Gold vs Developed World ex-US 60/40 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 60/40 Portfolio obtained a 5.48% compound annual return, with a 10.16% standard deviation, in the last 30 Years.

Summary

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Gold Portfolio Developed World ex-US 60/40 Portfolio
Portfolio Risk Very High High
Asset Allocation Stocks 0% 60%
Fixed Income 0% 40%
Commodities 100% 0%
30 Years Stats Return +5.69% +5.48%
Std Dev 15.51% 10.16%
Max Drawdown -42.91% -37.49%
All time Stats
(Since Jan 1985)		 Return +4.94% +7.96%
Std Dev 15.10% 10.98%
Max Drawdown -48.26% -37.49%
Last Update: 31 March 2024

Historical Returns as of Mar 31, 2024

Comparison period starts from January 1985

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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 +4.94
Developed World ex-US 60/40 Portfolio +2.66 +12.78 +11.08 +4.61 +4.08 +5.48 +7.96
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 60/40 Portfolio: an investment of 1$, since April 1994, now would be worth 4.95$, with a total return of 395.13% (5.48% 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 60/40 Portfolio: an investment of 1$, since January 1985, now would be worth 20.20$, with a total return of 1919.83% (7.96% annualized).

Drawdowns

Drawdown comparison chart since April 1994.

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Gold Portfolio
Developed World ex-US 60/40 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
-37.49% Nov 2007 Feb 2009 (16) Apr 2011 (42) 16.83
-37.17% Feb 1996 Aug 1999 (43) Dec 2003 (95) 24.75
-25.83% Mar 2008 Oct 2008 (8) May 2009 (15) 10.74
-22.54% Apr 2000 Sep 2002 (30) Dec 2003 (45) 13.10
-22.40% Sep 2021 Sep 2022 (13) Mar 2024 (31) 10.29
-18.08% Aug 2020 Oct 2022 (27) Nov 2023 (40) 8.45
-14.56% Jan 2020 Mar 2020 (3) Nov 2020 (11) 6.33
-13.28% May 2011 Sep 2011 (5) Nov 2012 (19) 6.34
-10.09% Feb 2018 Dec 2018 (11) Sep 2019 (20) 4.26
-9.44% May 2015 Feb 2016 (10) Feb 2017 (22) 4.41
-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
-7.33% Nov 1994 Feb 1995 (4) Jul 1995 (9) 3.33
-7.06% Jul 1997 Dec 1997 (6) Mar 1998 (9) 3.90
-6.93% Jun 1998 Aug 1998 (3) Oct 1998 (5) 3.66
-6.38% Jan 2011 Jan 2011 (1) Mar 2011 (3) 3.21
-5.78% Dec 1996 Apr 1997 (5) Jun 1997 (7) 3.79

Drawdown comparison chart since January 1985.

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Gold Portfolio
Developed World ex-US 60/40 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
-37.49% Nov 2007 Feb 2009 (16) Apr 2011 (42) 16.83
-25.83% Mar 2008 Oct 2008 (8) May 2009 (15) 10.74
-22.54% Apr 2000 Sep 2002 (30) Dec 2003 (45) 13.10
-22.40% Sep 2021 Sep 2022 (13) Mar 2024 (31) 10.29
-18.51% Jan 1990 Sep 1990 (9) Dec 1991 (24) 8.68
-18.08% Aug 2020 Oct 2022 (27) Nov 2023 (40) 8.45
-14.56% Jan 2020 Mar 2020 (3) Nov 2020 (11) 6.33
-13.28% May 2011 Sep 2011 (5) Nov 2012 (19) 6.34
-10.09% Feb 2018 Dec 2018 (11) Sep 2019 (20) 4.26
-9.44% May 2015 Feb 2016 (10) Feb 2017 (22) 4.41
-8.82% Sep 1987 Oct 1987 (2) Feb 1988 (6) 5.47
-8.78% Jan 1992 Apr 1992 (4) Mar 1993 (15) 5.11
-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
-7.55% Feb 1994 Feb 1995 (13) Jul 1995 (18) 2.81
-7.06% Jul 1997 Dec 1997 (6) Mar 1998 (9) 3.90
-6.93% Jun 1998 Aug 1998 (3) Oct 1998 (5) 3.66

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
+7.61%
 -1.42%
+3.20%
 -0.89%
2023
+12.69%
 -7.22%
+14.28%
 -7.32%
2022
-0.77%
 -15.91%
-14.32%
 -21.67%
2021
-4.15%
 -10.32%
+6.09%
 -3.26%
2020
+24.81%
 -10.12%
+7.71%
 -14.56%
2019
+17.86%
 -4.10%
+16.72%
 -2.77%
2018
-1.94%
 -11.66%
-7.73%
 -10.09%
2017
+12.81%
 -4.09%
+16.81%
 0.00%
2016
+8.03%
 -15.02%
+3.45%
 -4.03%
2015
-10.67%
 -17.81%
+0.25%
 -7.87%
2014
-2.19%
 -12.44%
-0.09%
 -4.31%
2013
-28.33%
 -28.33%
+12.77%
 -5.09%
2012
+6.60%
 -10.45%
+14.95%
 -7.61%
2011
+9.57%
 -14.48%
-3.94%
 -13.28%
2010
+29.27%
 -5.09%
+8.42%
 -7.69%
2009
+24.03%
 -7.20%
+22.61%
 -13.44%
2008
+4.92%
 -25.83%
-25.33%
 -29.87%
2007
+30.45%
 -4.20%
+8.69%
 -3.28%
2006
+22.55%
 -8.63%
+16.94%
 -2.26%
2005
+17.76%
 -4.91%
+10.15%
 -2.01%
2004
+4.65%
 -8.31%
+14.59%
 -2.01%
2003
+19.89%
 -8.88%
+24.77%
 -4.07%
2002
+25.57%
 -6.72%
-5.65%
 -12.16%
2001
+0.75%
 -6.10%
-8.83%
 -13.08%
2000
-5.44%
 -9.93%
-4.89%
 -7.85%
1999
+0.85%
 -11.47%
+22.89%
 -3.20%
1998
-0.83%
 -12.01%
+16.75%
 -6.93%
1997
-21.41%
 -21.41%
-2.77%
 -7.06%
1996
-4.59%
 -8.95%
+4.67%
 -1.39%
1995
+0.98%
 -2.46%
+10.88%
 -4.80%
1994
-2.17%
 -3.91%
+2.94%
 -3.27%
1993
+17.68%
 -11.51%
+24.52%
 -6.35%
1992
-5.73%
 -6.97%
-4.11%
 -8.78%
1991
-8.56%
 -10.05%
+14.26%
 -5.21%
1990
-3.11%
 -15.14%
-11.99%
 -18.51%
1989
-2.84%
 -12.30%
+12.15%
 -3.14%
1988
-15.26%
 -18.05%
+18.91%
 -5.35%
1987
+24.53%
 -1.97%
+19.68%
 -8.82%
1986
+18.96%
 -8.14%
+44.57%
 -5.90%
1985
+6.00%
 -6.67%
+43.60%
 -0.36%