Gold vs Stocks/Bonds 20/80 Momentum 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 Stocks/Bonds 20/80 Momentum Portfolio obtained a 6.10% compound annual return, with a 4.82% standard deviation, in the last 30 Years.

Summary

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Gold Portfolio Stocks/Bonds 20/80 Momentum Portfolio
Risk Very High Low
Asset Allocation Stocks 0% 20%
Fixed Income 0% 80%
Commodities 100% 0%
30 Years Stats Return +5.37% +6.10%
Std Dev 15.53% 4.82%
Max Drawdown -42.91% -17.91%

Last Update: 31 May 2023

Historical Returns as of May 31, 2023

Comparison period starts from January 1982

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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 +3.73
Stocks/Bonds 20/80 Momentum Portfolio -1.86 -0.82 -2.98 +1.89 +3.50 +6.10 +8.11
(*) 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).

Stocks/Bonds 20/80 Momentum Portfolio: an investment of 1000$, since June 1993, now would be worth 5905.99$, with a total return of 490.60% (6.10% annualized).

Gold Portfolio: an investment of 1000$, since January 1982, now would be worth 4561.53$, with a total return of 356.15% (3.73% annualized).

Stocks/Bonds 20/80 Momentum Portfolio: an investment of 1000$, since January 1982, now would be worth 25290.38$, with a total return of 2429.04% (8.11% annualized).

Drawdowns

Drawdown comparison chart since May 1993.

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Gold Portfolio
Stocks/Bonds 20/80 Momentum 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
-18.08% Aug 2020 Oct 2022
-17.91% Nov 2021 Sep 2022
-11.51% Aug 1993 Sep 1993
-9.00% Jan 2008 Oct 2008
-8.64% Dec 2004 May 2005
-8.63% May 2006 Sep 2006
-8.37% Dec 2009 Jan 2010
-8.31% Apr 2004 Apr 2004
-6.38% Jan 2011 Jan 2011
-5.46% Feb 1994 Jun 1994
-5.22% Jun 2009 Jun 2009
-5.09% Jul 2010 Jul 2010
-4.90% Jan 2004 Feb 2004
-4.20% May 2007 Jun 2007
-4.18% May 2011 Jun 2011
-3.64% Aug 2016 Nov 2016
-3.46% Feb 2020 Mar 2020

Drawdown comparison chart since January 1982.

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Gold Portfolio
Stocks/Bonds 20/80 Momentum Portfolio
Drawdown Start Bottom Drawdown Start Bottom
-48.99% Feb 1983 Aug 1999
-42.91% Sep 2011 Dec 2015
-25.83% Mar 2008 Oct 2008
-20.13% Jan 1982 Jun 1982
-18.08% Aug 2020 Oct 2022
-17.91% Nov 2021 Sep 2022
-9.00% Jan 2008 Oct 2008
-8.63% May 2006 Sep 2006
-8.37% Dec 2009 Jan 2010
-6.53% Sep 1987 Nov 1987
-6.38% Jan 2011 Jan 2011
-5.47% Feb 1984 May 1984
-5.46% Feb 1994 Jun 1994
-5.22% Jun 2009 Jun 2009
-5.09% Jul 2010 Jul 2010
-4.20% May 2007 Jun 2007
-4.18% May 2011 Jun 2011
-3.64% Aug 2016 Nov 2016
-3.52% Sep 1982 Sep 1982
-3.46% Feb 2020 Mar 2020

Yearly Returns

Yearly return comparison. Common historical serie start from January 1982.

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Year Gold Portfolio Stocks/Bonds 20/80 Momentum Portfolio
2023
 +7.47% +0.61%
2022
 -0.77% -14.14%
2021
 -4.15% +1.18%
2020
 +24.81% +12.14%
2019
 +17.86% +12.52%
2018
 -1.94% -0.42%
2017
 +12.81% +10.35%
2016
 +8.03% +3.02%
2015
 -10.67% +2.23%
2014
 -2.19% +7.58%
2013
 -28.33% +5.23%
2012
 +6.60% +5.51%
2011
 +9.57% +7.52%
2010
 +29.27% +8.56%
2009
 +24.03% +6.40%
2008
 +4.92% -2.70%
2007
 +30.45% +9.07%
2006
 +22.55% +5.53%
2005
 +17.76% +5.74%
2004
 +4.65% +6.73%
2003
 +19.89% +8.38%
2002
 +25.57% +4.15%
2001
 +0.75% +3.27%
2000
 -5.44% +7.19%
1999
 +0.85% +7.48%
1998
 -0.83% +16.62%
1997
 -21.41% +14.93%
1996
 -4.59% +8.83%
1995
 +0.98% +23.01%
1994
 -2.17% -2.34%
1993
 +17.68% +10.39%
1992
 -5.73% +6.58%
1991
 -8.56% +19.58%
1990
 -3.11% +7.22%
1989
 -2.84% +19.47%
1988
 -15.26% +7.30%
1987
 +24.53% +1.70%
1986
 +18.96% +16.62%
1985
 +6.00% +24.27%
1984
 -19.38% +11.85%
1983
 -16.31% +7.57%
1982
 +14.94% +31.00%