Bond Index Returns
This chart shows bond index returns from 1972-2007. This is the data that is used in the allocation backtesting program, sample portfolios, standard deviation, correlation charts, and all other return based statistic on www.assetplay.net. The indices these bond index returns originate from can be found on our data source page.
Chart Key- LTGB - Long Term Goverment Bonds
- 5YT - 5 Year T-Bills
- TBM - Total Bond Market
- MM - Money Market
- TIPS - Synthetic TIPS
- STT - Short Term Treasuries
| Year | LTGB | 5YT | TBM | MM | TIPS | STT |
|---|---|---|---|---|---|---|
| 2008 | 22.52% | 13.32% | 5.05% | 1.97% | -2.85% | 6.68% |
| 2007 | 9.24% | 9.98% | 6.92% | 4.65% | 11.59% | 5.86% |
| 2006 | 1.74% | 3.14% | 4.27% | 4.55% | 0.43% | 3.77% |
| 2005 | 6.61% | 2.32% | 2.4% | 2.77% | 2.59% | 1.77% |
| 2004 | 7.12% | 3.4% | 4.24% | 1.0% | 8.27% | 1.03% |
| 2003 | 2.68% | 2.37% | 3.97% | 0.82% | 8.0% | 2.38% |
| 2002 | 16.67% | 14.15% | 8.26% | 1.51% | 16.61% | 8.02% |
| 2001 | 4.31% | 7.55% | 8.43% | 3.99% | 7.61% | 7.8% |
| 2000 | 19.72% | 14.03% | 11.39% | 5.8% | 4.8% | 8.83% |
| 1999 | -8.66% | -3.52% | -0.76% | 4.55% | 7.9% | 1.85% |
| 1998 | 13.05% | 10.61% | 8.58% | 5.0% | 2.8% | 7.36% |
| 1997 | 13.9% | 8.96% | 9.44% | 5.12% | 8.0% | 6.39% |
| 1996 | -1.25% | 1.92% | 3.58% | 5.09% | 4.1% | 4.39% |
| 1995 | 30.11% | 20.44% | 18.18% | 5.49% | 0.8% | 12.11% |
| 1994 | -7.03% | -4.33% | -2.66% | 3.81% | 3.2% | -0.58% |
| 1993 | 16.79% | 11.43% | 9.68% | 2.86% | 15.7% | 6.41% |
| 1992 | 7.4% | 7.78% | 7.14% | 3.53% | 7.5% | 6.75% |
| 1991 | 17.43% | 15.3% | 15.25% | 5.73% | 15.9% | 10.7% |
| 1990 | 5.78% | 9.7% | 8.65% | 7.94% | 6.2% | 8.9% |
| 1989 | 17.93% | 13.3% | 13.64% | 8.87% | 6.1% | 8.7% |
| 1988 | 9.15% | 6.1% | 7.35% | 7.18% | 18.9% | 5.9% |
| 1987 | -2.93% | 2.9% | 1.14% | 6.12% | 8.4% | 6.0% |
| 1986 | 24.5% | 15.1% | 13.1% | 6.0% | 22.2% | 11.9% |
| 1985 | 31.0% | 20.3% | 18.0% | 7.37% | 8.9% | 13.2% |
| 1984 | 15.5% | 14.0% | 14.3% | 9.8% | 15.8% | 12.8% |
| 1983 | 0.7% | 7.4% | 8.2% | 8.8% | 17.1% | 8.6% |
| 1982 | 40.4% | 29.1% | 25.4% | 10.5% | -7.6% | 19.5% |
| 1981 | 1.9% | 9.4% | 10.8% | 14.7% | 6.0% | 18.9% |
| 1980 | -4.0% | 3.9% | 6.6% | 11.3% | 15.4% | 14.1% |
| 1979 | -1.2% | 4.1% | 6.6% | 10.4% | 10.0% | 10.4% |
| 1978 | -1.2% | 3.5% | 2.2% | 7.2% | 9.9% | 5.5% |
| 1977 | -0.7% | 1.4% | 3.0% | 5.1% | 8.0% | 3.7% |
| 1976 | 16.8% | 12.9% | 11.7% | 5.1% | -0.1% | 8.9% |
| 1975 | 9.2% | 7.8% | 8.3% | 5.8% | 16.4% | 7.9% |
| 1974 | 4.4% | 5.7% | 7.0% | 8.0% | 5.2% | 9.1% |
| 1973 | -1.1% | 4.6% | 3.4% | 6.9% | -3.8% | 6.1% |
| 1972 | 5.7% | 5.2% | 5.7% | 3.8% | -2.4% | 3.9% |