Short Term Treasury vs All Country World 20/80 Portfolio Comparison

Last Update: 29 February 2024

The Short Term Treasury Portfolio obtained a 3.03% compound annual return, with a 1.80% standard deviation, in the last 30 Years.

The All Country World 20/80 Portfolio obtained a 5.70% compound annual return, with a 5.63% standard deviation, in the last 30 Years.

Summary

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Short Term Treasury Portfolio All Country World 20/80 Portfolio
Portfolio Risk Low Low
Asset Allocation Stocks 0% 20%
Fixed Income 100% 80%
Commodities 0% 0%
30 Years Stats Return +3.03% +5.70%
Std Dev 1.80% 5.63%
Max Drawdown -5.36% -17.97%
All time Stats
(Since Jan 1985)
Return +4.33% +7.26%
Std Dev 2.11% 5.89%
Max Drawdown -5.36% -17.97%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1985

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1M 6M 1Y 5Y 10Y 30Y MAX
Short Term Treasury Portfolio -0.39 +2.35 +4.12 +1.03 +0.87 +3.03 +4.33
All Country World 20/80 Portfolio +0.30 +4.91 +8.76 +2.53 +3.22 +5.70 +7.26
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Short Term Treasury Portfolio: an investment of 1$, since March 1994, now would be worth 2.45$, with a total return of 144.73% (3.03% annualized).

All Country World 20/80 Portfolio: an investment of 1$, since March 1994, now would be worth 5.27$, with a total return of 427.37% (5.70% annualized).

Short Term Treasury Portfolio: an investment of 1$, since January 1985, now would be worth 5.27$, with a total return of 426.51% (4.33% annualized).

All Country World 20/80 Portfolio: an investment of 1$, since January 1985, now would be worth 15.57$, with a total return of 1457.42% (7.26% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Short Term Treasury Portfolio
All Country World 20/80 Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-17.97% Sep 2021 Sep 2022 (13) In progress (30) 10.68
-14.04% May 2008 Oct 2008 (6) Aug 2009 (16) 7.48
-6.55% Feb 2020 Mar 2020 (2) Jun 2020 (5) 2.96
-5.36% Jun 2021 Oct 2022 (17) In progress (33) 3.03
-4.73% Aug 1998 Aug 1998 (1) Oct 1998 (3) 2.44
-4.30% May 2013 Jun 2013 (2) Feb 2014 (10) 2.22
-4.14% Mar 1994 Jun 1994 (4) Apr 1995 (14) 2.67
-3.57% Jun 2002 Jul 2002 (2) Nov 2002 (6) 2.02
-3.05% May 2015 Sep 2015 (5) Mar 2016 (11) 1.77
-2.99% Oct 2016 Nov 2016 (2) Apr 2017 (7) 1.52
-2.82% Apr 2004 May 2004 (2) Sep 2004 (6) 1.79
-2.77% Feb 2018 Oct 2018 (9) Jan 2019 (12) 1.50
-2.61% Aug 2011 Sep 2011 (2) Oct 2011 (3) 1.33
-2.31% May 1999 May 1999 (1) Oct 1999 (6) 1.55
-2.14% Dec 1996 Mar 1997 (4) May 1997 (6) 1.02
-1.99% Apr 2000 May 2000 (2) Jun 2000 (3) 1.19
-1.93% Jul 2003 Jul 2003 (1) Sep 2003 (3) 1.06
-1.93% Aug 1997 Aug 1997 (1) Sep 1997 (2) 1.11
-1.73% May 2012 May 2012 (1) Jul 2012 (3) 0.87
-1.68% Jan 2021 Feb 2021 (2) May 2021 (5) 1.03

Drawdown comparison chart since January 1985.

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Short Term Treasury Portfolio
All Country World 20/80 Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-17.97% Sep 2021 Sep 2022 (13) In progress (30) 10.68
-14.04% May 2008 Oct 2008 (6) Aug 2009 (16) 7.48
-6.55% Feb 2020 Mar 2020 (2) Jun 2020 (5) 2.96
-6.27% Feb 1994 Jun 1994 (5) May 1995 (16) 4.39
-6.26% Sep 1987 Nov 1987 (3) Feb 1988 (6) 3.48
-5.58% Jan 1990 Apr 1990 (4) Jul 1990 (7) 2.94
-5.36% Jun 2021 Oct 2022 (17) In progress (33) 3.03
-5.31% Aug 1990 Sep 1990 (2) Dec 1990 (5) 2.85
-4.73% Aug 1998 Aug 1998 (1) Oct 1998 (3) 2.44
-4.30% May 2013 Jun 2013 (2) Feb 2014 (10) 2.22
-3.57% Jun 2002 Jul 2002 (2) Nov 2002 (6) 2.02
-3.05% May 2015 Sep 2015 (5) Mar 2016 (11) 1.77
-2.99% Oct 2016 Nov 2016 (2) Apr 2017 (7) 1.52
-2.92% Jan 1992 Mar 1992 (3) May 1992 (5) 1.79
-2.84% Sep 1986 Sep 1986 (1) Nov 1986 (3) 1.42
-2.82% Apr 2004 May 2004 (2) Sep 2004 (6) 1.79
-2.77% Feb 2018 Oct 2018 (9) Jan 2019 (12) 1.50
-2.61% Aug 2011 Sep 2011 (2) Oct 2011 (3) 1.33
-2.54% Apr 1987 May 1987 (2) Jul 1987 (4) 1.59
-2.31% May 1999 May 1999 (1) Oct 1999 (6) 1.55

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
-0.07%
-0.39%
-0.08%
-0.38%
2023
+3.97%
-0.99%
+10.25%
-5.13%
2022
-3.88%
-4.65%
-14.66%
-17.51%
2021
-0.72%
-0.74%
+2.00%
-1.92%
2020
+3.03%
-0.08%
+8.36%
-6.55%
2019
+3.38%
-0.13%
+12.96%
-0.19%
2018
+1.46%
-0.39%
-1.87%
-2.77%
2017
+0.26%
-0.51%
+8.23%
-0.08%
2016
+0.82%
-0.67%
+5.12%
-2.99%
2015
+0.43%
-0.55%
+0.31%
-3.05%
2014
+0.45%
-0.29%
+6.24%
-1.20%
2013
+0.21%
-0.23%
+2.59%
-4.30%
2012
+0.28%
-0.22%
+9.39%
-1.73%
2011
+1.44%
-0.25%
+4.99%
-2.61%
2010
+2.28%
-0.37%
+8.78%
-1.65%
2009
+0.35%
-0.84%
+14.11%
-6.27%
2008
+6.62%
-1.18%
-6.88%
-14.04%
2007
+7.35%
-0.07%
+6.77%
-0.67%
2006
+3.89%
0.00%
+7.46%
-1.15%
2005
+1.53%
-0.38%
+5.53%
-1.32%
2004
+0.66%
-1.09%
+7.53%
-2.82%
2003
+2.22%
-0.55%
+12.92%
-1.93%
2002
+8.02%
-0.82%
+3.34%
-3.57%
2001
+7.80%
-1.09%
+6.33%
-1.65%
2000
+8.83%
-0.22%
+5.87%
-1.99%
1999
+1.85%
-0.88%
+7.97%
-2.31%
1998
+7.36%
-0.15%
+10.80%
-4.73%
1997
+6.51%
-0.20%
+7.03%
-1.93%
1996
+4.39%
-1.11%
+9.34%
-1.45%
1995
+12.11%
0.00%
+19.70%
0.00%
1994
-0.48%
-2.23%
-3.54%
-6.27%
1993
+6.31%
-0.45%
+15.69%
-1.44%
1992
+6.75%
-1.21%
+6.02%
-2.92%
1991
+11.49%
0.00%
+18.43%
-1.65%
1990
+9.92%
-0.09%
+2.13%
-5.58%
1989
+11.48%
-0.98%
+13.30%
-1.73%
1988
+5.67%
-0.37%
+10.56%
-1.30%
1987
+4.78%
-0.99%
+4.29%
-6.26%
1986
+10.35%
-0.40%
+20.59%
-2.84%
1985
+13.83%
-0.51%
+26.72%
-1.78%