10-year Treasury Portfolio vs Stocks/Bonds 40/60 Portfolio Portfolio Comparison

Simulation Settings
Period: January 1871 - November 2024 (~154 years)
Consolidated Returns as of 30 November 2024
Rebalancing: at every Jan 1st
Currency: USD
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Results
30 Years
All (since January 1871)
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
* in progress
1.00$
Initial Capital
January 1871
908.36$
Final Capital
November 2024
4.52%
Yearly Return
5.46%
Std Deviation
-23.19%
Max Drawdown
52months*
Recovery Period
* in progress
Stocks/Bonds 40/60 Portfolio
1.00$
Initial Capital
December 1994
8.69$
Final Capital
November 2024
7.47%
Yearly Return
7.01%
Std Deviation
-19.17%
Max Drawdown
25months
Recovery Period
1.00$
Initial Capital
January 1871
24362.04$
Final Capital
November 2024
6.78%
Yearly Return
7.38%
Std Deviation
-43.68%
Max Drawdown
73months
Recovery Period

As of November 2024, in the previous 30 Years, the 10-year Treasury Portfolio obtained a 5.06% compound annual return, with a 6.83% standard deviation. It suffered a maximum drawdown of -23.19% which has been ongoing for 52 months and is still in progress.

As of November 2024, in the previous 30 Years, the Stocks/Bonds 40/60 Portfolio obtained a 7.47% compound annual return, with a 7.01% standard deviation. It suffered a maximum drawdown of -19.17% that required 25 months to be recovered.

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Asset Allocations and ETFs

The compared portfolios have the following asset allocations.

10-year Treasury Portfolio
Weight
(%)		 ETF
Ticker		 Name
100.00
IEF
iShares 7-10 Year Treasury Bond
Stocks/Bonds 40/60 Portfolio
Weight
(%)		 ETF
Ticker		 Name
40.00
VTI
Vanguard Total Stock Market
60.00
BND
Vanguard Total Bond Market
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Portfolio Returns as of Nov 30, 2024

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • rebalancing: at every Jan 1st.
  • dividend reinvestment, when applicable.
  • the actual US Inflation rates.
RETURN COMPARISON
Period: 1 January 1871 - 30 November 2024 (~154 years)
Swipe left to see all data
Return (%) as of Nov 30, 2024
YTD
(11M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~154Y)
//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 4.52
//www.lazyportfolioetf.com/wp-content/themes/dynamico-child/img/author/avatar_us_author.webp Stocks/Bonds 40/60
-- Market Benchmark 		12.95 3.54 9.44 17.83 6.21 6.18 7.47 6.78
Return over 1 year are annualized.
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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).

Stocks/Bonds 40/60 Portfolio: an investment of 1$, since December 1994, now would be worth 8.69$, with a total return of 769.05% (7.47% annualized).


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10-year Treasury Portfolio: an investment of 1$, since January 1871, now would be worth 908.36$, with a total return of 90736.17% (4.52% annualized).

Stocks/Bonds 40/60 Portfolio: an investment of 1$, since January 1871, now would be worth 24362.04$, with a total return of 2436103.55% (6.78% annualized).


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Portfolio Metrics as of Nov 30, 2024

The following metrics, updated as of 30 November 2024, provide an overview of performance and risk, with the best value in each row highlighted within the table.

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 1871 - 30 November 2024 (~154 years)
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10-year Treasury Stocks/Bonds 40/60
Author
ASSET ALLOCATION
Stocks 0% 40%
Fixed Income 100% 60%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 5.50 17.83
Infl. Adjusted Return (%) 2.69 14.69
DRAWDOWN
Deepest Drawdown Depth (%) -4.45 -3.23
Start to Recovery (months) 6 3
Longest Drawdown Depth (%) -4.45 -3.23
Start to Recovery (months) 6 3
Longest Negative Period (months) 6 3
RISK INDICATORS
Standard Deviation (%) 7.46 7.00
Sharpe Ratio 0.04 1.80
Sortino Ratio 0.05 2.22
Ulcer Index 2.02 1.02
Ratio: Return / Standard Deviation 0.74 2.55
Ratio: Return / Deepest Drawdown 1.23 5.52
Metrics calculated over the period 1 December 2023 - 30 November 2024
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10-year Treasury Stocks/Bonds 40/60
Author
ASSET ALLOCATION
Stocks 0% 40%
Fixed Income 100% 60%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) -1.20 6.21
Infl. Adjusted Return (%) -5.16 1.95
DRAWDOWN
Deepest Drawdown Depth (%) -23.19 -18.63
Start to Recovery (months) 52* 30
Longest Drawdown Depth (%) -23.19 -18.63
Start to Recovery (months) 52* 30
Longest Negative Period (months) 60* 38
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 7.76 10.11
Sharpe Ratio -0.45 0.39
Sortino Ratio -0.64 0.52
Ulcer Index 13.15 7.44
Ratio: Return / Standard Deviation -0.15 0.61
Ratio: Return / Deepest Drawdown -0.05 0.33
Metrics calculated over the period 1 December 2019 - 30 November 2024
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10-year Treasury Stocks/Bonds 40/60
Author
ASSET ALLOCATION
Stocks 0% 40%
Fixed Income 100% 60%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 0.88 6.18
Infl. Adjusted Return (%) -2.00 3.16
DRAWDOWN
Deepest Drawdown Depth (%) -23.19 -18.63
Start to Recovery (months) 52* 30
Longest Drawdown Depth (%) -23.19 -18.63
Start to Recovery (months) 52* 30
Longest Negative Period (months) 111 38
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 6.67 7.96
Sharpe Ratio -0.10 0.58
Sortino Ratio -0.15 0.78
Ulcer Index 9.72 5.38
Ratio: Return / Standard Deviation 0.13 0.78
Ratio: Return / Deepest Drawdown 0.04 0.33
Metrics calculated over the period 1 December 2014 - 30 November 2024
Swipe left to see all data
10-year Treasury Stocks/Bonds 40/60
Author
ASSET ALLOCATION
Stocks 0% 40%
Fixed Income 100% 60%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 5.06 7.47
Infl. Adjusted Return (%) 2.48 4.83
DRAWDOWN
Deepest Drawdown Depth (%) -23.19 -19.17
Start to Recovery (months) 52* 25
Longest Drawdown Depth (%) -23.19 -8.59
Start to Recovery (months) 52* 33
Longest Negative Period (months) 126 50
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 6.83 7.01
Sharpe Ratio 0.41 0.74
Sortino Ratio 0.58 0.97
Ulcer Index 6.16 4.20
Ratio: Return / Standard Deviation 0.74 1.07
Ratio: Return / Deepest Drawdown 0.22 0.39
Metrics calculated over the period 1 December 1994 - 30 November 2024
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10-year Treasury Stocks/Bonds 40/60
Author
ASSET ALLOCATION
Stocks 0% 40%
Fixed Income 100% 60%
Commodities 0% 0%
PERFORMANCES
Annualized Return (%) 4.52 6.78
Infl. Adjusted Return (%) 2.35 4.56
DRAWDOWN
Deepest Drawdown Depth (%) -23.19 -43.68
Start to Recovery (months) 52* 73
Longest Drawdown Depth (%) -23.19 -43.68
Start to Recovery (months) 52* 73
Longest Negative Period (months) 126 85
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
Standard Deviation (%) 5.46 7.38
Sharpe Ratio 0.10 0.38
Sortino Ratio 0.14 0.53
Ulcer Index 3.49 5.45
Ratio: Return / Standard Deviation 0.83 0.92
Ratio: Return / Deepest Drawdown 0.20 0.16
Metrics calculated over the period 1 January 1871 - 30 November 2024
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Drawdowns

A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.

DRAWDOWN COMPARISON
Period: 1 December 1994 - 30 November 2024 (30 years)
Period: 1 January 1871 - 30 November 2024 (~154 years)

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10-year Treasury Stocks/Bonds 40/60
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-23.19 52* Aug 2020
In progress
-19.17 25 Nov 2007
Nov 2009
-18.63 30 Jan 2022
Jun 2024
-9.34 23 Oct 1998
Aug 2000
-8.59 33 Sep 2000
May 2003
-8.09 4 Feb 2020
May 2020
-7.60 19 May 2013
Nov 2014
-7.18 34 Aug 2016
May 2019
-6.90 10 Feb 1996
Nov 1996
-6.65 18 Jan 2009
Jun 2010
-6.60 9 Nov 2001
Jul 2002
-6.25 5 Jul 1998
Nov 1998
-5.68 7 Jun 2003
Dec 2003
-5.36 7 Sep 2018
Mar 2019
-4.85 7 Apr 2004
Oct 2004

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10-year Treasury Stocks/Bonds 40/60
Drawdown
(%) 		Recovery
(#Months)		 From
To		 Drawdown
(%) 		Recovery
(#Months)		 From
To
-43.68 73 Sep 1929
Sep 1935
-23.19 52* Aug 2020
In progress
-21.33 53 Mar 1937
Jul 1941
-19.17 25 Nov 2007
Nov 2009
-18.63 30 Jan 2022
Jun 2024
-17.04 29 Jan 1973
May 1975
-15.76 11 Jul 1979
May 1980
-14.57 17 Jul 1980
Nov 1981
-13.08 14 Sep 1987
Oct 1988
-12.84 24 Dec 1968
Nov 1970
-11.62 22 Oct 1906
Jul 1908
-11.05 25 Feb 1893
Feb 1895
-10.88 21 Oct 1895
Jun 1897
-10.87 11 Mar 1987
Jan 1988
-10.74 25 Apr 1876
Apr 1878

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 1871 - 30 November 2024 (~154 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 Stocks/Bonds 40/60
Year Return
(%)		 Drawdown
(%)		 Return
(%)		 Drawdown
(%)
2024
 1.66 -4.45 12.95 -3.23
2023
 3.65 -8.82 13.66 -6.58
2022
 -15.19 -16.91 -15.67 -18.63
2021
 -3.33 -5.73 9.15 -2.56
2020
 10.01 -2.02 13.04 -8.09
2019
 8.03 -2.59 17.57 -1.77
2018
 0.99 -3.19 -2.15 -5.36
2017
 2.55 -1.90 10.63 0.00
2016
 1.00 -6.50 6.64 -1.57
2015
 1.51 -4.25 0.48 -3.41
2014
 9.07 -1.05 8.51 -1.20
2013
 -6.09 -7.60 12.12 -1.84
2012
 3.66 -2.67 8.47 -2.11
2011
 15.64 -1.29 5.14 -4.76
2010
 9.37 -4.30 10.69 -3.96
2009
 -6.59 -6.65 13.74 -8.68
2008
 17.91 -4.15 -10.67 -14.39
2007
 10.37 -1.85 6.30 -1.93
2006
 2.52 -2.87 8.84 -1.40
2005
 2.64 -3.19 3.96 -1.77
2004
 4.12 -4.85 7.66 -2.46
2003
 5.29 -5.68 14.68 -1.08
2002
 15.45 -4.13 -3.23 -6.97
2001
 5.40 -5.21 0.67 -5.62
2000
 17.28 -1.12 2.61 -4.51
1999
 -7.83 -8.11 9.07 -2.57
1998
 14.64 -1.61 14.45 -6.25
1997
 11.97 -2.02 18.06 -2.41
1996
 0.00 -6.90 10.53 -2.15
1995
 25.55 -1.23 25.22 0.00
1994
 -7.19 -9.56 -1.66 -5.98
1993
 12.97 -2.55 10.06 -1.23
1992
 7.23 -4.02 7.93 -1.27
1991
 18.91 -0.54 22.10 -1.98
1990
 7.70 -4.48 2.76 -5.70
1989
 17.84 -2.30 19.43 -1.12
1988
 6.90 -4.60 11.34 -1.71
1987
 -2.64 -10.87 1.97 -13.08
1986
 21.35 -3.93 14.89 -4.37
1985
 29.85 -3.33 25.86 -1.17
1984
 14.87 -7.99 9.88 -5.84
1983
 2.30 -6.29 12.20 -2.64
1982
 39.57 -2.66 26.88 -2.17
1981
 5.28 -7.42 3.99 -6.81
1980
 -1.29 -11.52 14.99 -8.39
1979
 1.83 -8.62 12.91 -6.34
1978
 -0.74 -2.31 4.07 -5.90
1977
 0.53 -3.55 -0.72 -3.59
1976
 15.29 -1.33 18.84 -1.06
1975
 5.52 -4.42 19.54 -5.93
1974
 4.05 -3.79 -7.71 -13.50
1973
 3.29 -3.40 -4.59 -5.73
1972
 2.35 -2.01 8.68 -1.10
1971
 11.24 -7.34 12.75 -5.80
1970
 18.93 -5.54 12.26 -8.78
1969
 -5.63 -7.29 -5.38 -7.12
1968
 6.26 -3.63 7.09 -3.10
1967
 -3.08 -5.97 10.63 -2.31
1966
 5.46 -3.03 -0.51 -7.40
1965
 0.72 -1.64 6.11 -1.52
1964
 3.65 -0.06 8.90 -0.46
1963
 1.64 -0.38 9.44 -1.27
1962
 5.83 -0.48 -0.42 -8.22
1961
 2.10 -1.70 11.57 -1.78
1960
 11.66 -0.41 8.19 -2.58
1959
 -1.12 -3.37 4.09 -3.21
1958
 -2.10 -5.86 16.24 -0.74
1957
 5.92 -3.36 1.17 -4.90
1956
 -2.68 -3.65 2.47 -3.96
1955
 -1.13 -2.16 9.83 -0.87
1954
 3.13 -0.84 21.93 -1.61
1953
 2.19 -3.70 2.45 -4.06
1952
 1.89 -1.78 6.80 -2.08
1951
 -0.56 -2.77 8.33 -2.81
1950
 -1.39 -1.65 12.06 -2.45
1949
 4.92 -0.12 10.62 -1.47
1948
 2.72 -0.72 2.50 -4.32
1947
 -1.38 -2.99 1.27 -2.13
1946
 0.36 -1.88 -2.08 -9.26
1945
 5.77 -0.94 18.36 -1.37
1944
 2.27 0.00 9.86 -0.57
1943
 1.98 -0.10 12.64 -3.58
1942
 1.78 -0.45 7.47 -5.00
1941
 2.73 -1.73 -2.69 -6.19
1940
 6.10 -1.80 -0.28 -10.39
1939
 4.02 -4.74 2.79 -5.09
1938
 4.38 -0.49 13.98 -10.41
1937
 1.27 -2.41 -12.81 -15.42
1936
 5.37 -0.04 16.17 -2.94
1935
 4.30 -1.07 20.86 -2.56
1934
 7.94 -1.90 5.30 -5.32
1933
 1.81 -2.00 24.67 -9.11
1932
 8.90 -2.36 3.90 -15.57
1931
 -2.56 -4.95 -18.89 -24.29
1930
 4.57 -0.39 -6.69 -13.91
1929
 4.44 -1.50 -1.97 -13.91
1928
 0.97 -1.23 14.91 -1.98
1927
 6.82 0.00 16.51 -1.80
1926
 5.82 0.00 7.41 -3.13
1925
 5.31 -0.17 12.21 -2.63
1924
 7.49 -0.16 15.54 -0.89
1923
 4.19 -0.04 4.38 -4.74
1922
 5.64 -0.73 14.92 -1.92
1921
 13.13 0.00 11.92 -3.20
1920
 1.43 -3.24 -5.48 -5.80
1919
 2.57 -0.68 9.18 -3.41
1918
 4.60 -1.27 10.02 -1.24
1917
 -2.28 -4.06 -8.47 -8.47
1916
 3.78 -0.86 5.41 -1.10
1915
 4.51 -0.88 16.21 -0.82
1914
 1.79 -0.80 1.71 -6.40
1913
 1.68 -2.83 0.41 -2.35
1912
 4.01 -0.15 3.79 -1.64
1911
 1.86 -1.26 3.85 -3.88
1910
 2.84 -0.36 1.13 -3.45
1909
 -0.85 -2.48 7.30 -0.82
1908
 5.53 -0.75 22.62 -0.76
1907
 -6.38 -7.33 -9.88 -10.61
1906
 3.21 -1.01 0.68 -4.20
1905
 2.69 -2.49 8.89 -2.45
1904
 0.53 -0.68 16.35 -1.04
1903
 2.04 -1.21 -5.56 -9.38
1902
 -0.08 -4.81 3.88 -3.25
1901
 4.10 -0.79 8.86 -3.45
1900
 6.14 -1.37 10.62 -1.73
1899
 7.64 -0.37 1.22 -3.83
1898
 2.65 -6.31 14.49 -5.07
1897
 11.31 -0.69 11.63 -1.44
1896
 2.95 -4.43 3.73 -6.81
1895
 7.80 -4.07 2.01 -5.62
1894
 4.33 -0.91 5.09 -1.63
1893
 3.79 -2.27 -4.70 -11.05
1892
 0.66 -1.54 3.70 -1.24
1891
 -0.82 -3.77 10.78 -2.88
1890
 -0.41 -2.94 -1.74 -5.18
1889
 2.36 -0.75 4.31 -1.08
1888
 5.24 -1.11 4.61 -1.96
1887
 0.62 -2.47 0.60 -4.61
1886
 7.20 -0.14 5.22 -2.17
1885
 4.15 -0.70 15.19 -0.95
1884
 2.46 -2.98 -2.59 -7.14
1883
 6.44 -0.71 0.38 -2.52
1882
 5.46 -0.63 3.29 -2.59
1881
 8.87 -1.40 2.17 -4.53
1880
 12.45 -0.82 13.77 -3.35
1879
 7.32 -0.63 21.48 -0.68
1878
 2.37 -1.30 10.38 -0.17
1877
 -2.01 -3.27 1.75 -6.47
1876
 -2.30 -4.98 -1.36 -5.59
1875
 4.92 -3.56 6.03 -1.68
1874
 6.58 -3.03 10.10 -1.40
1873
 5.59 -5.41 1.53 -9.21
1872
 6.04 -2.60 5.54 -3.01
1871
 10.11 -1.22 7.90 -2.38
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Mastering ETF Investing
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with Lazy Portfolios and Passive Investing
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English book
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