Total Bond US vs US Inflation Protection Portfolio Comparison

Last Update: 31 March 2024

The Total Bond US Portfolio obtained a 4.30% compound annual return, with a 4.21% standard deviation, in the last 30 Years.

The US Inflation Protection Portfolio obtained a 5.16% compound annual return, with a 5.95% standard deviation, in the last 30 Years.

Summary

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Total Bond US Portfolio US Inflation Protection Portfolio
Portfolio Risk Low Low
Asset Allocation Stocks 0% 0%
Fixed Income 100% 100%
Commodities 0% 0%
30 Years Stats Return +4.30% +5.16%
Std Dev 4.21% 5.95%
Max Drawdown -17.28% -14.76%
All time Stats
(Since Jan 1985)		 Return +5.71% +6.69%
Std Dev 4.52% 6.62%
Max Drawdown -17.28% -14.76%
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
Total Bond US Portfolio +0.85 +5.87 +1.62 +0.32 +1.49 +4.30 +5.71
US Inflation Protection Portfolio +0.65 +4.44 -0.38 +1.96 +1.89 +5.16 +6.69
Return over 1 year are annualized.

Capital Growth as of Mar 31, 2024

Total Bond US Portfolio: an investment of 1$, since April 1994, now would be worth 3.54$, with a total return of 253.70% (4.30% annualized).

US Inflation Protection Portfolio: an investment of 1$, since April 1994, now would be worth 4.52$, with a total return of 352.05% (5.16% annualized).

Total Bond US Portfolio: an investment of 1$, since January 1985, now would be worth 8.83$, with a total return of 782.62% (5.71% annualized).

US Inflation Protection Portfolio: an investment of 1$, since January 1985, now would be worth 12.70$, with a total return of 1170.17% (6.69% annualized).

Drawdowns

Drawdown comparison chart since April 1994.

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Total Bond US Portfolio
US Inflation Protection Portfolio
Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index		 Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index
-17.28% Aug 2020 Oct 2022 (27) In progress (44) 9.87
-14.76% Jan 2022 Oct 2023 (22) In progress (27) 10.39
-11.79% Sep 2008 Oct 2008 (2) Sep 2009 (13) 5.42
-9.24% Dec 2012 Dec 2013 (13) Mar 2019 (76) 4.32
-6.47% Feb 1996 May 1996 (4) Oct 1996 (9) 4.44
-5.32% Feb 1999 Dec 1999 (11) Mar 2000 (14) 3.77
-5.32% Jun 2003 Jul 2003 (2) Dec 2003 (7) 2.32
-4.82% Apr 2004 Apr 2004 (1) Aug 2004 (5) 2.77
-4.37% Dec 1996 Mar 1997 (4) Jun 1997 (7) 2.17
-4.01% May 2013 Aug 2013 (4) May 2014 (13) 2.32
-3.88% Apr 2008 Oct 2008 (7) Dec 2008 (9) 1.46
-3.68% Aug 2016 Nov 2016 (4) Aug 2017 (13) 2.01
-3.50% Aug 1994 Oct 1994 (3) Jan 1995 (6) 2.15
-3.47% Jun 2003 Jul 2003 (2) Jan 2004 (8) 1.59
-3.37% Nov 2001 Dec 2001 (2) Apr 2002 (6) 2.07
-3.16% Feb 1996 May 1996 (4) Oct 1996 (9) 1.96
-3.05% Nov 2010 Dec 2010 (2) Apr 2011 (6) 2.01
-3.03% Apr 2004 May 2004 (2) Aug 2004 (5) 2.03
-2.75% Oct 2002 Oct 2002 (1) Dec 2002 (3) 1.95
-2.75% Apr 1994 Jun 1994 (3) Jul 1994 (4) 1.75

Drawdown comparison chart since January 1985.

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Total Bond US Portfolio
US Inflation Protection Portfolio
Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index		 Drawdown Start Bottom
Date (#Months)		 Recovery
Date (#Months)		 Ulcer
Index
-17.28% Aug 2020 Oct 2022 (27) In progress (44) 9.87
-14.76% Jan 2022 Oct 2023 (22) In progress (27) 10.39
-11.79% Sep 2008 Oct 2008 (2) Sep 2009 (13) 5.42
-10.68% Feb 1994 Oct 1994 (9) May 1995 (16) 7.40
-9.45% Mar 1987 Sep 1987 (7) Jan 1988 (11) 4.91
-9.24% Dec 2012 Dec 2013 (13) Mar 2019 (76) 4.32
-6.47% Feb 1996 May 1996 (4) Oct 1996 (9) 4.44
-5.86% Mar 1987 Sep 1987 (7) Jan 1988 (11) 3.00
-5.32% Feb 1999 Dec 1999 (11) Mar 2000 (14) 3.77
-5.32% Jun 2003 Jul 2003 (2) Dec 2003 (7) 2.32
-5.01% Feb 1994 Jun 1994 (5) Mar 1995 (14) 3.62
-4.82% Apr 2004 Apr 2004 (1) Aug 2004 (5) 2.77
-4.70% Mar 1988 May 1988 (3) Sep 1988 (7) 2.66
-4.42% Dec 1989 Apr 1990 (5) Jun 1990 (7) 2.28
-4.37% Dec 1996 Mar 1997 (4) Jun 1997 (7) 2.17
-4.18% May 1986 May 1986 (1) Jun 1986 (2) 2.41
-4.01% May 2013 Aug 2013 (4) May 2014 (13) 2.32
-3.88% Apr 2008 Oct 2008 (7) Dec 2008 (9) 1.46
-3.82% Jan 1992 Apr 1992 (4) Jun 1992 (6) 2.47
-3.68% Aug 2016 Nov 2016 (4) Aug 2017 (13) 2.01

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
-0.69%
 -1.53%
-0.07%
 -1.05%
2023
+5.41%
 -6.02%
+3.27%
 -5.35%
2022
-13.11%
 -15.50%
-13.10%
 -14.74%
2021
-1.86%
 -3.64%
+5.67%
 -1.95%
2020
+7.71%
 -1.59%
+10.84%
 -1.76%
2019
+8.83%
 -0.57%
+8.35%
 -1.14%
2018
-0.12%
 -2.57%
-1.42%
 -2.47%
2017
+3.57%
 -0.60%
+2.92%
 -0.91%
2016
+2.52%
 -3.68%
+4.68%
 -2.64%
2015
+0.56%
 -2.67%
-1.75%
 -4.83%
2014
+5.82%
 -0.57%
+3.59%
 -2.59%
2013
-2.10%
 -4.01%
-8.49%
 -9.10%
2012
+3.16%
 -0.88%
+6.39%
 -1.43%
2011
+7.92%
 -0.38%
+13.28%
 -0.01%
2010
+6.20%
 -1.70%
+6.14%
 -3.05%
2009
+3.64%
 -2.65%
+8.94%
 -2.24%
2008
+6.86%
 -3.88%
+0.04%
 -11.79%
2007
+6.92%
 -1.16%
+11.92%
 -1.52%
2006
+4.27%
 -1.30%
+0.28%
 -2.37%
2005
+2.40%
 -1.90%
+2.49%
 -2.47%
2004
+4.24%
 -3.03%
+8.28%
 -4.82%
2003
+3.97%
 -3.47%
+8.00%
 -5.32%
2002
+8.26%
 -1.46%
+16.61%
 -2.75%
2001
+8.43%
 -1.91%
+7.61%
 -3.37%
2000
+11.39%
 -0.65%
+17.65%
 -0.84%
1999
-0.76%
 -2.64%
-4.47%
 -5.32%
1998
+8.58%
 -0.55%
+9.27%
 -0.76%
1997
+9.44%
 -0.97%
+12.71%
 -2.48%
1996
+3.58%
 -3.16%
+1.33%
 -6.47%
1995
+18.18%
 -0.25%
+23.02%
 -0.42%
1994
-2.66%
 -5.01%
-6.25%
 -10.68%
1993
+9.68%
 -0.97%
+15.75%
 -1.45%
1992
+7.14%
 -1.39%
+8.74%
 -3.82%
1991
+15.25%
 -0.06%
+18.60%
 -0.30%
1990
+8.65%
 -1.97%
+8.20%
 -4.32%
1989
+13.64%
 -1.60%
+15.77%
 -2.48%
1988
+7.35%
 -2.64%
+6.51%
 -4.70%
1987
+1.54%
 -5.86%
-0.24%
 -9.45%
1986
+15.10%
 -2.05%
+18.39%
 -4.18%
1985
+22.24%
 -2.00%
+26.04%
 -3.65%