IT Treasuries and TBM in downturns

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HappyJack
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Joined: Thu Jan 10, 2019 7:45 am

IT Treasuries and TBM in downturns

Post by HappyJack » Thu Mar 14, 2019 9:44 am

Does anyone have information on how intermediate term treasury and TBM funds did during some of the more dramatic market downturns in the past. Thanks.

rich126
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Joined: Thu Mar 01, 2018 4:56 pm

Re: IT Treasuries and TBM in downturns

Post by rich126 » Thu Mar 14, 2019 10:14 am

Shows 3 month T bill, 10 yr treasury and SP500 returns on a yearly basis.

http://pages.stern.nyu.edu/~adamodar/Ne ... retSP.html

You can probably download inflation and other information from other sites and build your own spreadsheet.

MotoTrojan
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Re: IT Treasuries and TBM in downturns

Post by MotoTrojan » Thu Mar 14, 2019 1:37 pm

Portfoliovisualizer.com

In the past, LT has been best.

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oldcomputerguy
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Re: IT Treasuries and TBM in downturns

Post by oldcomputerguy » Thu Mar 14, 2019 2:00 pm

According to Portfolio Visualizer, over the last thirty years, total bond had lower volatility and higher Sharpe ratio, indicating better risk-adjusted return. There was a brief period just after the sub-prime mortgage crisis hit where intermediate-term Treasuries had better price performance, but since then the two have pretty much converged.
"I’ve come around to this: If you’re dumb, surround yourself with smart people; and if you’re smart, surround yourself with smart people who disagree with you." (Aaron Sorkin)

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