10-year Treasury vs The Lazy Team High Yield Bonds Income Portfolio Comparison

Simulation Settings
Period: January 1985 - November 2024 (~40 years)
Consolidated Returns as of 30 November 2024
Rebalancing: at every Jan 1st
Currency: USD
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10-year Treasury Portfolio
1.00$
Initial Capital
December 1994
4.40$
Final Capital
November 2024
5.06%
Yearly Return
6.83
Std Deviation
-23.19%
Max Drawdown
52months
Recovery Period
The Lazy Team High Yield Bonds Income Portfolio
1.00$
Initial Capital
December 1994
7.49$
Final Capital
November 2024
6.94%
Yearly Return
8.83
Std Deviation
-23.97%
Max Drawdown
21months
Recovery Period
10-year Treasury Portfolio
1.00$
Initial Capital
January 1985
12.11$
Final Capital
November 2024
6.45%
Yearly Return
7.23
Std Deviation
-23.19%
Max Drawdown
52months
Recovery Period
The Lazy Team High Yield Bonds Income Portfolio
1.00$
Initial Capital
January 1985
19.92$
Final Capital
November 2024
7.78%
Yearly Return
8.18
Std Deviation
-23.97%
Max Drawdown
21months
Recovery Period

The 10-year Treasury Portfolio obtained a 5.06% compound annual return, with a 6.83% standard deviation, in the last 30 Years.

The The Lazy Team High Yield Bonds Income Portfolio obtained a 6.94% compound annual return, with a 8.83% standard deviation, in the last 30 Years.

Returns as of Nov 30, 2024

The portfolios guaranteed the following returns.

RETURN COMPARISON
Period: 1 January 1985 - 30 November 2024 (~40 years)
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Return (%) as of Nov 30, 2024
YTD
(11M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~40Y)
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_us_author.webp 10-year Treasury
-- Market Benchmark 		1.66 1.02 4.44 5.50 -1.20 0.88 5.06 6.45
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_lzp.webp High Yield Bonds Income
The Lazy Team 		7.10 1.91 6.62 11.92 1.70 3.30 6.94 7.78
Return over 1 year are annualized.

Capital Growth as of Nov 30, 2024

10-year Treasury Portfolio: an investment of 1$, since December 1994, now would be worth 4.40$, with a total return of 340.15% (5.06% annualized).

The Lazy Team High Yield Bonds Income Portfolio: an investment of 1$, since December 1994, now would be worth 7.49$, with a total return of 648.93% (6.94% annualized).


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10-year Treasury Portfolio: an investment of 1$, since January 1985, now would be worth 12.11$, with a total return of 1110.93% (6.45% annualized).

The Lazy Team High Yield Bonds Income Portfolio: an investment of 1$, since January 1985, now would be worth 19.92$, with a total return of 1891.90% (7.78% annualized).


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Metrics as of Nov 30, 2024

The following metrics, updated as of 30 November 2024, provide an overview of performance and risk.

METRIC COMPARISON
Period: 1 December 2023 - 30 November 2024 (1 year)
Period: 1 December 2019 - 30 November 2024 (5 years)
Period: 1 December 2014 - 30 November 2024 (10 years)
Period: 1 December 1994 - 30 November 2024 (30 years)
Period: 1 January 1985 - 30 November 2024 (~40 years)
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10-year Treasury High Yield Bonds Income
Author The Lazy Team
ASSET ALLOCATION
Stocks 0% 0%
Fixed Income 100% 100%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 5.50 11.92
Infl. Adjusted Return (%) 2.69 8.95
DRAWDOWN
Deepest Drawdown Depth (%) -4.45 -2.49
Start to Recovery (months) 6 4
Longest Drawdown Depth (%) -4.45 -2.49
Start to Recovery (months) 6 4
Longest Negative Period (months) 6 4
RISK INDICATORS
Standard Deviation (%) 7.46 6.77
Sharpe Ratio 0.04 0.99
Sortino Ratio 0.05 1.32
Ulcer Index 2.02 0.96
Ratio: Return / Standard Deviation 0.74 1.76
Ratio: Return / Deepest Drawdown 1.23 4.79
Metrics calculated over the period 1 December 2023 - 30 November 2024
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10-year Treasury High Yield Bonds Income
Author The Lazy Team
ASSET ALLOCATION
Stocks 0% 0%
Fixed Income 100% 100%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) -1.20 1.70
Infl. Adjusted Return (%) -5.16 -2.38
DRAWDOWN
Deepest Drawdown Depth (%) -23.19 -21.84
Start to Recovery (months) 52* 39*
Longest Drawdown Depth (%) -23.19 -21.84
Start to Recovery (months) 52* 39*
Longest Negative Period (months) 60* 53
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 7.76 11.26
Sharpe Ratio -0.45 -0.05
Sortino Ratio -0.64 -0.07
Ulcer Index 13.15 9.79
Ratio: Return / Standard Deviation -0.15 0.15
Ratio: Return / Deepest Drawdown -0.05 0.08
Metrics calculated over the period 1 December 2019 - 30 November 2024
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10-year Treasury High Yield Bonds Income
Author The Lazy Team
ASSET ALLOCATION
Stocks 0% 0%
Fixed Income 100% 100%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 0.88 3.30
Infl. Adjusted Return (%) -2.00 0.35
DRAWDOWN
Deepest Drawdown Depth (%) -23.19 -21.84
Start to Recovery (months) 52* 39*
Longest Drawdown Depth (%) -23.19 -21.84
Start to Recovery (months) 52* 39*
Longest Negative Period (months) 111 65
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 6.67 8.82
Sharpe Ratio -0.10 0.20
Sortino Ratio -0.15 0.26
Ulcer Index 9.72 7.20
Ratio: Return / Standard Deviation 0.13 0.37
Ratio: Return / Deepest Drawdown 0.04 0.15
Metrics calculated over the period 1 December 2014 - 30 November 2024
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10-year Treasury High Yield Bonds Income
Author The Lazy Team
ASSET ALLOCATION
Stocks 0% 0%
Fixed Income 100% 100%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 5.06 6.94
Infl. Adjusted Return (%) 2.48 4.31
DRAWDOWN
Deepest Drawdown Depth (%) -23.19 -23.97
Start to Recovery (months) 52* 21
Longest Drawdown Depth (%) -23.19 -21.84
Start to Recovery (months) 52* 39*
Longest Negative Period (months) 126 65
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 6.83 8.83
Sharpe Ratio 0.41 0.53
Sortino Ratio 0.58 0.71
Ulcer Index 6.16 5.13
Ratio: Return / Standard Deviation 0.74 0.79
Ratio: Return / Deepest Drawdown 0.22 0.29
Metrics calculated over the period 1 December 1994 - 30 November 2024
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10-year Treasury High Yield Bonds Income
Author The Lazy Team
ASSET ALLOCATION
Stocks 0% 0%
Fixed Income 100% 100%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 6.45 7.78
Infl. Adjusted Return (%) 3.56 4.86
DRAWDOWN
Deepest Drawdown Depth (%) -23.19 -23.97
Start to Recovery (months) 52* 21
Longest Drawdown Depth (%) -23.19 -21.84
Start to Recovery (months) 52* 39*
Longest Negative Period (months) 126 65
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 7.23 8.18
Sharpe Ratio 0.46 0.57
Sortino Ratio 0.66 0.76
Ulcer Index 5.63 4.67
Ratio: Return / Standard Deviation 0.89 0.95
Ratio: Return / Deepest Drawdown 0.28 0.32
Metrics calculated over the period 1 January 1985 - 30 November 2024

Drawdowns

DRAWDOWN COMPARISON
Period: 1 December 1994 - 30 November 2024 (30 years)
Period: 1 January 1985 - 30 November 2024 (~40 years)

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10-year Treasury High Yield Bonds Income
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-23.97 21 Nov 2007
Jul 2009
-23.19 52* Aug 2020
In progress
-21.84 39* Sep 2021
In progress
-11.99 6 Feb 2020
Jul 2020
-9.34 23 Oct 1998
Aug 2000
-8.48 9 Aug 1998
Apr 1999
-7.79 16 Mar 2015
Jun 2016
-7.60 19 May 2013
Nov 2014
-7.18 34 Aug 2016
May 2019
-6.90 10 Feb 1996
Nov 1996
-6.71 10 May 2013
Feb 2014
-6.70 7 May 2002
Nov 2002
-6.65 18 Jan 2009
Jun 2010
-6.60 9 Nov 2001
Jul 2002
-5.68 7 Jun 2003
Dec 2003

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10-year Treasury High Yield Bonds Income
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-23.97 21 Nov 2007
Jul 2009
-23.19 52* Aug 2020
In progress
-21.84 39* Sep 2021
In progress
-11.99 6 Feb 2020
Jul 2020
-10.87 11 Mar 1987
Jan 1988
-10.14 19 Nov 1993
May 1995
-9.34 23 Oct 1998
Aug 2000
-8.48 9 Aug 1998
Apr 1999
-7.89 7 Aug 1990
Feb 1991
-7.79 16 Mar 2015
Jun 2016
-7.63 12 Mar 1987
Feb 1988
-7.60 19 May 2013
Nov 2014
-7.41 16 Feb 1994
May 1995
-7.18 34 Aug 2016
May 2019
-6.90 10 Feb 1996
Nov 1996

Rolling Returns

By selecting the 'Rolling Period', the chart and data will update. To study a different date range, change the simulation settings.

You can explore the Rolling Returns for a single portfolio, or check the return differential, by switching on "Head To Head" toggle.

Rolling Returns Comparison
Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 January 1985 - 30 November 2024 (~40 years)


Head To Head (Ptf 1 vs Ptf 2):
US Inflation Adjusted:

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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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10-year Treasury High Yield Bonds Income
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2024
 1.66 -4.45 7.10 -2.49
2023
 3.65 -8.82 11.21 -5.59
2022
 -15.19 -16.91 -16.88 -21.38
2021
 -3.33 -5.73 0.88 -3.16
2020
 10.01 -2.02 7.08 -11.99
2019
 8.03 -2.59 16.98 -0.39
2018
 0.99 -3.19 -4.53 -4.53
2017
 2.55 -1.90 8.78 -0.17
2016
 1.00 -6.50 12.01 -3.93
2015
 1.51 -4.25 -3.94 -6.90
2014
 9.07 -1.05 6.28 -2.37
2013
 -6.09 -7.60 -0.40 -6.71
2012
 3.66 -2.67 12.61 -1.87
2011
 15.64 -1.29 9.07 -4.40
2010
 9.37 -4.30 11.52 -3.24
2009
 -6.59 -6.65 23.52 -10.62
2008
 17.91 -4.15 -10.54 -23.59
2007
 10.37 -1.85 3.36 -3.84
2006
 2.52 -2.87 7.28 -2.69
2005
 2.64 -3.19 5.61 -2.30
2004
 4.12 -4.85 9.55 -4.56
2003
 5.29 -5.68 18.30 -3.91
2002
 15.45 -4.13 7.38 -6.70
2001
 5.40 -5.21 10.89 -3.49
2000
 17.28 -1.12 6.15 -3.14
1999
 -7.83 -8.11 6.34 -3.60
1998
 14.64 -1.61 2.17 -8.48
1997
 11.97 -2.02 13.61 -2.54
1996
 0.00 -6.90 14.28 -2.87
1995
 25.55 -1.23 22.64 -0.20
1994
 -7.19 -9.56 -4.27 -7.41
1993
 12.97 -2.55 18.58 -0.44
1992
 7.23 -4.02 12.00 -2.11
1991
 18.91 -0.54 25.88 0.00
1990
 7.70 -4.48 -0.59 -7.89
1989
 17.84 -2.30 8.29 -0.68
1988
 6.90 -4.60 11.12 -1.52
1987
 -2.64 -10.87 0.07 -7.63
1986
 21.35 -3.93 15.01 -0.64
1985
 29.85 -3.33 21.64 -1.39