Gold vs Larry Swedroe Eliminate Fat Tails Portfolio Comparison

Last Update: 31 May 2023

The Gold Portfolio obtained a 5.37% compound annual return, with a 15.53% standard deviation, in the last 30 Years.

The Larry Swedroe Eliminate Fat Tails Portfolio obtained a 5.59% compound annual return, with a 6.36% standard deviation, in the last 30 Years.

Summary

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Gold Portfolio Larry Swedroe Eliminate Fat Tails Portfolio
Risk Very High Medium
Asset Allocation Stocks 0% 30%
Fixed Income 0% 70%
Commodities 100% 0%
30 Years Stats Return +5.37% +5.59%
Std Dev 15.53% 6.36%
Max Drawdown -42.91% -18.42%

Last Update: 31 May 2023

Historical Returns as of May 31, 2023

Comparison period starts from January 1985

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1M 6M 1Y 5Y(*) 10Y(*) 30Y(*) MAX(*)
Gold Portfolio -1.34 +10.62 +6.53 +8.17 +3.13 +5.37 +4.72
Larry Swedroe Eliminate Fat Tails Portfolio -1.08 -0.56 -3.05 +1.85 +2.63 +5.59 +7.16
(*) Returns over 1 year are annualized

Capital Growth as of May 31, 2023

Gold Portfolio: an investment of 1000$, since June 1993, now would be worth 4803.84$, with a total return of 380.38% (5.37% annualized).

Larry Swedroe Eliminate Fat Tails Portfolio: an investment of 1000$, since June 1993, now would be worth 5110.24$, with a total return of 411.02% (5.59% annualized).

Gold Portfolio: an investment of 1000$, since January 1985, now would be worth 5881.31$, with a total return of 488.13% (4.72% annualized).

Larry Swedroe Eliminate Fat Tails Portfolio: an investment of 1000$, since January 1985, now would be worth 14242.44$, with a total return of 1324.24% (7.16% annualized).

Drawdowns

Drawdown comparison chart since May 1993.

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Gold Portfolio
Larry Swedroe Eliminate Fat Tails Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-42.91% Sep 2011 Dec 2015
-37.17% Feb 1996 Aug 1999
-25.83% Mar 2008 Oct 2008
-18.42% Jun 2008 Feb 2009
-18.08% Aug 2020 Oct 2022
-12.62% Jan 2022 Sep 2022
-11.51% Aug 1993 Sep 1993
-8.68% May 1998 Aug 1998
-8.64% Dec 2004 May 2005
-8.63% May 2006 Sep 2006
-8.37% Dec 2009 Jan 2010
-8.31% Apr 2004 Apr 2004
-7.91% Jan 2020 Mar 2020
-7.61% Feb 1994 Jun 1994
-6.64% May 2015 Jan 2016
-6.38% Jan 2011 Jan 2011
-6.05% Aug 2011 Sep 2011
-5.32% Sep 2018 Dec 2018
-5.22% Jun 2009 Jun 2009
-5.09% Jul 2010 Jul 2010

Drawdown comparison chart since January 1985.

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Gold Portfolio
Larry Swedroe Eliminate Fat Tails Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-48.26% Dec 1987 Aug 1999
-42.91% Sep 2011 Dec 2015
-25.83% Mar 2008 Oct 2008
-18.42% Jun 2008 Feb 2009
-18.08% Aug 2020 Oct 2022
-13.68% Mar 1987 Nov 1987
-12.62% Jan 2022 Sep 2022
-8.81% Aug 1990 Sep 1990
-8.68% May 1998 Aug 1998
-8.63% May 2006 Sep 2006
-8.37% Dec 2009 Jan 2010
-8.14% Oct 1986 Dec 1986
-7.91% Jan 2020 Mar 2020
-7.61% Feb 1994 Jun 1994
-6.67% Jan 1985 Feb 1985
-6.64% May 2015 Jan 2016
-6.38% Jan 2011 Jan 2011
-6.05% Aug 2011 Sep 2011
-5.32% Sep 2018 Dec 2018
-5.22% Jun 2009 Jun 2009

Yearly Returns

Yearly return comparison. Common historical serie start from January 1985.

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Year Gold Portfolio Larry Swedroe Eliminate Fat Tails Portfolio
2023
 +7.47% +1.09%
2022
 -0.77% -9.61%
2021
 -4.15% +5.40%
2020
 +24.81% +8.18%
2019
 +17.86% +9.79%
2018
 -1.94% -3.46%
2017
 +12.81% +8.83%
2016
 +8.03% +7.30%
2015
 -10.67% -3.40%
2014
 -2.19% +1.52%
2013
 -28.33% +2.64%
2012
 +6.60% +7.53%
2011
 +9.57% +1.93%
2010
 +29.27% +8.60%
2009
 +24.03% +17.45%
2008
 +4.92% -11.49%
2007
 +30.45% +10.73%
2006
 +22.55% +8.72%
2005
 +17.76% +7.94%
2004
 +4.65% +10.37%
2003
 +19.89% +17.58%
2002
 +25.57% +3.12%
2001
 +0.75% +4.53%
2000
 -5.44% +3.70%
1999
 +0.85% +12.78%
1998
 -0.83% +1.83%
1997
 -21.41% +7.45%
1996
 -4.59% +7.38%
1995
 +0.98% +14.41%
1994
 -2.17% -3.92%
1993
 +17.68% +24.39%
1992
 -5.73% +5.38%
1991
 -8.56% +32.01%
1990
 -3.11% +2.61%
1989
 -2.84% +26.09%
1988
 -15.26% +13.59%
1987
 +24.53% -6.14%
1986
 +18.96% +11.79%
1985
 +6.00% +21.01%