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

Period: January 1985 - October 2024 (~40 years)
Consolidated Returns as of 31 October 2024
Rebalancing: at every Jan 1st
Currency: USD
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10-year Treasury Portfolio
1.00$
Initial Capital
November 1994
4.36$
Final Capital
October 2024
5.03%
Yearly Return
6.83
Std Deviation
-23.19%
Max Drawdown
51months
Recovery Period
The Lazy Team High Yield Bonds Income Portfolio
1.00$
Initial Capital
November 1994
7.32$
Final Capital
October 2024
6.86%
Yearly Return
8.82
Std Deviation
-23.97%
Max Drawdown
21months
Recovery Period
10-year Treasury Portfolio
1.00$
Initial Capital
January 1985
11.99$
Final Capital
October 2024
6.43%
Yearly Return
7.24
Std Deviation
-23.19%
Max Drawdown
51months
Recovery Period
The Lazy Team High Yield Bonds Income Portfolio
1.00$
Initial Capital
January 1985
19.55$
Final Capital
October 2024
7.75%
Yearly Return
8.18
Std Deviation
-23.97%
Max Drawdown
21months
Recovery Period

The 10-year Treasury Portfolio obtained a 5.03% 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 6.86% compound annual return, with a 8.82% standard deviation, in the last 30 Years.

Returns as of Oct 31, 2024

The portfolios guaranteed the following returns.

RETURN COMPARISON
Period: 1 January 1985 - 31 October 2024 (~40 years)
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Return (%) as of Oct 31, 2024
YTD
(10M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~40Y)
10-year Treasury 0.63 -3.39 5.25 9.19 -1.53 0.91 5.03 6.43
High Yield Bonds Income
The Lazy Team 		5.09 -2.18 6.92 17.12 1.38 3.06 6.86 7.75
Return over 1 year are annualized.

Capital Growth as of Oct 31, 2024

10-year Treasury Portfolio: an investment of 1$, since November 1994, now would be worth 4.36$, with a total return of 335.57% (5.03% annualized).

The Lazy Team High Yield Bonds Income Portfolio: an investment of 1$, since November 1994, now would be worth 7.32$, with a total return of 632.25% (6.86% annualized).


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10-year Treasury Portfolio: an investment of 1$, since January 1985, now would be worth 11.99$, with a total return of 1098.69% (6.43% annualized).

The Lazy Team High Yield Bonds Income Portfolio: an investment of 1$, since January 1985, now would be worth 19.55$, with a total return of 1854.50% (7.75% annualized).


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Metrics as of Oct 31, 2024

The following metrics, updated as of 31 October 2024, provide an overview of performance and risk.

METRIC COMPARISON
Period: 1 November 2023 - 31 October 2024 (1 year)
Period: 1 November 2019 - 31 October 2024 (5 years)
Period: 1 November 2014 - 31 October 2024 (10 years)
Period: 1 November 1994 - 31 October 2024 (30 years)
Period: 1 January 1985 - 31 October 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 (%) 9.19 17.12
Infl. Adjusted Return (%) 6.44 14.17
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 (%) 8.42 8.68
Sharpe Ratio 0.46 1.36
Sortino Ratio 0.60 2.01
Ulcer Index 1.91 0.95
Ratio: Return / Standard Deviation 1.09 1.97
Ratio: Return / Deepest Drawdown 2.06 6.87
Metrics calculated over the period 1 November 2023 - 31 October 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 (%) -1.53 1.38
Infl. Adjusted Return (%) -5.48 -2.68
DRAWDOWN
Deepest Drawdown Depth (%) -23.19 -21.84
Start to Recovery (months) 51* 38*
Longest Drawdown Depth (%) -23.19 -21.84
Start to Recovery (months) 51* 38*
Longest Negative Period (months) 60* 53
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 7.75 11.23
Sharpe Ratio -0.49 -0.08
Sortino Ratio -0.70 -0.10
Ulcer Index 13.00 9.79
Ratio: Return / Standard Deviation -0.20 0.12
Ratio: Return / Deepest Drawdown -0.07 0.06
Metrics calculated over the period 1 November 2019 - 31 October 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 (%) 0.91 3.06
Infl. Adjusted Return (%) -1.92 0.17
DRAWDOWN
Deepest Drawdown Depth (%) -23.19 -21.84
Start to Recovery (months) 51* 38*
Longest Drawdown Depth (%) -23.19 -21.84
Start to Recovery (months) 51* 38*
Longest Negative Period (months) 111 65
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 6.67 8.81
Sharpe Ratio -0.09 0.17
Sortino Ratio -0.13 0.23
Ulcer Index 9.62 7.19
Ratio: Return / Standard Deviation 0.14 0.35
Ratio: Return / Deepest Drawdown 0.04 0.14
Metrics calculated over the period 1 November 2014 - 31 October 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 (%) 5.03 6.86
Infl. Adjusted Return (%) 2.44 4.23
DRAWDOWN
Deepest Drawdown Depth (%) -23.19 -23.97
Start to Recovery (months) 51* 21
Longest Drawdown Depth (%) -23.19 -21.84
Start to Recovery (months) 51* 38*
Longest Negative Period (months) 126 65
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 6.83 8.82
Sharpe Ratio 0.40 0.52
Sortino Ratio 0.57 0.69
Ulcer Index 6.10 5.13
Ratio: Return / Standard Deviation 0.74 0.78
Ratio: Return / Deepest Drawdown 0.22 0.29
Metrics calculated over the period 1 November 1994 - 31 October 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 (%) 6.43 7.75
Infl. Adjusted Return (%) 3.55 4.83
DRAWDOWN
Deepest Drawdown Depth (%) -23.19 -23.97
Start to Recovery (months) 51* 21
Longest Drawdown Depth (%) -23.19 -21.84
Start to Recovery (months) 51* 38*
Longest Negative Period (months) 126 65
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 7.24 8.18
Sharpe Ratio 0.45 0.56
Sortino Ratio 0.66 0.75
Ulcer Index 5.59 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 - 31 October 2024

Drawdowns

DRAWDOWN COMPARISON
Period: 1 November 1994 - 31 October 2024 (30 years)
Period: 1 January 1985 - 31 October 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 51* Aug 2020
In progress
-21.84 38* 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 51* Aug 2020
In progress
-21.84 38* 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 - 31 October 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
 0.63% -4.45% 5.09% -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%