10-year Treasury vs Zefiro SCF Zefiro 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 Zefiro SCF Zefiro Portfolio obtained a 6.83% compound annual return, with a 7.45% standard deviation, in the last 30 Years.

Summary

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10-year Treasury Portfolio Zefiro SCF Zefiro Portfolio
Portfolio Risk Low Medium
Asset Allocation Stocks 0% 20%
Fixed Income 100% 50%
Commodities 0% 30%
30 Years Stats Return +4.85% +6.83%
Std Dev 6.78% 7.45%
Max Drawdown -23.18% -20.61%
All time Stats
(Since Jan 1985)		 Return +6.48% +7.97%
Std Dev 7.23% 7.24%
Max Drawdown -23.18% -20.61%
Last Update: 31 March 2024

Historical Returns as of Mar 31, 2024

Comparison period starts from January 1985

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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 +6.48
Zefiro SCF Zefiro Portfolio +2.92 +10.37 +7.19 +6.15 +4.08 +6.83 +7.97
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).

Zefiro SCF Zefiro Portfolio: an investment of 1$, since April 1994, now would be worth 7.25$, with a total return of 624.96% (6.83% annualized).

10-year Treasury Portfolio: an investment of 1$, since January 1985, now would be worth 11.76$, with a total return of 1075.68% (6.48% annualized).

Zefiro SCF Zefiro Portfolio: an investment of 1$, since January 1985, now would be worth 20.25$, with a total return of 1925.06% (7.97% annualized).

Drawdowns

Drawdown comparison chart since April 1994.

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10-year Treasury Portfolio
Zefiro SCF Zefiro 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
-20.61% Jul 2008 Feb 2009 (8) Aug 2010 (26) 10.91
-15.09% Apr 2022 Sep 2022 (6) In progress (24) 8.56
-11.32% Sep 2014 Dec 2015 (16) Aug 2017 (36) 5.25
-9.34% Oct 1998 Jan 2000 (16) Aug 2000 (23) 5.17
-7.60% May 2013 Dec 2013 (8) Nov 2014 (19) 4.38
-7.24% Oct 2012 Jun 2013 (9) Apr 2014 (19) 3.17
-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
-6.38% Feb 2020 Mar 2020 (2) Jun 2020 (5) 2.87
-5.68% Jun 2003 Jul 2003 (2) Dec 2003 (7) 2.83
-5.38% Sep 2018 Dec 2018 (4) Mar 2019 (7) 2.85
-5.32% Apr 2004 Apr 2004 (1) Sep 2004 (6) 3.29
-5.09% May 1998 Aug 1998 (4) Nov 1998 (7) 1.99
-4.85% Apr 2004 May 2004 (2) Oct 2004 (7) 2.96
-4.67% Sep 2010 Mar 2011 (7) Jul 2011 (11) 2.74
-4.49% Jun 2003 Jul 2003 (2) Sep 2003 (4) 2.22
-4.25% Feb 2015 Jun 2015 (5) Jan 2016 (12) 2.34

Drawdown comparison chart since January 1985.

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10-year Treasury Portfolio
Zefiro SCF Zefiro 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
-20.61% Jul 2008 Feb 2009 (8) Aug 2010 (26) 10.91
-15.09% Apr 2022 Sep 2022 (6) In progress (24) 8.56
-11.32% Sep 2014 Dec 2015 (16) Aug 2017 (36) 5.25
-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
-7.60% May 2013 Dec 2013 (8) Nov 2014 (19) 4.38
-7.24% Oct 2012 Jun 2013 (9) Apr 2014 (19) 3.17
-7.18% Aug 2016 Apr 2018 (21) May 2019 (34) 4.82
-6.90% Feb 1996 May 1996 (4) Nov 1996 (10) 4.58
-6.78% Feb 1994 Nov 1994 (10) Apr 1995 (15) 4.44
-6.65% Jan 2009 Jun 2009 (6) Jun 2010 (18) 4.33
-6.60% Nov 2001 Mar 2002 (5) Jul 2002 (9) 3.77
-6.38% Feb 2020 Mar 2020 (2) Jun 2020 (5) 2.87
-5.68% Jun 2003 Jul 2003 (2) Dec 2003 (7) 2.83
-5.38% Sep 2018 Dec 2018 (4) Mar 2019 (7) 2.85
-5.32% Apr 2004 Apr 2004 (1) Sep 2004 (6) 3.29
-5.20% Jan 1990 Apr 1990 (4) Jul 1990 (7) 2.66
-5.09% May 1998 Aug 1998 (4) Nov 1998 (7) 1.99

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%
+3.79%
 0.00%
2023
+3.64%
 -8.81%
+7.77%
 -5.88%
2022
-15.19%
 -16.91%
-10.59%
 -15.09%
2021
-3.33%
 -5.73%
+11.11%
 -1.77%
2020
+10.01%
 -2.02%
+11.22%
 -6.38%
2019
+8.03%
 -2.59%
+16.48%
 -0.84%
2018
+0.99%
 -3.19%
-4.16%
 -5.38%
2017
+2.55%
 -1.90%
+9.46%
 -0.77%
2016
+1.00%
 -6.50%
+6.93%
 -4.62%
2015
+1.51%
 -4.25%
-7.52%
 -9.67%
2014
+9.07%
 -1.05%
+3.77%
 -4.11%
2013
-6.09%
 -7.60%
-3.05%
 -6.81%
2012
+3.66%
 -2.67%
+6.64%
 -1.98%
2011
+15.64%
 -1.29%
+11.91%
 -2.72%
2010
+9.37%
 -4.30%
+12.60%
 -2.07%
2009
-6.59%
 -6.65%
+9.39%
 -8.41%
2008
+17.91%
 -4.15%
-6.72%
 -20.31%
2007
+10.37%
 -1.85%
+16.02%
 -1.07%
2006
+2.52%
 -2.87%
+6.29%
 -2.32%
2005
+2.64%
 -3.19%
+9.47%
 -2.72%
2004
+4.12%
 -4.85%
+9.93%
 -5.32%
2003
+5.29%
 -5.68%
+16.33%
 -4.49%
2002
+15.45%
 -4.13%
+14.45%
 -1.32%
2001
+5.40%
 -5.21%
-3.73%
 -3.79%
2000
+17.28%
 -1.12%
+13.78%
 -1.72%
1999
-7.83%
 -8.11%
+7.95%
 -3.17%
1998
+14.64%
 -1.61%
+4.56%
 -5.09%
1997
+11.97%
 -2.02%
+7.47%
 -3.09%
1996
-0.00%
 -6.90%
+8.74%
 -1.81%
1995
+25.55%
 -1.23%
+23.28%
 0.00%
1994
-7.19%
 -9.56%
-2.84%
 -6.78%
1993
+12.97%
 -2.55%
+11.01%
 -1.88%
1992
+7.23%
 -4.02%
+5.73%
 -2.04%
1991
+18.91%
 -0.54%
+13.34%
 -1.31%
1990
+7.70%
 -4.48%
+6.29%
 -5.20%
1989
+17.84%
 -2.30%
+19.26%
 -0.76%
1988
+6.90%
 -4.60%
+9.15%
 -1.72%
1987
-2.64%
 -10.87%
+7.11%
 -4.72%
1986
+21.35%
 -3.93%
+17.76%
 -2.27%
1985
+29.85%
 -3.33%
+23.85%
 -2.73%