The Gold Portfolio is exposed for 0% on the Stock Market.
In the last 10 years, it obtained a 3.86% compound annual return, with a 16.58% standard deviation (*).
(*) Last Update: June 2019
The Gold Portfolio has the following asset allocation:
The Gold Portfolio can be replicated with the following ETFs:
| Weight | ETF: Ticker - Name | Investment Themes | |
|---|---|---|---|
| 100.00 % | GLD - SPDR Gold Trust |
Commodity, Gold |
Capital growth, returns, stats are calculated assuming a rebalancing of the portfolio at the beginning of each year (i.e. at each January 1st).
Last Update: June 2019.
Capital Growth and Historical Returns
An investment of 1000$, since January 2005, now would be worth 3041.10$, with a total return of 204.11% (7.97% annualized).
| Range | Returns Jun 2019 |
Standard Deviation * |
Max Drawdown |
Months Pos - Neg |
|---|---|---|---|---|
|
1M
|
+8.00%
|
0.00%
|
1 - 0 | |
|
YTD
|
+9.86%
|
-2.85%
Feb 2019 - Apr 2019
|
3 - 3 | |
|
1Y
|
+12.26%
|
10.28%
|
-4.96%
Jul 2018 - Sep 2018
|
6 - 6 |
|
3Y
|
+1.74%
annualized
|
10.51%
|
-15.02%
Aug 2016 - Dec 2016
|
17 - 19 |
|
5Y
|
+0.79%
annualized
|
13.54%
|
-20.76%
Jul 2014 - Dec 2015
|
27 - 33 |
|
10Y
|
+3.86%
annualized
|
16.58%
|
-42.90%
Sep 2011 - Dec 2015
|
60 - 60 |
|
MAX
Dec 2004
|
+7.97%
annualized
|
17.50%
|
-42.90%
Sep 2011 - Dec 2015
|
91 - 83 |
* Annualized St.Dev. of monthly returns
Drawdowns
Rolling Returns
Gold Portfolio: annualized rolling and average returns
| Return (*) | |||
|---|---|---|---|
| Rolling Period | Average | Best | Worst |
| 1 Year |
+9.16% |
+54.21% Jun 2005 - May 2006 |
-28.33% Jan 2013 - Dec 2013 |
| 2 Years |
+7.99% |
+37.94% Sep 2009 - Aug 2011 |
-17.83% Dec 2012 - Nov 2014 |
| 3 Years |
+7.55% |
+32.87% Nov 2008 - Oct 2011 |
-15.01% Dec 2012 - Nov 2015 |
| 5 Years |
+6.42% |
+23.37% Nov 2005 - Oct 2010 |
-8.06% Dec 2011 - Nov 2016 |
| 7 Years |
+5.73% |
+21.95% Feb 2005 - Jan 2012 |
-6.20% Sep 2011 - Aug 2018 |
| 10 Years |
+6.06% |
+11.33% Feb 2005 - Jan 2015 |
+2.52% Jun 2009 - May 2019 |
* Annualized rolling and average returns over full calendar month periods
Yearly Returns - Monthly Returns Heatmap
| Months | |||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Year | Return | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| 2019 |
+9.86% | 2.9 | -0.6 | -1.6 | -0.7 | 1.8 | 8.0 | ||||||
| 2018 |
-1.94% | 3.2 | -2.1 | 0.6 | -1.0 | -1.2 | -3.6 | -2.2 | -2.1 | -0.7 | 2.1 | 0.3 | 4.9 |
| 2017 |
+12.81% | 5.4 | 3.2 | -0.4 | 1.7 | -0.1 | -2.2 | 2.3 | 4.2 | -3.4 | -0.8 | 0.4 | 2.1 |
| 2016 |
+8.03% | 5.4 | 10.9 | -0.8 | 5.1 | -6.1 | 9.0 | 2.0 | -3.3 | 0.7 | -2.9 | -8.4 | -1.9 |
| 2015 |
-10.67% | 8.7 | -5.9 | -2.2 | -0.2 | 0.6 | -1.5 | -6.6 | 3.7 | -1.8 | 2.3 | -6.8 | -0.5 |
| 2014 |
-2.19% | 3.4 | 6.3 | -3.1 | 0.5 | -3.1 | 6.3 | -3.6 | 0.4 | -6.2 | -3.1 | -0.5 | 1.3 |
| 2013 |
-28.33% | -0.5 | -5.1 | 1.0 | -7.6 | -6.2 | -11.1 | 7.4 | 5.2 | -4.8 | -0.3 | -5.5 | -3.8 |
| 2012 |
+6.60% | 11.4 | -3.0 | -1.3 | -0.2 | -6.3 | 2.4 | 0.8 | 4.9 | 4.7 | -2.9 | -0.5 | -2.4 |
| 2011 |
+9.57% | -6.4 | 6.0 | 1.6 | 8.9 | -1.8 | -2.4 | 8.4 | 12.3 | -11.1 | 5.9 | 1.7 | -10.7 |
| 2010 |
+29.27% | -1.3 | 3.3 | -0.4 | 5.9 | 3.1 | 2.4 | -5.1 | 5.7 | 4.8 | 3.7 | 2.1 | 2.4 |
| 2009 |
+24.03% | 5.5 | 1.5 | -2.5 | -3.3 | 10.2 | -5.2 | 2.4 | 0.1 | 5.8 | 3.7 | 12.8 | -7.2 |
| 2008 |
+4.92% | 10.8 | 5.2 | -6.0 | -4.2 | 0.9 | 4.5 | -1.4 | -9.3 | 4.1 | -16.1 | 12.6 | 7.7 |
| 2007 |
+30.45% | 2.6 | 2.6 | -1.1 | 2.1 | -2.3 | -1.9 | 2.4 | 1.1 | 10.5 | 7.0 | -1.7 | 6.7 |
| 2006 |
+22.55% | 9.9 | -1.1 | 3.6 | 12.0 | -1.3 | -4.7 | 3.2 | -1.4 | -4.5 | 1.3 | 6.9 | -1.8 |
| 2005 |
+17.76% | -3.6 | 3.1 | -1.6 | 1.2 | -3.9 | 4.3 | -1.4 | 1.4 | 7.6 | -0.6 | 5.8 | 5.1 |