Gold vs Developed World ex-US 40/60 Portfolio Comparison

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 Developed World ex-US 40/60 Portfolio obtained a 5.41% compound annual return, with a 7.39% standard deviation, in the last 30 Years.

Summary

Swipe left to see all data
Gold Portfolio Developed World ex-US 40/60 Portfolio
Portfolio Risk Very High Medium
Asset Allocation Stocks 0% 40%
Fixed Income 0% 60%
Commodities 100% 0%
30 Years Stats Return +5.69% +5.41%
Std Dev 15.51% 7.39%
Max Drawdown -42.91% -26.17%
All time Stats
(Since Jan 1985)		 Return +4.94% +7.66%
Std Dev 15.10% 8.10%
Max Drawdown -48.26% -26.17%
Last Update: 31 March 2024

Historical Returns as of Mar 31, 2024

Comparison period starts from January 1985

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 +4.94
Developed World ex-US 40/60 Portfolio +2.15 +10.71 +9.11 +3.20 +3.50 +5.41 +7.66
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).

Developed World ex-US 40/60 Portfolio: an investment of 1$, since April 1994, now would be worth 4.86$, with a total return of 385.97% (5.41% annualized).

Gold Portfolio: an investment of 1$, since January 1985, now would be worth 6.64$, with a total return of 563.62% (4.94% annualized).

Developed World ex-US 40/60 Portfolio: an investment of 1$, since January 1985, now would be worth 18.14$, with a total return of 1714.08% (7.66% annualized).

Drawdowns

Drawdown comparison chart since April 1994.

Swipe left to see all data
Gold Portfolio
Developed World ex-US 40/60 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
-26.17% Nov 2007 Feb 2009 (16) Aug 2010 (34) 11.47
-25.83% Mar 2008 Oct 2008 (8) May 2009 (15) 10.74
-19.57% Sep 2021 Sep 2022 (13) In progress (31) 9.85
-18.08% Aug 2020 Oct 2022 (27) Nov 2023 (40) 8.45
-9.84% Jan 2020 Mar 2020 (3) Nov 2020 (11) 3.87
-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
-8.00% Apr 2000 Sep 2002 (30) May 2003 (38) 3.91
-7.71% May 2011 Sep 2011 (5) Feb 2012 (10) 3.70
-6.62% Dec 1996 Apr 1997 (5) Jun 1997 (7) 4.07
-6.38% Jan 2011 Jan 2011 (1) Mar 2011 (3) 3.21
-5.69% Feb 2018 Dec 2018 (11) Mar 2019 (14) 2.61
-5.53% May 2015 Feb 2016 (10) Jul 2016 (15) 3.12
-5.24% Jul 1997 Dec 1997 (6) Feb 1998 (8) 2.97
-5.22% Jun 2009 Jun 2009 (1) Sep 2009 (4) 2.98
-5.09% Jul 2010 Jul 2010 (1) Aug 2010 (2) 2.94

Drawdown comparison chart since January 1985.

Swipe left to see all data
Gold Portfolio
Developed World ex-US 40/60 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
-26.17% Nov 2007 Feb 2009 (16) Aug 2010 (34) 11.47
-25.83% Mar 2008 Oct 2008 (8) May 2009 (15) 10.74
-19.57% Sep 2021 Sep 2022 (13) In progress (31) 9.85
-18.08% Aug 2020 Oct 2022 (27) Nov 2023 (40) 8.45
-12.17% Jan 1990 Sep 1990 (9) Feb 1991 (14) 6.44
-9.84% Jan 2020 Mar 2020 (3) Nov 2020 (11) 3.87
-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
-8.00% Apr 2000 Sep 2002 (30) May 2003 (38) 3.91
-7.71% May 2011 Sep 2011 (5) Feb 2012 (10) 3.70
-6.97% Feb 1994 Feb 1995 (13) Jul 1995 (18) 3.55
-6.67% Jan 1985 Feb 1985 (2) Mar 1985 (3) 3.34
-6.62% Dec 1996 Apr 1997 (5) Jun 1997 (7) 4.07
-6.45% Jan 1992 Apr 1992 (4) Aug 1992 (8) 3.63
-6.38% Jan 2011 Jan 2011 (1) Mar 2011 (3) 3.21
-5.95% Sep 1987 Oct 1987 (2) Feb 1988 (6) 3.46
-5.69% Feb 2018 Dec 2018 (11) Mar 2019 (14) 2.61

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.
Swipe left to see all data
Year Return Drawdown Return Drawdown
2024
+7.61%
 -1.42%
+2.13%
 -0.79%
2023
+12.69%
 -7.22%
+12.45%
 -5.52%
2022
-0.77%
 -15.91%
-13.80%
 -18.75%
2021
-4.15%
 -10.32%
+3.30%
 -2.38%
2020
+24.81%
 -10.12%
+6.69%
 -9.84%
2019
+17.86%
 -4.10%
+13.77%
 -1.47%
2018
-1.94%
 -11.66%
-4.22%
 -5.69%
2017
+12.81%
 -4.09%
+12.01%
 -0.03%
2016
+8.03%
 -15.02%
+3.84%
 -3.04%
2015
-10.67%
 -17.81%
+0.56%
 -5.49%
2014
-2.19%
 -12.44%
+2.85%
 -1.71%
2013
-28.33%
 -28.33%
+8.25%
 -4.79%
2012
+6.60%
 -10.45%
+13.14%
 -4.63%
2011
+9.57%
 -14.48%
+0.24%
 -7.71%
2010
+29.27%
 -5.09%
+8.45%
 -4.11%
2009
+24.03%
 -7.20%
+20.17%
 -8.82%
2008
+4.92%
 -25.83%
-17.67%
 -22.03%
2007
+30.45%
 -4.20%
+7.46%
 -1.65%
2006
+22.55%
 -8.63%
+12.27%
 -1.46%
2005
+17.76%
 -4.91%
+8.43%
 -1.59%
2004
+4.65%
 -8.31%
+11.76%
 -1.58%
2003
+19.89%
 -8.88%
+17.83%
 -1.98%
2002
+25.57%
 -6.72%
-0.67%
 -6.61%
2001
+0.75%
 -6.10%
-2.28%
 -6.43%
2000
-5.44%
 -9.93%
-0.20%
 -3.33%
1999
+0.85%
 -11.47%
+15.36%
 -2.65%
1998
-0.83%
 -12.01%
+16.87%
 -3.91%
1997
-21.41%
 -21.41%
-3.46%
 -5.63%
1996
-4.59%
 -8.95%
+4.67%
 -1.05%
1995
+0.98%
 -2.46%
+14.33%
 -2.75%
1994
-2.17%
 -3.91%
-0.47%
 -4.38%
1993
+17.68%
 -11.51%
+21.82%
 -4.00%
1992
-5.73%
 -6.97%
+1.22%
 -6.45%
1991
-8.56%
 -10.05%
+16.64%
 -2.93%
1990
-3.11%
 -15.14%
-5.59%
 -12.17%
1989
-2.84%
 -12.30%
+11.80%
 -2.73%
1988
-15.26%
 -18.05%
+15.54%
 -3.13%
1987
+24.53%
 -1.97%
+14.28%
 -5.95%
1986
+18.96%
 -8.14%
+35.17%
 -4.19%
1985
+6.00%
 -6.67%
+37.39%
 -0.82%