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:

0% Stocks
0% Fixed Income
100% Commodities

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).

Capital Growth:
Swipe left to see all data
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

Drawdonws Chart:

Rolling Returns

Gold Portfolio: annualized rolling and average returns

Swipe left to see all data
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

Swipe left to see all data
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