Gold vs Rob Arnott Portfolio Comparison

Last Update: 29 February 2024

The Gold Portfolio obtained a 5.46% compound annual return, with a 15.44% standard deviation, in the last 30 Years.

The Rob Arnott Portfolio obtained a 6.50% compound annual return, with a 7.22% standard deviation, in the last 30 Years.

Summary

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Gold Portfolio Rob Arnott Portfolio
Portfolio Risk Very High Medium
Asset Allocation Stocks 0% 30%
Fixed Income 0% 60%
Commodities 100% 10%
30 Years Stats Return +5.46% +6.50%
Std Dev 15.44% 7.22%
Max Drawdown -42.91% -24.27%
All time Stats
(Since Jan 1985)
Return +4.73% +8.17%
Std Dev 15.06% 7.17%
Max Drawdown -48.26% -24.27%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1985

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1M 6M 1Y 5Y 10Y 30Y MAX
Gold Portfolio +0.46 +5.16 +11.50 +8.83 +4.02 +5.46 +4.73
Rob Arnott Portfolio +0.06 +3.82 +6.79 +4.16 +3.85 +6.50 +8.17
Return over 1 year are annualized.

Capital Growth as of Feb 29, 2024

Gold Portfolio: an investment of 1$, since March 1994, now would be worth 4.93$, with a total return of 393.44% (5.46% annualized).

Rob Arnott Portfolio: an investment of 1$, since March 1994, now would be worth 6.62$, with a total return of 561.71% (6.50% annualized).

Gold Portfolio: an investment of 1$, since January 1985, now would be worth 6.11$, with a total return of 510.68% (4.73% annualized).

Rob Arnott Portfolio: an investment of 1$, since January 1985, now would be worth 21.69$, with a total return of 2068.86% (8.17% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Gold Portfolio
Rob Arnott Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-42.91% Sep 2011 Dec 2015 (52) Jul 2020 (107) 28.29
-37.17% Feb 1996 Aug 1999 (43) Dec 2003 (95) 24.75
-25.83% Mar 2008 Oct 2008 (8) May 2009 (15) 10.74
-24.27% Jun 2008 Feb 2009 (9) Mar 2010 (22) 12.41
-18.08% Aug 2020 Oct 2022 (27) Nov 2023 (40) 8.45
-17.86% Jan 2022 Sep 2022 (9) In progress (26) 10.92
-8.72% Feb 2020 Mar 2020 (2) Jul 2020 (6) 4.02
-8.64% Dec 2004 May 2005 (6) Sep 2005 (10) 5.30
-8.63% May 2006 Sep 2006 (5) Feb 2007 (10) 4.31
-8.37% Dec 2009 Jan 2010 (2) May 2010 (6) 5.13
-8.31% Apr 2004 Apr 2004 (1) Oct 2004 (7) 5.49
-6.38% Jan 2011 Jan 2011 (1) Mar 2011 (3) 3.21
-6.23% Mar 2015 Jan 2016 (11) Jun 2016 (16) 3.65
-5.66% May 2013 Jun 2013 (2) Feb 2014 (10) 3.39
-5.26% Mar 1994 Nov 1994 (9) Apr 1995 (14) 3.05
-5.22% Jun 2009 Jun 2009 (1) Sep 2009 (4) 2.98
-5.09% Jul 2010 Jul 2010 (1) Aug 2010 (2) 2.94
-5.05% Oct 1994 Jan 1995 (4) Jan 1996 (16) 2.75
-4.90% Jan 2004 Feb 2004 (2) Mar 2004 (3) 3.15
-4.84% Sep 2018 Dec 2018 (4) Feb 2019 (6) 2.63

Drawdown comparison chart since January 1985.

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Gold Portfolio
Rob Arnott Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-48.26% Dec 1987 Aug 1999 (141) Dec 2005 (217) 29.64
-42.91% Sep 2011 Dec 2015 (52) Jul 2020 (107) 28.29
-25.83% Mar 2008 Oct 2008 (8) May 2009 (15) 10.74
-24.27% Jun 2008 Feb 2009 (9) Mar 2010 (22) 12.41
-18.08% Aug 2020 Oct 2022 (27) Nov 2023 (40) 8.45
-17.86% Jan 2022 Sep 2022 (9) In progress (26) 10.92
-8.72% Feb 2020 Mar 2020 (2) Jul 2020 (6) 4.02
-8.63% May 2006 Sep 2006 (5) Feb 2007 (10) 4.31
-8.37% Dec 2009 Jan 2010 (2) May 2010 (6) 5.13
-8.14% Oct 1986 Dec 1986 (3) Apr 1987 (7) 5.04
-7.37% Feb 1994 Nov 1994 (10) May 1995 (16) 4.71
-6.67% Jan 1985 Feb 1985 (2) Mar 1985 (3) 3.34
-6.38% Jan 2011 Jan 2011 (1) Mar 2011 (3) 3.21
-6.23% Mar 2015 Jan 2016 (11) Jun 2016 (16) 3.65
-6.11% Jan 1990 Apr 1990 (4) Jul 1990 (7) 3.26
-5.66% May 2013 Jun 2013 (2) Feb 2014 (10) 3.39
-5.22% Jun 2009 Jun 2009 (1) Sep 2009 (4) 2.98
-5.21% Sep 1987 Nov 1987 (3) Jan 1988 (5) 3.32
-5.09% Jul 2010 Jul 2010 (1) Aug 2010 (2) 2.94
-4.84% Sep 2018 Dec 2018 (4) Feb 2019 (6) 2.63

Yearly Returns

For each year, the following table provides the return and intra-year drawdown.
The highlighted returns represent the highest values for that specific year.
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Year Return Drawdown Return Drawdown
2024
-0.97%
-1.42%
-0.70%
-0.76%
2023
+12.69%
-7.22%
+9.08%
-7.06%
2022
-0.77%
-15.91%
-14.81%
-17.86%
2021
-4.15%
-10.32%
+11.04%
-1.71%
2020
+24.81%
-10.12%
+7.98%
-8.72%
2019
+17.86%
-4.10%
+16.67%
-0.49%
2018
-1.94%
-11.66%
-4.12%
-4.84%
2017
+12.81%
-4.09%
+9.02%
-0.37%
2016
+8.03%
-15.02%
+7.14%
-3.86%
2015
-10.67%
-17.81%
-3.26%
-5.73%
2014
-2.19%
-12.44%
+7.59%
-2.79%
2013
-28.33%
-28.33%
+1.41%
-5.66%
2012
+6.60%
-10.45%
+10.55%
-2.17%
2011
+9.57%
-14.48%
+7.73%
-3.51%
2010
+29.27%
-5.09%
+11.89%
-2.99%
2009
+24.03%
-7.20%
+14.59%
-11.26%
2008
+4.92%
-25.83%
-11.48%
-21.15%
2007
+30.45%
-4.20%
+7.64%
-1.84%
2006
+22.55%
-8.63%
+8.97%
-1.26%
2005
+17.76%
-4.91%
+7.74%
-2.50%
2004
+4.65%
-8.31%
+11.93%
-4.70%
2003
+19.89%
-8.88%
+17.00%
-2.42%
2002
+25.57%
-6.72%
+8.16%
-0.99%
2001
+0.75%
-6.10%
+0.06%
-2.47%
2000
-5.44%
-9.93%
+12.87%
-0.83%
1999
+0.85%
-11.47%
+7.22%
-2.71%
1998
-0.83%
-12.01%
+6.53%
-4.10%
1997
-21.41%
-21.41%
+7.20%
-2.36%
1996
-4.59%
-8.95%
+11.02%
-0.75%
1995
+0.98%
-2.46%
+21.23%
0.00%
1994
-2.17%
-3.91%
-2.84%
-7.37%
1993
+17.68%
-11.51%
+13.77%
-2.73%
1992
-5.73%
-6.97%
+6.56%
-2.87%
1991
-8.56%
-10.05%
+18.67%
-1.99%
1990
-3.11%
-15.14%
+2.80%
-6.11%
1989
-2.84%
-12.30%
+17.53%
-1.16%
1988
-15.26%
-18.05%
+13.48%
-1.21%
1987
+24.53%
-1.97%
+6.41%
-5.21%
1986
+18.96%
-8.14%
+21.76%
-3.06%
1985
+6.00%
-6.67%
+27.17%
-1.73%