Gold vs Andrew Tobias 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 Andrew Tobias Portfolio obtained a 6.49% compound annual return, with a 9.95% standard deviation, in the last 30 Years.

Summary

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Gold Portfolio Andrew Tobias Portfolio
Portfolio Risk Very High High
Asset Allocation Stocks 0% 66.67%
Fixed Income 0% 33.33%
Commodities 100% 0%
30 Years Stats Return +5.46% +6.49%
Std Dev 15.44% 9.95%
Max Drawdown -42.91% -36.42%
All time Stats
(Since Jan 1970)
Return +7.63% +8.67%
Std Dev 19.36% 10.42%
Max Drawdown -61.78% -36.42%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1970

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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 +7.63
Andrew Tobias Portfolio +2.64 +8.54 +15.82 +7.46 +5.94 +6.49 +8.67
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).

Andrew Tobias Portfolio: an investment of 1$, since March 1994, now would be worth 6.59$, with a total return of 558.84% (6.49% annualized).

Gold Portfolio: an investment of 1$, since January 1970, now would be worth 53.56$, with a total return of 5255.57% (7.63% annualized).

Andrew Tobias Portfolio: an investment of 1$, since January 1970, now would be worth 90.43$, with a total return of 8942.74% (8.67% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Gold Portfolio
Andrew Tobias 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
-36.42% Nov 2007 Feb 2009 (16) Apr 2011 (42) 16.59
-25.91% Apr 2000 Sep 2002 (30) Oct 2004 (55) 13.82
-25.83% Mar 2008 Oct 2008 (8) May 2009 (15) 10.74
-18.85% Jan 2022 Sep 2022 (9) Dec 2023 (24) 9.07
-18.08% Aug 2020 Oct 2022 (27) Nov 2023 (40) 8.45
-13.71% Jan 2020 Mar 2020 (3) Aug 2020 (8) 6.18
-13.69% May 2011 Sep 2011 (5) Dec 2012 (20) 5.66
-9.73% Jul 1998 Aug 1998 (2) Nov 1998 (5) 5.25
-8.88% Feb 2018 Dec 2018 (11) Apr 2019 (15) 3.57
-8.81% Jun 2015 Feb 2016 (9) Dec 2016 (19) 4.04
-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

Drawdown comparison chart since January 1970.

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Gold Portfolio
Andrew Tobias Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-61.78% Oct 1980 Aug 1999 (227) Apr 2007 (319) 44.50
-44.24% Jan 1975 Aug 1976 (20) Jul 1978 (43) 22.42
-42.91% Sep 2011 Dec 2015 (52) Jul 2020 (107) 28.29
-36.42% Nov 2007 Feb 2009 (16) Apr 2011 (42) 16.59
-29.06% Jan 1973 Sep 1974 (21) Jun 1975 (30) 13.36
-25.91% Apr 2000 Sep 2002 (30) Oct 2004 (55) 13.82
-25.83% Mar 2008 Oct 2008 (8) May 2009 (15) 10.74
-24.27% Feb 1980 Mar 1980 (2) Jun 1980 (5) 14.98
-20.49% Jul 1973 Oct 1973 (4) Jan 1974 (7) 13.59
-20.28% Nov 1978 Nov 1978 (1) Feb 1979 (4) 9.71
-18.85% Jan 2022 Sep 2022 (9) Dec 2023 (24) 9.07
-18.08% Aug 2020 Oct 2022 (27) Nov 2023 (40) 8.45
-16.62% Apr 1974 Jun 1974 (3) Nov 1974 (8) 9.02
-14.84% Mar 1970 Jun 1970 (4) Dec 1970 (10) 7.99
-14.68% Sep 1987 Nov 1987 (3) Nov 1988 (15) 6.82
-13.71% Jan 2020 Mar 2020 (3) Aug 2020 (8) 6.18
-13.69% May 2011 Sep 2011 (5) Dec 2012 (20) 5.66
-12.76% Jan 1990 Sep 1990 (9) Feb 1991 (14) 6.48
-10.17% Dec 1981 Jul 1982 (8) Oct 1982 (11) 6.08
-9.73% Jul 1998 Aug 1998 (2) Nov 1998 (5) 5.25

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%
+2.98%
0.00%
2023
+12.69%
-7.22%
+16.14%
-6.52%
2022
-0.77%
-15.91%
-12.58%
-18.85%
2021
-4.15%
-10.32%
+12.14%
-2.75%
2020
+24.81%
-10.12%
+10.55%
-13.71%
2019
+17.86%
-4.10%
+18.69%
-3.79%
2018
-1.94%
-11.66%
-5.85%
-8.88%
2017
+12.81%
-4.09%
+15.52%
0.00%
2016
+8.03%
-15.02%
+5.01%
-4.55%
2015
-10.67%
-17.81%
-0.07%
-7.19%
2014
-2.19%
-12.44%
+2.26%
-2.72%
2013
-28.33%
-28.33%
+18.36%
-1.78%
2012
+6.60%
-10.45%
+11.85%
-6.75%
2011
+9.57%
-14.48%
-3.28%
-13.69%
2010
+29.27%
-5.09%
+9.28%
-8.62%
2009
+24.03%
-7.20%
+18.73%
-13.67%
2008
+4.92%
-25.83%
-23.80%
-25.97%
2007
+30.45%
-4.20%
+7.55%
-3.36%
2006
+22.55%
-8.63%
+15.13%
-2.38%
2005
+17.76%
-4.91%
+7.05%
-2.58%
2004
+4.65%
-8.31%
+10.80%
-2.56%
2003
+19.89%
-8.88%
+24.42%
-3.85%
2002
+25.57%
-6.72%
-9.29%
-13.73%
2001
+0.75%
-6.10%
-8.37%
-14.61%
2000
-5.44%
-9.93%
-5.34%
-8.80%
1999
+0.85%
-11.47%
+21.21%
-2.27%
1998
-0.83%
-12.01%
+15.71%
-9.73%
1997
-21.41%
-21.41%
+12.04%
-3.41%
1996
-4.59%
-8.95%
+10.01%
-2.86%
1995
+0.98%
-2.46%
+17.29%
-0.92%
1994
-2.17%
-3.91%
+3.04%
-3.64%
1993
+17.68%
-11.51%
+15.62%
-4.17%
1992
-5.73%
-6.97%
+0.36%
-4.79%
1991
-8.56%
-10.05%
+17.79%
-3.72%
1990
-3.11%
-15.14%
-6.98%
-12.76%
1989
-2.84%
-12.30%
+17.49%
-1.63%
1988
-15.26%
-18.05%
+16.22%
-2.96%
1987
+24.53%
-1.97%
+12.63%
-14.68%
1986
+18.96%
-8.14%
+29.43%
-4.56%
1985
+6.00%
-6.67%
+33.71%
-1.51%
1984
-19.38%
-21.80%
+7.84%
-4.83%
1983
-16.31%
-23.52%
+18.09%
-2.37%
1982
+14.94%
-20.13%
+13.56%
-8.27%
1981
-32.60%
-32.60%
+2.58%
-7.29%
1980
+15.19%
-24.27%
+21.48%
-8.62%
1979
+126.55%
-4.46%
+12.34%
-6.12%
1978
+37.01%
-20.28%
+14.77%
-6.05%
1977
+22.64%
-4.00%
+5.85%
-2.57%
1976
-4.10%
-25.85%
+12.36%
-3.09%
1975
-24.80%
-25.92%
+27.33%
-9.00%
1974
+66.15%
-16.62%
-14.69%
-21.74%
1973
+72.96%
-20.49%
-9.53%
-10.02%
1972
+49.02%
-6.88%
+19.26%
-0.92%
1971
+16.70%
-3.48%
+18.25%
-5.07%
1970
+6.16%
-1.56%
+2.21%
-14.84%