (13) | 3.86 | |||||
| -5.89% | Oct 2018 | Dec 2018 (3) | Mar 2019 (6) | 3.46 | |||||
| -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.
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% |
+7.39%
|
0.00% |
| 2023 |
+3.64%
|
-8.81% |
+6.91%
|
-5.18% |
| 2022 |
-15.19%
|
-16.91% |
-15.17%
|
-19.48% |
| 2021 |
-3.33%
|
-5.73% |
+4.23%
|
-2.38% |
| 2020 |
+10.01%
|
-2.02% |
+16.57%
|
-7.10% |
| 2019 |
+8.03%
|
-2.59% |
+16.20%
|
-0.81% |
| 2018 |
+0.99%
|
-3.19% |
-0.73%
|
-5.89% |
| 2017 |
+2.55%
|
-1.90% |
+17.14%
|
0.00% |
| 2016 |
+1.00%
|
-6.50% |
+3.51%
|
-3.61% |
| 2015 |
+1.51%
|
-4.25% |
+3.91%
|
-2.95% |
| 2014 |
+9.07%
|
-1.05% |
+9.34%
|
-1.49% |
| 2013 |
-6.09%
|
-7.60% |
+12.57%
|
-1.74% |
| 2012 |
+3.66%
|
-2.67% |
+7.87%
|
-2.05% |
| 2011 |
+15.64%
|
-1.29% |
+7.13%
|
-3.62% |
| 2010 |
+9.37%
|
-4.30% |
+10.93%
|
-3.48% |
| 2009 |
-6.59%
|
-6.65% |
+9.16%
|
-9.41% |
| 2008 |
+17.91%
|
-4.15% |
-12.27%
|
-15.80% |
| 2007 |
+10.37%
|
-1.85% |
+11.21%
|
-0.82% |
| 2006 |
+2.52%
|
-2.87% |
+6.78%
|
-1.50% |
| 2005 |
+2.64%
|
-3.19% |
+9.09%
|
-0.93% |
| 2004 |
+4.12%
|
-4.85% |
+9.22%
|
-2.12% |
| 2003 |
+5.29%
|
-5.68% |
+12.78%
|
-1.27% |
| 2002 |
+15.45%
|
-4.13% |
+0.04%
|
-5.36% |
| 2001 |
+5.40%
|
-5.21% |
-1.88%
|
-6.89% |
| 2000 |
+17.28%
|
-1.12% |
+2.99%
|
-3.33% |
| 1999 |
-7.83%
|
-8.11% |
+15.71%
|
-1.69% |
| 1998 |
+14.64%
|
-1.61% |
+24.65%
|
-4.13% |
| 1997 |
+11.97%
|
-2.02% |
+20.41%
|
-2.69% |
| 1996 |
-0.00%
|
-6.90% |
+14.08%
|
-1.52% |
| 1995 |
+25.55%
|
-1.23% |
+27.84%
|
0.00% |
| 1994 |
-7.19%
|
-9.56% |
-2.03%
|
-5.91% |
| 1993 |
+12.97%
|
-2.55% |
+11.10%
|
-0.87% |
| 1992 |
+7.23%
|
-4.02% |
+6.01%
|
-2.11% |
| 1991 |
+18.91%
|
-0.54% |
+23.91%
|
-1.79% |
| 1990 |
+7.70%
|
-4.48% |
+5.79%
|
-5.29% |
| 1989 |
+17.84%
|
-2.30% |
+25.29%
|
-1.01% |
| 1988 |
+6.90%
|
-4.60% |
+7.24%
|
-2.95% |
| 1987 |
-2.64%
|
-10.87% |
+1.86%
|
-13.77% |
| 1986 |
+21.35%
|
-3.93% |
+18.14%
|
-4.37% |
| 1985 |
+29.85%
|
-3.33% |
+26.30%
|
-0.74% |
| 1984 |
+14.87%
|
-7.99% |
+8.68%
|
-6.28% |
| 1983 |
+2.30%
|
-6.29% |
+9.91%
|
-2.81% |
| 1982 |
+39.57%
|
-2.66% |
+30.86%
|
-1.48% |
