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 80/20 Momentum Portfolio obtained a 11.56% compound annual return, with a 12.39% standard deviation, in the last 30 Years.
Summary
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| Gold Portfolio | Stocks/Bonds 80/20 Momentum Portfolio | ||
|---|---|---|---|
| Portfolio Risk | Very High | Very High | |
| Asset Allocation | Stocks | 0% | 80% |
| Fixed Income | 0% | 20% | |
| Commodities | 100% | 0% | |
| 30 Years Stats | Return | +5.69% | +11.56% |
| Std Dev | 15.51% | 12.39% | |
| Max Drawdown | -42.91% | -43.61% | |
| All time Stats (Since Jan 1982) |
Return | +3.95% | +12.58% |
| Std Dev | 15.94% | 12.57% | |
| Max Drawdown | -48.99% | -43.61% | |
| Last Update: 31 March 2024 | |||
Historical Returns as of Mar 31, 2024
Comparison period starts from January 1982
Swipe left to see all data
| 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 80/20 Momentum Portfolio | +2.55 | +28.59 | +28.68 | +9.90 | +11.09 | +11.56 | +12.58 |
| 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 80/20 Momentum Portfolio: an investment of 1$, since April 1994, now would be worth 26.61$, with a total return of 2560.87% (11.56% annualized).
Stocks/Bonds 80/20 Momentum Portfolio: an investment of 1$, since April 1994, now would be worth 26.61$, with a total return of 2560.87% (11.56% 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 80/20 Momentum Portfolio: an investment of 1$, since January 1982, now would be worth 149.42$, with a total return of 14842.06% (12.58% annualized).
Stocks/Bonds 80/20 Momentum Portfolio: an investment of 1$, since January 1982, now would be worth 149.42$, with a total return of 14842.06% (12.58% annualized).
Drawdowns
Drawdown comparison chart since April 1994.
Swipe left to see all data
|
Gold Portfolio
|
Stocks/Bonds 80/20 Momentum Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -43.61% | Nov 2007 | Feb 2009 (16) | Feb 2012 (52) | 20.50 | |||||
| -42.91% | Sep 2011 | Dec 2015 (52) | Jul 2020 (107) | 28.29 | |||||
| -37.17% | Feb 1996 | Aug 1999 (43) | Dec 2003 (95) | 24.75 | |||||
| -32.75% | Sep 2000 | Sep 2002 (25) | Dec 2004 (52) | 18.54 | |||||
| -27.23% | Nov 2021 | Sep 2022 (11) | In progress (29) | 18.19 | |||||
| -25.83% | Mar 2008 | Oct 2008 (8) | May 2009 (15) | 10.74 | |||||
| -18.08% | Aug 2020 | Oct 2022 (27) | Nov 2023 (40) | 8.45 | |||||
| -14.33% | Feb 2020 | Mar 2020 (2) | Jun 2020 (5) | 6.76 | |||||
| -12.46% | Oct 2018 | Dec 2018 (3) | Jun 2019 (9) | 6.19 | |||||
| -9.24% | Aug 1998 | Aug 1998 (1) | Oct 1998 (3) | 4.97 | |||||
| -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 | |||||
| -6.55% | Sep 2020 | Oct 2020 (2) | Nov 2020 (3) | 3.63 | |||||
| -6.38% | Jan 2011 | Jan 2011 (1) | Mar 2011 (3) | 3.21 | |||||
| -6.22% | Aug 2015 | Sep 2015 (2) | Mar 2016 (8) | 3.19 | |||||
| -5.22% | Jun 2009 | Jun 2009 (1) | Sep 2009 (4) | 2.98 | |||||
| -5.19% | Apr 2012 | May 2012 (2) | Aug 2012 (5) | 2.34 | |||||
| -5.09% | Jul 2010 | Jul 2010 (1) | Aug 2010 (2) | 2.94 | |||||
Drawdown comparison chart since January 1982.
Swipe left to see all data
|
Gold Portfolio
|
Stocks/Bonds 80/20 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 | |||||
| -43.61% | Nov 2007 | Feb 2009 (16) | Feb 2012 (52) | 20.50 | |||||
| -42.91% | Sep 2011 | Dec 2015 (52) | Jul 2020 (107) | 28.29 | |||||
| -32.75% | Sep 2000 | Sep 2002 (25) | Dec 2004 (52) | 18.54 | |||||
| -27.23% | Nov 2021 | Sep 2022 (11) | In progress (29) | 18.19 | |||||
| -25.83% | Mar 2008 | Oct 2008 (8) | May 2009 (15) | 10.74 | |||||
| -25.63% | Sep 1987 | Nov 1987 (3) | May 1989 (21) | 15.38 | |||||
| -20.13% | Jan 1982 | Jun 1982 (6) | Aug 1982 (8) | 12.79 | |||||
| -18.08% | Aug 2020 | Oct 2022 (27) | Nov 2023 (40) | 8.45 | |||||
| -14.33% | Feb 2020 | Mar 2020 (2) | Jun 2020 (5) | 6.76 | |||||
| -12.46% | Oct 2018 | Dec 2018 (3) | Jun 2019 (9) | 6.19 | |||||
| -10.02% | Aug 1990 | Sep 1990 (2) | Jan 1991 (6) | 6.20 | |||||
| -9.41% | Jul 1983 | May 1984 (11) | Oct 1984 (16) | 4.29 | |||||
| -9.24% | Aug 1998 | Aug 1998 (1) | Oct 1998 (3) | 4.97 | |||||
| -8.63% | May 2006 | Sep 2006 (5) | Feb 2007 (10) | 4.31 | |||||
| -8.37% | Dec 2009 | Jan 2010 (2) | May 2010 (6) | 5.13 | |||||
| -6.80% | Feb 1994 | Jun 1994 (5) | Feb 1995 (13) | 4.09 | |||||
| -6.69% | Sep 1986 | Sep 1986 (1) | Nov 1986 (3) | 3.50 | |||||
| -6.55% | Sep 2020 | Oct 2020 (2) | Nov 2020 (3) | 3.63 | |||||
| -6.38% | Jan 2011 | Jan 2011 (1) | Mar 2011 (3) | 3.21 | |||||
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.
Swipe left to see all data
| Year | Return | Drawdown | Return | Drawdown |
|---|---|---|---|---|
| 2024 |
+7.61%
|
-1.42% |
+15.48%
|
0.00% |
| 2023 |
+12.69%
|
-7.22% |
+8.41%
|
-5.88% |
| 2022 |
-0.77%
|
-15.91% |
-17.23%
|
-24.45% |
| 2021 |
-4.15%
|
-10.32% |
+10.32%
|
-3.67% |
| 2020 |
+24.81%
|
-10.12% |
+25.42%
|
-14.33% |
| 2019 |
+17.86%
|
-4.10% |
+23.57%
|
-1.46% |
| 2018 |
-1.94%
|
-11.66% |
-1.35%
|
-12.46% |
| 2017 |
+12.81%
|
-4.09% |
+30.71%
|
0.00% |
| 2016 |
+8.03%
|
-15.02% |
+4.51%
|
-3.62% |
| 2015 |
-10.67%
|
-17.81% |
+7.25%
|
-6.22% |
| 2014 |
-2.19%
|
-12.44% |
+12.86%
|
-3.39% |
| 2013 |
-28.33%
|
-28.33% |
+27.24%
|
-2.48% |
| 2012 |
+6.60%
|
-10.45% |
+12.58%
|
-5.19% |
| 2011 |
+9.57%
|
-14.48% |
+6.33%
|
-10.88% |
| 2010 |
+29.27%
|
-5.09% |
+15.66%
|
-9.31% |
| 2009 |
+24.03%
|
-7.20% |
+14.68%
|
-16.18% |
| 2008 |
+4.92%
|
-25.83% |
-31.40%
|
-32.66% |
| 2007 |
+30.45%
|
-4.20% |
+15.50%
|
-1.97% |
| 2006 |
+22.55%
|
-8.63% |
+9.30%
|
-2.94% |
| 2005 |
+17.76%
|
-4.91% |
+15.79%
|
-1.04% |
| 2004 |
+4.65%
|
-8.31% |
+14.21%
|
-2.13% |
| 2003 |
+19.89%
|
-8.88% |
+21.59%
|
-3.04% |
| 2002 |
+25.57%
|
-6.72% |
-8.17%
|
-17.08% |
| 2001 |
+0.75%
|
-6.10% |
-12.19%
|
-20.18% |
| 2000 |
-5.44%
|
-9.93% |
-5.41%
|
-9.70% |
| 1999 |
+0.85%
|
-11.47% |
+32.18%
|
-1.61% |
| 1998 |
-0.83%
|
-12.01% |
+40.72%
|
-9.24% |
| 1997 |
-21.41%
|
-21.41% |
+31.37%
|
-4.22% |
| 1996 |
-4.59%
|
-8.95% |
+24.58%
|
-3.09% |
| 1995 |
+0.98%
|
-2.46% |
+37.49%
|
0.00% |
| 1994 |
-2.17%
|
-3.91% |
-1.40%
|
-6.80% |
| 1993 |
+17.68%
|
-11.51% |
+12.52%
|
-1.57% |
| 1992 |
-5.73%
|
-6.97% |
+4.88%
|
-2.94% |
| 1991 |
-8.56%
|
-10.05% |
+32.57%
|
-3.31% |
| 1990 |
-3.11%
|
-15.14% |
+2.93%
|
-10.02% |
| 1989 |
-2.84%
|
-12.30% |
+36.94%
|
-1.39% |
| 1988 |
-15.26%
|
-18.05% |
+7.13%
|
-4.35% |
| 1987 |
+24.53%
|
-1.97% |
+2.18%
|
-25.63% |
| 1986 |
+18.96%
|
-8.14% |
+21.18%
|
-6.69% |
| 1985 |
+6.00%
|
-6.67% |
+30.36%
|
-2.61% |
| 1984 |
-19.38%
|
-21.80% |
+2.34%
|
-8.41% |
| 1983 |
-16.31%
|
-23.52% |
+14.60%
|
-3.36% |
| 1982 |
+14.94%
|
-20.13% |
+30.58%
|
-3.58% |
