| Year | Real Cumulative Growth | Est. Return (SD 0) | Est. Return (+1σ) | Est. Return (+2σ) | Est. Return (+3σ) | Est. Return (−1σ) | Est. Return (−2σ) | Est. Return (−3σ) | Diff. to Mean |
|---|---|---|---|---|---|---|---|---|---|
| 1970 | 106.19% | 79.06% | 89.28% | 100.82% | 113.85% | 70.01% | 62.00% | 54.90% | -25.55% |
| 1971 | 116.40% | 82.43% | 93.08% | 105.12% | 118.70% | 72.99% | 64.64% | 57.24% | -29.18% |
| 1972 | 118.97% | 85.94% | 97.05% | 109.60% | 123.76% | 76.10% | 67.39% | 59.68% | -27.76% |
| 1973 | 108.24% | 89.61% | 101.19% | 114.27% | 129.04% | 79.35% | 70.27% | 62.22% | -17.21% |
| 1974 | 100.59% | 93.43% | 105.50% | 119.14% | 134.54% | 82.73% | 73.26% | 64.88% | -7.12% |
| 1975 | 102.71% | 97.41% | 110.00% | 124.22% | 140.27% | 86.26% | 76.38% | 67.64% | -5.17% |
| 1976 | 114.41% | 101.56% | 114.69% | 129.51% | 146.25% | 89.93% | 79.64% | 70.52% | -11.23% |
| 1977 | 106.47% | 105.89% | 119.58% | 135.03% | 152.49% | 93.77% | 83.03% | 73.53% | -0.55% |
| 1978 | 96.49% | 110.40% | 124.67% | 140.79% | 158.99% | 97.76% | 86.57% | 76.66% | 14.42% |
| 1979 | 84.15% | 115.11% | 129.99% | 146.79% | 165.76% | 101.93% | 90.26% | 79.93% | 36.79% |
| 1980 | 71.80% | 120.01% | 135.53% | 153.05% | 172.83% | 106.28% | 94.11% | 83.34% | 67.16% |
| 1981 | 67.17% | 125.13% | 141.31% | 159.57% | 180.20% | 110.81% | 98.12% | 86.89% | 86.29% |
| 1982 | 90.83% | 130.46% | 147.33% | 166.37% | 187.88% | 115.53% | 102.31% | 90.60% | 43.64% |
| 1983 | 88.12% | 136.03% | 153.61% | 173.46% | 195.89% | 120.45% | 106.67% | 94.46% | 54.36% |
| 1984 | 97.91% | 141.82% | 160.16% | 180.86% | 204.24% | 125.59% | 111.21% | 98.48% | 44.85% |
| 1985 | 123.57% | 147.87% | 166.98% | 188.57% | 212.94% | 130.94% | 115.95% | 102.68% | 19.66% |
| 1986 | 152.17% | 154.17% | 174.10% | 196.61% | 222.02% | 136.52% | 120.90% | 107.06% | 1.31% |
| 1987 | 141.45% | 160.74% | 181.52% | 204.99% | 231.48% | 142.34% | 126.05% | 111.62% | 13.64% |
| 1988 | 147.85% | 167.60% | 189.26% | 213.72% | 241.35% | 148.41% | 131.42% | 116.38% | 13.35% |
| 1989 | 166.62% | 174.74% | 197.33% | 222.83% | 251.64% | 154.74% | 137.02% | 121.34% | 4.87% |
| 1990 | 166.10% | 182.19% | 205.74% | 232.33% | 262.36% | 161.33% | 142.87% | 126.51% | 9.69% |
| 1991 | 189.26% | 189.95% | 214.51% | 242.23% | 273.55% | 168.21% | 148.96% | 131.90% | 0.37% |
| 1992 | 197.54% | 198.05% | 223.65% | 252.56% | 285.21% | 175.38% | 155.30% | 137.53% | 0.26% |
| 1993 | 224.53% | 206.49% | 233.18% | 263.33% | 297.36% | 182.86% | 161.92% | 143.39% | -8.03% |
| 1994 | 203.29% | 215.29% | 243.12% | 274.55% | 310.04% | 190.65% | 168.83% | 149.50% | 5.90% |
| 1995 | 257.95% | 224.47% | 253.49% | 286.25% | 323.25% | 198.78% | 176.02% | 155.87% | -12.98% |
| 1996 | 246.54% | 234.04% | 264.29% | 298.45% | 337.03% | 207.25% | 183.53% | 162.52% | -5.07% |
| 1997 | 276.12% | 244.01% | 275.56% | 311.18% | 351.40% | 216.08% | 191.35% | 169.45% | -11.63% |
| 1998 | 307.20% | 254.42% | 287.30% | 324.44% | 366.38% | 225.29% | 199.51% | 176.67% | -17.18% |
| 1999 | 273.28% | 265.26% | 299.55% | 338.27% | 382.00% | 234.90% | 208.01% | 184.20% | -2.93% |
| 2000 | 316.44% | 276.57% | 312.32% | 352.69% | 398.28% | 244.91% | 216.88% | 192.05% | -12.60% |
| 2001 | 325.04% | 288.36% | 325.63% | 367.72% | 415.25% | 255.35% | 226.12% | 200.24% | -11.29% |
| 2002 | 369.93% | 300.65% | 339.51% | 383.40% | 432.96% | 266.23% | 235.76% | 208.77% | -18.73% |
| 2003 | 373.31% | 313.46% | 353.98% | 399.74% | 451.41% | 277.58% | 245.81% | 217.67% | -16.03% |
| 2004 | 387.73% | 326.82% | 369.07% | 416.78% | 470.65% | 289.41% | 256.29% | 226.95% | -15.71% |
| 2005 | 400.26% | 340.76% | 384.80% | 434.54% | 490.71% | 301.75% | 267.21% | 236.62% | -14.87% |
| 2006 | 397.80% | 355.28% | 401.20% | 453.07% | 511.63% | 314.61% | 278.60% | 246.71% | -10.69% |
| 2007 | 418.17% | 370.42% | 418.31% | 472.38% | 533.44% | 328.02% | 290.47% | 257.23% | -11.42% |
| 2008 | 512.59% | 386.21% | 436.14% | 492.51% | 556.18% | 342.00% | 302.86% | 268.19% | -24.65% |
| 2009 | 439.43% | 402.68% | 454.73% | 513.51% | 579.88% | 356.58% | 315.77% | 279.62% | -8.36% |
| 2010 | 472.12% | 419.84% | 474.11% | 535.39% | 604.60% | 371.78% | 329.23% | 291.54% | -11.07% |
| 2011 | 593.36% | 437.74% | 494.32% | 558.22% | 630.37% | 387.63% | 343.26% | 303.97% | -26.23% |
| 2012 | 603.98% | 456.39% | 515.39% | 582.01% | 657.24% | 404.15% | 357.89% | 316.92% | -24.43% |
| 2013 | 518.05% | 475.85% | 537.36% | 606.82% | 685.26% | 421.38% | 373.15% | 330.43% | -8.15% |
| 2014 | 644.74% | 496.13% | 560.26% | 632.68% | 714.47% | 439.34% | 389.05% | 344.52% | -23.05% |
| 2015 | 630.85% | 517.28% | 584.14% | 659.65% | 744.92% | 458.07% | 405.63% | 359.20% | -18.00% |
| 2016 | 626.03% | 539.33% | 609.04% | 687.77% | 776.67% | 477.59% | 422.93% | 374.51% | -13.85% |
| 2017 | 666.37% | 562.32% | 635.01% | 717.09% | 809.78% | 497.95% | 440.95% | 390.48% | -15.61% |
| 2018 | 642.04% | 586.29% | 662.07% | 747.65% | 844.30% | 519.18% | 459.75% | 407.12% | -8.68% |
| 2019 | 717.05% | 611.28% | 690.29% | 779.52% | 880.29% | 541.31% | 479.35% | 424.48% | -14.75% |
| 2020 | 837.59% | 637.33% | 719.72% | 812.75% | 917.81% | 564.38% | 499.78% | 442.57% | -23.91% |
| 2021 | 746.28% | 664.50% | 750.40% | 847.39% | 956.93% | 588.44% | 521.08% | 461.43% | -10.96% |
| 2022 | 494.18% | 692.83% | 782.38% | 883.52% | 997.72% | 613.52% | 543.29% | 481.10% | 40.20% |
| 2023 | 494.46% | 722.36% | 815.73% | 921.18% | 1,040.25% | 639.67% | 566.45% | 501.61% | 46.09% |
| 2024 | 450.20% | 753.15% | 850.50% | 960.44% | 1,084.59% | 666.94% | 590.60% | 522.99% | 67.29% |
| 2025 | 463.09% | 785.25% | 886.76% | 1,001.38% | 1,130.82% | 695.37% | 615.77% | 545.28% | 69.57% |
| 2026 | 430.99% | 818.72% | 924.55% | 1,044.06% | 1,179.02% | 725.01% | 642.02% | 568.53% | 89.96% |
| 2027 | 853.62% | 963.96% | 1,088.57% | 1,229.28% | 755.91% | 669.38% | 592.76% | 98.06% | |
| 2028 | 890.01% | 1,005.05% | 1,134.97% | 1,281.68% | 788.13% | 697.92% | 618.03% | 43.70% | |
| 2029 | 927.94% | 1,047.89% | 1,183.35% | 1,336.31% | 821.73% | 727.67% | 644.37% | 29.13% | |
| 2030 | 967.50% | 1,092.56% | 1,233.79% | 1,393.27% | 856.75% | 758.68% | 671.84% | 22.40% | |
| 2031 | 1,008.74% | 1,139.13% | 1,286.38% | 1,452.66% | 893.27% | 791.02% | 700.48% | 18.54% | |
| 2032 | 1,051.74% | 1,187.69% | 1,341.21% | 1,514.58% | 931.35% | 824.74% | 730.33% | 16.03% | |
| 2033 | 1,096.57% | 1,238.31% | 1,398.38% | 1,579.14% | 971.05% | 859.89% | 761.46% | 14.27% | |
| 2034 | 1,143.31% | 1,291.10% | 1,457.99% | 1,646.45% | 1,012.44% | 896.55% | 793.92% | 12.97% | |
| 2035 | 1,192.04% | 1,346.13% | 1,520.13% | 1,716.63% | 1,055.59% | 934.76% | 827.76% | 11.97% | |
| 2036 | 1,242.85% | 1,403.51% | 1,584.93% | 1,789.80% | 1,100.59% | 974.61% | 863.05% | 11.17% | |
| 2037 | 1,295.83% | 1,463.33% | 1,652.49% | 1,866.10% | 1,147.50% | 1,016.15% | 899.84% | 10.53% | |
| 2038 | 1,351.07% | 1,525.71% | 1,722.93% | 1,945.64% | 1,196.41% | 1,059.46% | 938.19% | 9.99% | |
| 2039 | 1,408.66% | 1,590.74% | 1,796.37% | 2,028.57% | 1,247.41% | 1,104.62% | 978.18% | 9.54% | |
| 2040 | 1,468.70% | 1,658.55% | 1,872.94% | 2,115.04% | 1,300.58% | 1,151.71% | 1,019.88% | 9.15% | |
| 2041 | 1,531.30% | 1,729.25% | 1,952.77% | 2,205.20% | 1,356.02% | 1,200.80% | 1,063.35% | 8.82% | |
| 2042 | 1,596.58% | 1,802.96% | 2,036.01% | 2,299.19% | 1,413.82% | 1,251.99% | 1,108.68% | 8.53% | |
| 2043 | 1,664.63% | 1,879.81% | 2,122.80% | 2,397.20% | 1,474.09% | 1,305.35% | 1,155.93% | 8.27% | |
| 2044 | 1,735.59% | 1,959.94% | 2,213.28% | 2,499.38% | 1,536.92% | 1,360.99% | 1,205.21% | 8.05% | |
| 2045 | 1,809.57% | 2,043.48% | 2,307.62% | 2,605.92% | 1,602.43% | 1,419.01% | 1,256.58% | 7.84% | |
| 2046 | 1,886.70% | 2,130.58% | 2,405.99% | 2,716.99% | 1,670.74% | 1,479.49% | 1,310.14% | 7.66% | |
| 2047 | 1,967.12% | 2,221.40% | 2,508.54% | 2,832.81% | 1,741.95% | 1,542.56% | 1,365.99% | 7.50% | |
| 2048 | 2,050.97% | 2,316.09% | 2,615.47% | 2,953.56% | 1,816.20% | 1,608.31% | 1,424.21% | 7.35% | |
| 2049 | 2,138.40% | 2,414.81% | 2,726.96% | 3,079.45% | 1,893.62% | 1,676.86% | 1,484.92% | 7.21% | |
| 2050 | 2,229.55% | 2,517.74% | 2,843.20% | 3,210.72% | 1,974.34% | 1,748.34% | 1,548.21% | 7.09% | |
| 2051 | 2,324.58% | 2,625.06% | 2,964.39% | 3,347.57% | 2,058.49% | 1,822.86% | 1,614.21% | 6.97% | |
| 2052 | 2,423.67% | 2,736.96% | 3,090.75% | 3,490.27% | 2,146.24% | 1,900.57% | 1,683.01% | 6.87% | |
| 2053 | 2,526.98% | 2,853.62% | 3,222.49% | 3,639.04% | 2,237.72% | 1,981.58% | 1,754.75% | 6.77% | |
| 2054 | 2,634.69% | 2,975.26% | 3,359.85% | 3,794.16% | 2,333.11% | 2,066.04% | 1,829.55% | 6.68% | |
| 2055 | 2,747.00% | 3,102.08% | 3,503.07% | 3,955.88% | 2,432.56% | 2,154.11% | 1,907.54% | 6.60% | |
| 2056 | 2,864.09% | 3,234.31% | 3,652.39% | 4,124.50% | 2,536.24% | 2,245.93% | 1,988.84% | 6.52% |
| Year | Nominal Drawdown | Real Drawdown |
|---|---|---|
| 1970 | -0.00% | -0.00% |
| 1971 | -0.00% | -0.00% |
| 1972 | -0.00% | -0.00% |
| 1973 | -1.10% | -9.02% |
| 1974 | -0.00% | -15.45% |
| 1975 | -0.00% | -13.67% |
| 1976 | -0.00% | -3.84% |
| 1977 | -0.70% | -10.51% |
| 1978 | -1.89% | -18.90% |
| 1979 | -3.07% | -29.27% |
| 1980 | -6.95% | -39.65% |
| 1981 | -5.18% | -43.54% |
| 1982 | -0.00% | -23.66% |
| 1983 | -0.00% | -25.93% |
| 1984 | -0.00% | -17.70% |
| 1985 | -0.00% | -0.00% |
| 1986 | -0.00% | -0.00% |
| 1987 | -2.93% | -7.05% |
| 1988 | -0.00% | -2.84% |
| 1989 | -0.00% | -0.00% |
| 1990 | -0.00% | -0.31% |
| 1991 | -0.00% | -0.00% |
| 1992 | -0.00% | -0.00% |
| 1993 | -0.00% | -0.00% |
| 1994 | -7.04% | -9.46% |
| 1995 | -0.00% | -0.00% |
| 1996 | -1.25% | -4.42% |
| 1997 | -0.00% | -0.00% |
| 1998 | -0.00% | -0.00% |
| 1999 | -8.66% | -11.04% |
| 2000 | -0.00% | -0.00% |
| 2001 | -0.00% | -0.00% |
| 2002 | -0.00% | -0.00% |
| 2003 | -0.00% | -0.00% |
| 2004 | -0.00% | -0.00% |
| 2005 | -0.00% | -0.00% |
| 2006 | -0.00% | -0.61% |
| 2007 | -0.00% | -0.00% |
| 2008 | -0.00% | -0.00% |
| 2009 | -11.94% | -14.27% |
| 2010 | -3.97% | -7.89% |
| 2011 | -0.00% | -0.00% |
| 2012 | -0.00% | -0.00% |
| 2013 | -12.94% | -14.23% |
| 2014 | -0.00% | -0.00% |
| 2015 | -1.44% | -2.15% |
| 2016 | -0.17% | -2.90% |
| 2017 | -0.00% | -0.00% |
| 2018 | -1.81% | -3.65% |
| 2019 | -0.00% | -0.00% |
| 2020 | -0.00% | -0.00% |
| 2021 | -4.63% | -10.90% |
| 2022 | -32.77% | -41.00% |
| 2023 | -30.48% | -40.97% |
| 2024 | -34.87% | -46.25% |
| 2025 | -31.20% | -44.71% |
| 2026 | -34.05% | -48.54% |
| Year | Annualized Real Return | MWR 20yr | P-MWR 20yr |
|---|---|---|---|
| 1970 | 2.59% | 5.11% | 2.04% |
| 1971 | 2.26% | 4.92% | 1.77% |
| 1972 | 2.46% | 4.57% | 1.76% |
| 1973 | 2.57% | 4.55% | 1.81% |
| 1974 | 3.72% | 5.09% | 2.64% |
| 1975 | 3.58% | 5.62% | 2.84% |
| 1976 | 4.71% | 5.67% | 3.41% |
| 1977 | 3.91% | 5.27% | 2.82% |
| 1978 | 4.88% | 5.83% | 3.58% |
| 1979 | 5.96% | 6.67% | 4.57% |
| 1980 | 6.07% | 8.01% | 5.54% |
| 1981 | 7.70% | 9.94% | 7.69% |
| 1982 | 8.20% | 11.51% | 9.13% |
| 1983 | 7.27% | 9.37% | 7.07% |
| 1984 | 7.49% | 10.39% | 7.94% |
| 1985 | 7.12% | 10.16% | 7.59% |
| 1986 | 6.05% | 8.71% | 6.02% |
| 1987 | 4.92% | 7.53% | 4.65% |
| 1988 | 5.57% | 8.49% | 5.62% |
| 1989 | 6.41% | 8.61% | 6.12% |
| 1990 | 4.97% | 8.14% | 5.05% |
| 1991 | 5.36% | 8.60% | 5.57% |
| 1992 | 5.88% | 7.99% | 5.44% |
| 1993 | 5.75% | 8.10% | 5.45% |
| 1994 | 4.27% | 7.53% | 4.27% |
| 1995 | 5.94% | 8.69% | 5.95% |
| 1996 | 4.57% | 7.28% | 4.30% |
| 1997 | 4.77% | 7.96% | 4.83% |
| 1998 | 4.50% | 7.47% | 4.37% |
| 1999 | 3.75% | 7.02% | 3.66% |
| 2000 | 4.94% | 8.19% | 5.07% |
| 2001 | 4.99% | 7.45% | 4.64% |
| 2002 | 4.24% | 7.61% | 4.29% |
| 2003 | 1.46% | 6.98% | 1.76% |
| 2004 | 1.42% | 7.05% | 1.73% |
| 2005 | 0.75% | 6.90% | 0.96% |
| 2006 | 0.73% | 6.75% | 0.92% |
| 2007 | 0.40% | 6.86% | 0.53% |
| Year | Annualized Real Return | SWR 30yr | P-SWR 30yr |
|---|---|---|---|
| 1970 | 3.41% | 4.13% | 2.62% |
| 1971 | 3.71% | 3.99% | 2.65% |
| 1972 | 3.48% | 3.74% | 2.40% |
| 1973 | 3.85% | 3.75% | 2.55% |
| 1974 | 4.21% | 4.23% | 3.00% |
| 1975 | 4.60% | 4.69% | 3.48% |
| 1976 | 4.64% | 4.76% | 3.54% |
| 1977 | 4.24% | 4.43% | 3.16% |
| 1978 | 4.67% | 4.92% | 3.67% |
| 1979 | 5.72% | 5.63% | 4.57% |
| 1980 | 5.66% | 6.77% | 5.47% |
| 1981 | 6.48% | 8.39% | 7.12% |
| 1982 | 7.53% | 9.66% | 8.57% |
| 1983 | 6.52% | 7.81% | 6.64% |
| 1984 | 6.08% | 8.63% | 7.16% |
| 1985 | 6.48% | 8.36% | 7.09% |
| 1986 | 5.58% | 7.13% | 5.73% |
| 1987 | 4.83% | 6.14% | 4.65% |
| 1988 | 5.30% | 6.93% | 5.46% |
| 1989 | 5.02% | 7.01% | 5.40% |
| 1990 | 4.99% | 6.58% | 5.05% |
| 1991 | 5.54% | 6.95% | 5.57% |
| 1992 | 4.68% | 6.46% | 4.82% |
| 1993 | 3.10% | 6.50% | 3.90% |
| 1994 | 2.67% | 5.95% | 3.25% |
| 1995 | 2.69% | 6.80% | 3.73% |
| 1996 | 1.97% | 5.56% | 2.46% |
| 1997 | 1.88% | 5.97% | 2.55% |
| Year | VUSUX |
|---|---|
| 1970 | 100.00% |
| 1971 | 100.00% |
| 1972 | 100.00% |
| 1973 | 100.00% |
| 1974 | 100.00% |
| 1975 | 100.00% |
| 1976 | 100.00% |
| 1977 | 100.00% |
| 1978 | 100.00% |
| 1979 | 100.00% |
| 1980 | 100.00% |
| 1981 | 100.00% |
| 1982 | 100.00% |
| 1983 | 100.00% |
| 1984 | 100.00% |
| 1985 | 100.00% |
| 1986 | 100.00% |
| 1987 | 100.00% |
| 1988 | 100.00% |
| 1989 | 100.00% |
| 1990 | 100.00% |
| 1991 | 100.00% |
| 1992 | 100.00% |
| 1993 | 100.00% |
| 1994 | 100.00% |
| 1995 | 100.00% |
| 1996 | 100.00% |
| 1997 | 100.00% |
| 1998 | 100.00% |
| 1999 | 100.00% |
| 2000 | 100.00% |
| 2001 | 100.00% |
| 2002 | 100.00% |
| 2003 | 100.00% |
| 2004 | 100.00% |
| 2005 | 100.00% |
| 2006 | 100.00% |
| 2007 | 100.00% |
| 2008 | 100.00% |
| 2009 | 100.00% |
| 2010 | 100.00% |
| 2011 | 100.00% |
| 2012 | 100.00% |
| 2013 | 100.00% |
| 2014 | 100.00% |
| 2015 | 100.00% |
| 2016 | 100.00% |
| 2017 | 100.00% |
| 2018 | 100.00% |
| 2019 | 100.00% |
| 2020 | 100.00% |
| 2021 | 100.00% |
| 2022 | 100.00% |
| 2023 | 100.00% |
| 2024 | 100.00% |
| 2025 | 100.00% |
| 2026 | 100.00% |
Name:Long term Treasuries
| Ticker | Weight | |
|---|---|---|
| VUSUX | 100.00% | |
| Total Weight | 100% |
100%
Total
VUSUXVanguard Long-Term Treasury Fund Admiral Shares100.00%
| Metric | Nominal | Real |
|---|---|---|
| Annual Return | 6.60% | 2.60% |
| StdDev | 12.36% | 12.93% |
Skewness | 0.0135 | 0.0115 |
Kurtosis | 0.8836 | 0.3817 |
| Sharpe Ratio | 0.2286 | |
| Estimated Return | 4.26% | |
| Max Draw Down | -34.87% | -48.54% |
+1StdDev
+2StdDev
+3StdDev
-1StdDev
-2StdDev
-3StdDev
Estimated Mean
Diff to Mean
Real Cumulative Growth
VUSUX
Nominal
Real
Rolling 20 year real return
Max Withdrawal Rate 20
Permanent Max Withdrawal Rate 20
Rolling 30 year real return
Max Withdrawal Rate 30
Permanent Max Withdrawal Rate 30