Gold Portfolio: ETF allocation and returns

Last Update: 31 January 2020

The Gold Portfolio is exposed for 0% on the Stock Market and for 100% on Commodities.

It's a Very High Risk portfolio and it can be replicated with 1 ETF.

In the last 10 years, the portfolio obtained a 3.49% compound annual return, with a 16.14% standard deviation.

Asset Allocation and ETFs

The Gold Portfolio has the following asset allocation:

        0% Stocks
      
        0% Fixed Income
      
        100% Commodities

The Gold Portfolio can be replicated with the following ETFs:

Weight		Ticker	ETF Name	Investment Themes
100.00 %		GLD	SPDR Gold Trust	Commodity, Gold

Historical Returns

Gold Portfolio - Historical returns and stats.

Returns, capital growth, stats are calculated assuming a rebalancing of the portfolio at the beginning of each year (i.e. at every January 1st).

GOLD PORTFOLIO

Last Update: 31 January 2020

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Period	Returns Jan 2020	Standard Deviation *	Max Drawdown	Months Pos - Neg
1M	+4.50%		0.00%	1 - 0
3M	+4.84%		-3.21% Nov 2019 - Nov 2019	2 - 1
6M	+12.10%		-4.10% Sep 2019 - Nov 2019	4 - 2
YTD	+4.50%		0.00%	1 - 0
1Y	+19.70%	12.85%	-4.10% Sep 2019 - Nov 2019	7 - 5
3Y	+8.92% annualized	10.16%	-11.66% Feb 2018 - Sep 2018	19 - 17
5Y	+3.88% annualized	13.38%	-17.81% Feb 2015 - Dec 2015	29 - 31
10Y	+3.49% annualized	16.14%	-42.90% Sep 2011 - Dec 2015	60 - 60
MAX 01 Jan 1972	+7.62% annualized	20.06%	-61.78% Oct 1980 - Aug 1999	301 - 276

* Annualized St.Dev. of monthly returns

Best Very High Risk Porftolios, ordered by 10Y annualized return.

Portfolio	10Y Return ▾	#ETF	Stocks	Bonds
Technology	+18.98%	1	100	0
US Stocks	+13.83%	1	100	0
Warren Buffett	+12.70%	2	90	10
Second Grader's Starter Paul Farrell	+10.41%	3	90	10
Ultimate Buy and Hold Strategy Paul Merriman	+9.99%	10	100	0

See all portfolios

Capital Growth

Time Range:

Drawdowns

Time Range:

	Drawdown period	Recovery period	Total
-42.90%	Sep 2011	Dec 2015	52	in progress	49	101
-6.38%	Jan 2011	Jan 2011	1	Mar 2011	2	3
-5.09%	Jul 2010	Jul 2010	1	Aug 2010	1	2
-4.18%	May 2011	Jun 2011	2	Jul 2011	1	3
-0.44%	Mar 2010	Mar 2010	1	Apr 2010	1	2

Worst drawdowns since December 1971.

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	Drawdown period			Recovery period		Total
Drawdown	Start	Bottom	#Months	End	#Months	#Months
-61.78%	Oct 1980	Aug 1999	227	Apr 2007	92	319
-44.24%	Jan 1975	Aug 1976	20	Jul 1978	23	43
-42.90%	Sep 2011	Dec 2015	52	in progress	49	101
-25.83%	Mar 2008	Oct 2008	8	May 2009	7	15
-24.27%	Feb 1980	Mar 1980	2	Jun 1980	3	5
-20.49%	Jul 1973	Oct 1973	4	Jan 1974	3	7
-20.28%	Nov 1978	Nov 1978	1	Feb 1979	3	4
-16.62%	Apr 1974	Jun 1974	3	Nov 1974	5	8
-8.37%	Dec 2009	Jan 2010	2	May 2010	4	6
-6.88%	Aug 1972	Nov 1972	4	Feb 1973	3	7
-6.38%	Jan 2011	Jan 2011	1	Mar 2011	2	3
-6.01%	Jul 1980	Jul 1980	1	Sep 1980	2	3
-5.22%	Jun 2009	Jun 2009	1	Sep 2009	3	4
-5.09%	Jul 2010	Jul 2010	1	Aug 2010	1	2
-4.46%	Mar 1979	Mar 1979	1	May 1979	2	3
-4.21%	May 2007	Jun 2007	2	Sep 2007	3	5
-4.18%	May 2011	Jun 2011	2	Jul 2011	1	3
-3.84%	Oct 1979	Oct 1979	1	Nov 1979	1	2
-1.65%	Nov 2007	Nov 2007	1	Dec 2007	1	2

Rolling Returns

Gold Portfolio: annualized rolling and average returns

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	*Return ()**			Negative Periods
Rolling Period	Average	Best	Worst	Negative Periods
1 Year	+9.74%	+179.42% Feb 1979 - Jan 1980	-37.71% Apr 1981 - Mar 1982	41.87%
2 Years	+8.01%	+92.76% Feb 1978 - Jan 1980	-30.30% Jul 1980 - Jun 1982	41.88%
3 Years	+6.90%	+70.26% Feb 1977 - Jan 1980	-15.32% Nov 1980 - Oct 1983	38.93%
5 Years	+6.22%	+36.39% Oct 1975 - Sep 1980	-14.70% Mar 1980 - Feb 1985	35.52%
7 Years	+6.10%	+38.74% Feb 1973 - Jan 1980	-6.75% Feb 1980 - Jan 1987	37.85%
10 Years	+5.50%	+24.75% Jan 1972 - Dec 1981	-6.00% Jul 1980 - Jun 1990	27.95%
15 Years	+4.81%	+15.89% May 1972 - Apr 1987	-3.63% Feb 1980 - Jan 1995	26.63%

* Annualized rolling and average returns over full calendar month periods

Yearly Returns - Monthly Returns Heatmap

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		Months
Year	Return	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
2020	+4.50%	4.5
2019	+17.86%	2.9	-0.6	-1.6	-0.7	1.8	8.0	0.0	7.9	-3.4	2.6	-3.2	3.7
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
2004	+4.65%	-4.0	-1.0	7.0	-8.3	1.2	0.7	-1.1	4.1	2.1	2.4	6.5	-3.9
2003	+19.89%	5.9	-5.5	-3.6	0.6	7.3	-4.3	2.5	5.9	3.3	-0.5	3.1	4.5
2002	+25.57%	2.1	5.2	1.5	2.3	6.0	-2.5	-4.4	2.7	3.5	-2.1	0.7	8.8
2001	+0.75%	-3.6	0.8	-3.4	2.1	1.7	1.2	-1.7	2.7	7.4	-4.9	-1.2	0.4
2000	-5.44%	-2.4	3.7	-5.8	-0.6	-1.0	5.8	-4.0	0.1	-1.2	-3.3	1.7	2.0
1999	+0.85%	-0.8	0.6	-2.7	2.6	-6.3	-2.8	-2.1	-0.3	17.4	0.0	-2.6	-0.4
1998	-0.83%	5.1	-2.4	1.2	3.2	-5.5	0.9	-2.5	-5.4	7.5	-0.5	0.8	-2.3
1997	-21.41%	-6.4	3.8	-2.9	-2.3	1.6	-3.2	-2.5	-0.3	2.1	-6.2	-4.7	-2.2
1996	-4.59%	4.8	-1.2	-1.1	-1.3	-0.2	-2.2	0.9	0.3	-1.9	0.1	-2.2	-0.6
1995	+0.98%	-2.2	0.4	4.1	-0.6	-1.4	0.7	-1.0	-0.3	0.4	-0.4	1.4	-0.2
1994	-2.17%	-3.5	1.0	2.0	-3.3	3.0	0.2	-1.1	0.5	2.4	-2.8	-0.2	0.0
1993	+17.68%	-0.7	-0.9	3.1	4.9	6.5	0.3	6.2	-7.5	-4.3	4.0	0.4	5.6
1992	-5.73%	0.3	-0.3	-3.2	-1.6	0.3	1.8	4.2	-5.0	2.7	-2.8	-1.5	-0.4
1991	-8.56%	-5.2	-0.9	-1.9	0.6	0.7	2.2	-1.5	-4.3	2.2	0.7	2.5	-3.6
1990	-3.11%	4.1	-1.8	-9.6	-0.2	-1.3	-3.0	5.7	4.2	5.3	-7.1	1.4	0.4
1989	-2.84%	-4.0	-1.8	-1.0	-1.5	-4.2	3.1	-1.3	-2.3	1.9	2.4	8.8	-2.3
1988	-15.26%	-5.4	-7.0	7.2	-1.7	1.5	-4.2	0.1	-2.1	-7.3	4.0	2.5	-2.9
1987	+24.53%	3.0	1.3	3.7	7.7	-0.5	-0.8	3.4	-2.0	1.4	2.0	5.1	-1.7
1986	+18.96%	7.3	-3.5	1.7	0.5	-0.7	1.0	3.1	7.6	10.0	-5.3	-2.9	-0.2
1985	+6.00%	-0.5	-6.2	14.4	-2.4	-2.3	1.2	3.1	1.8	-2.3	-0.2	0.1	0.5
1984	-19.38%	-2.3	5.5	-1.5	-3.3	2.3	-2.9	-8.2	1.7	-1.3	-3.0	-1.4	-6.3
1983	-16.31%	9.3	-18.2	1.5	3.5	1.9	-4.9	1.4	-1.8	-2.2	-5.7	6.0	-5.6
1982	+14.94%	-2.6	-6.3	-11.8	12.9	-10.0	-2.4	8.0	20.0	-3.5	6.6	3.0	4.8
1981	-32.60%	-14.1	-3.5	5.1	-6.0	-0.7	-11.1	-4.7	4.7	0.9	-0.4	-2.9	-4.1
1980	+15.19%	27.5	-2.5	-22.4	4.8	3.4	22.0	-6.0	2.8	5.6	-5.7	-1.5	-4.8
1979	+126.55%	3.4	7.5	-4.5	2.2	11.9	1.1	6.8	6.3	26.1	-3.8	8.8	23.2
1978	+37.01%	6.6	3.7	-0.4	-5.9	7.8	-0.6	9.4	4.2	4.0	11.8	-20.3	16.9
1977	+22.64%	-1.6	7.9	4.3	-1.1	-2.9	0.0	0.8	1.3	5.5	4.8	-0.9	3.1
1976	-4.10%	-8.6	3.2	-2.0	-0.9	-2.3	-1.4	-9.1	-7.6	11.5	6.2	5.8	3.3
1975	-24.80%	-5.7	3.4	-2.5	-5.8	0.0	-0.5	0.3	-4.1	-11.6	1.2	-3.3	1.5
1974	+66.15%	18.0	22.6	6.5	-2.2	-7.4	-8.0	8.2	0.0	-3.0	10.4	10.2	1.4
1973	+72.96%	1.7	28.8	5.9	0.8	26.5	7.4	-6.2	-10.5	-3.4	-2.0	3.1	11.1
1972	+49.02%	8.3	2.2	0.4	2.5	19.9	8.8	5.7	-2.1	-4.0	0.3	-1.2	2.0

* Note:
Portofolio Returns, up to December 2004, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.

In particular, it has been used:

GLD - SPDR Gold Trust: simulated historical serie, up to December 2004