Last Update: 31 March 2024
The Gold Portfolio obtained a 5.69% compound annual return, with a 15.51% standard deviation, in the last 30 Years.
The Stocks/Bonds 20/80 Momentum Portfolio obtained a 6.34% compound annual return, with a 4.92% standard deviation, in the last 30 Years.
Summary
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| Gold Portfolio | Stocks/Bonds 20/80 Momentum Portfolio | ||
|---|---|---|---|
| Portfolio Risk | Very High | Low | |
| Asset Allocation | Stocks | 0% | 20% |
| Fixed Income | 0% | 80% | |
| Commodities | 100% | 0% | |
| 30 Years Stats | Return | +5.69% | +6.34% |
| Std Dev | 15.51% | 4.92% | |
| Max Drawdown | -42.91% | -17.91% | |
| All time Stats (Since Jan 1982) |
Return | +3.95% | +8.17% |
| Std Dev | 15.94% | 5.49% | |
| Max Drawdown | -48.99% | -17.91% | |
| Last Update: 31 March 2024 | |||
Historical Returns as of Mar 31, 2024
Comparison period starts from January 1982
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| 1M | 6M | 1Y | 5Y | 10Y | 30Y | MAX | |
|---|---|---|---|---|---|---|---|
| Gold Portfolio | +8.67 | +19.99 | +12.28 | +11.01 | +5.23 | +5.69 | +3.95 |
| Stocks/Bonds 20/80 Momentum Portfolio | +1.32 | +11.39 | +8.01 | +2.78 | +3.95 | +6.34 | +8.17 |
| Return over 1 year are annualized. |
Capital Growth as of Mar 31, 2024
Gold Portfolio: an investment of 1$, since April 1994,
now would be worth 5.26$, with a total return of 425.67%
(5.69% annualized).
Stocks/Bonds 20/80 Momentum Portfolio: an investment of 1$, since April 1994, now would be worth 6.33$, with a total return of 532.97% (6.34% annualized).
Stocks/Bonds 20/80 Momentum Portfolio: an investment of 1$, since April 1994, now would be worth 6.33$, with a total return of 532.97% (6.34% annualized).
Gold Portfolio: an investment of 1$, since January 1982,
now would be worth 5.15$, with a total return of 414.70%
(3.95% annualized).
Stocks/Bonds 20/80 Momentum Portfolio: an investment of 1$, since January 1982, now would be worth 27.58$, with a total return of 2657.97% (8.17% annualized).
Stocks/Bonds 20/80 Momentum Portfolio: an investment of 1$, since January 1982, now would be worth 27.58$, with a total return of 2657.97% (8.17% annualized).
Drawdowns
Drawdown comparison chart since April 1994.
Swipe left to see all data
|
Gold Portfolio
|
Stocks/Bonds 20/80 Momentum 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 | |||||
| -18.08% | Aug 2020 | Oct 2022 (27) | Nov 2023 (40) | 8.45 | |||||
| -17.91% | Nov 2021 | Sep 2022 (11) | In progress (29) | 12.31 | |||||
| -9.00% | Jan 2008 | Oct 2008 (10) | Aug 2009 (20) | 4.15 | |||||
| -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 | |||||
| -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 | |||||
| -4.20% | May 2007 | Jun 2007 (2) | Sep 2007 (5) | 2.14 | |||||
| -4.18% | May 2011 | Jun 2011 (2) | Jul 2011 (3) | 2.27 | |||||
| -3.64% | Aug 2016 | Nov 2016 (4) | Apr 2017 (9) | 1.84 | |||||
| -3.46% | Feb 2020 | Mar 2020 (2) | Apr 2020 (3) | 1.73 | |||||
| -3.28% | Apr 1994 | Apr 1994 (1) | Sep 1994 (6) | 1.39 | |||||
Drawdown comparison chart since January 1982.
Swipe left to see all data
|
Gold Portfolio
|
Stocks/Bonds 20/80 Momentum Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -48.99% | Feb 1983 | Aug 1999 (199) | Dec 2005 (275) | 29.65 | |||||
| -42.91% | Sep 2011 | Dec 2015 (52) | Jul 2020 (107) | 28.29 | |||||
| -25.83% | Mar 2008 | Oct 2008 (8) | May 2009 (15) | 10.74 | |||||
| -20.13% | Jan 1982 | Jun 1982 (6) | Aug 1982 (8) | 12.79 | |||||
| -18.08% | Aug 2020 | Oct 2022 (27) | Nov 2023 (40) | 8.45 | |||||
| -17.91% | Nov 2021 | Sep 2022 (11) | In progress (29) | 12.31 | |||||
| -9.00% | Jan 2008 | Oct 2008 (10) | Aug 2009 (20) | 4.15 | |||||
| -8.63% | May 2006 | Sep 2006 (5) | Feb 2007 (10) | 4.31 | |||||
| -8.37% | Dec 2009 | Jan 2010 (2) | May 2010 (6) | 5.13 | |||||
| -6.53% | Sep 1987 | Nov 1987 (3) | Feb 1988 (6) | 3.65 | |||||
| -6.38% | Jan 2011 | Jan 2011 (1) | Mar 2011 (3) | 3.21 | |||||
| -5.47% | Feb 1984 | May 1984 (4) | Aug 1984 (7) | 2.67 | |||||
| -5.46% | Feb 1994 | Jun 1994 (5) | Feb 1995 (13) | 3.79 | |||||
| -5.22% | Jun 2009 | Jun 2009 (1) | Sep 2009 (4) | 2.98 | |||||
| -5.09% | Jul 2010 | Jul 2010 (1) | Aug 2010 (2) | 2.94 | |||||
| -4.20% | May 2007 | Jun 2007 (2) | Sep 2007 (5) | 2.14 | |||||
| -4.18% | May 2011 | Jun 2011 (2) | Jul 2011 (3) | 2.27 | |||||
| -3.64% | Aug 2016 | Nov 2016 (4) | Apr 2017 (9) | 1.84 | |||||
| -3.52% | Sep 1982 | Sep 1982 (1) | Oct 1982 (2) | 2.03 | |||||
| -3.46% | Feb 2020 | Mar 2020 (2) | Apr 2020 (3) | 1.73 | |||||
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.
The highlighted returns represent the highest values for that specific year.
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| Year | Return | Drawdown | Return | Drawdown |
|---|---|---|---|---|
| 2024 |
+7.61%
|
-1.42% |
+3.35%
|
0.00% |
| 2023 |
+12.69%
|
-7.22% |
+6.16%
|
-5.43% |
| 2022 |
-0.77%
|
-15.91% |
-14.14%
|
-17.00% |
| 2021 |
-4.15%
|
-10.32% |
+1.18%
|
-2.95% |
| 2020 |
+24.81%
|
-10.12% |
+12.14%
|
-3.46% |
| 2019 |
+17.86%
|
-4.10% |
+12.52%
|
-0.69% |
| 2018 |
-1.94%
|
-11.66% |
-0.42%
|
-3.12% |
| 2017 |
+12.81%
|
-4.09% |
+10.35%
|
0.00% |
| 2016 |
+8.03%
|
-15.02% |
+3.02%
|
-3.64% |
| 2015 |
-10.67%
|
-17.81% |
+2.23%
|
-1.48% |
| 2014 |
-2.19%
|
-12.44% |
+7.58%
|
-0.83% |
| 2013 |
-28.33%
|
-28.33% |
+5.23%
|
-2.48% |
| 2012 |
+6.60%
|
-10.45% |
+5.51%
|
-0.69% |
| 2011 |
+9.57%
|
-14.48% |
+7.52%
|
-0.70% |
| 2010 |
+29.27%
|
-5.09% |
+8.56%
|
-0.70% |
| 2009 |
+24.03%
|
-7.20% |
+6.40%
|
-6.03% |
| 2008 |
+4.92%
|
-25.83% |
-2.70%
|
-9.00% |
| 2007 |
+30.45%
|
-4.20% |
+9.07%
|
-0.41% |
| 2006 |
+22.55%
|
-8.63% |
+5.53%
|
-1.33% |
| 2005 |
+17.76%
|
-4.91% |
+5.74%
|
-1.35% |
| 2004 |
+4.65%
|
-8.31% |
+6.73%
|
-2.37% |
| 2003 |
+19.89%
|
-8.88% |
+8.38%
|
-2.29% |
| 2002 |
+25.57%
|
-6.72% |
+4.15%
|
-1.79% |
| 2001 |
+0.75%
|
-6.10% |
+3.27%
|
-2.01% |
| 2000 |
-5.44%
|
-9.93% |
+7.19%
|
-1.52% |
| 1999 |
+0.85%
|
-11.47% |
+7.48%
|
-1.73% |
| 1998 |
-0.83%
|
-12.01% |
+16.62%
|
-1.24% |
| 1997 |
-21.41%
|
-21.41% |
+14.93%
|
-1.81% |
| 1996 |
-4.59%
|
-8.95% |
+8.83%
|
-1.37% |
| 1995 |
+0.98%
|
-2.46% |
+23.01%
|
0.00% |
| 1994 |
-2.17%
|
-3.91% |
-2.34%
|
-5.46% |
| 1993 |
+17.68%
|
-11.51% |
+10.39%
|
-0.92% |
| 1992 |
-5.73%
|
-6.97% |
+6.58%
|
-1.69% |
| 1991 |
-8.56%
|
-10.05% |
+19.58%
|
-0.95% |
| 1990 |
-3.11%
|
-15.14% |
+7.22%
|
-2.90% |
| 1989 |
-2.84%
|
-12.30% |
+19.47%
|
-0.82% |
| 1988 |
-15.26%
|
-18.05% |
+7.30%
|
-2.80% |
| 1987 |
+24.53%
|
-1.97% |
+1.70%
|
-6.53% |
| 1986 |
+18.96%
|
-8.14% |
+16.62%
|
-3.15% |
| 1985 |
+6.00%
|
-6.67% |
+24.27%
|
-1.28% |
| 1984 |
-19.38%
|
-21.80% |
+11.85%
|
-5.47% |
| 1983 |
-16.31%
|
-23.52% |
+7.57%
|
-3.28% |
| 1982 |
+14.94%
|
-20.13% |
+31.00%
|
-1.71% |
