Gold vs Stocks/Bonds 40/60 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 40/60 Momentum Portfolio obtained a 7.77% compound annual return, with a 6.87% standard deviation, in the last 30 Years.

Summary

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Gold Portfolio Stocks/Bonds 40/60 Momentum Portfolio
Risk Very High Medium
Asset Allocation Stocks 0% 40%
Fixed Income 0% 60%
Commodities 100% 0%
30 Years Stats Return +5.37% +7.77%
Std Dev 15.53% 6.87%
Max Drawdown -42.91% -21.11%

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 40/60 Momentum Portfolio -2.58 -3.20 -3.55 +2.91 +5.58 +7.77 +9.57
(*) 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 40/60 Momentum Portfolio: an investment of 1000$, since June 1993, now would be worth 9435.68$, with a total return of 843.57% (7.77% 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 40/60 Momentum Portfolio: an investment of 1000$, since January 1982, now would be worth 44116.45$, with a total return of 4311.65% (9.57% annualized).

Drawdowns

Drawdown comparison chart since May 1993.

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Gold Portfolio
Stocks/Bonds 40/60 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
-21.11% Nov 2021 Sep 2022
-20.54% Nov 2007 Feb 2009
-18.08% Aug 2020 Oct 2022
-11.51% Aug 1993 Sep 1993
-8.64% Dec 2004 May 2005
-8.63% May 2006 Sep 2006
-8.48% Feb 2001 Sep 2002
-8.37% Dec 2009 Jan 2010
-8.31% Apr 2004 Apr 2004
-7.10% Feb 2020 Mar 2020
-6.38% Jan 2011 Jan 2011
-5.91% Feb 1994 Jun 1994
-5.89% Oct 2018 Dec 2018
-5.22% Jun 2009 Jun 2009
-5.09% Jul 2010 Jul 2010
-4.90% Jan 2004 Feb 2004
-4.20% May 2007 Jun 2007

Drawdown comparison chart since January 1982.

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Gold Portfolio
Stocks/Bonds 40/60 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
-21.11% Nov 2021 Sep 2022
-20.54% Nov 2007 Feb 2009
-20.13% Jan 1982 Jun 1982
-18.08% Aug 2020 Oct 2022
-13.77% Sep 1987 Nov 1987
-8.63% May 2006 Sep 2006
-8.48% Feb 2001 Sep 2002
-8.37% Dec 2009 Jan 2010
-7.10% Feb 2020 Mar 2020
-6.38% Jan 2011 Jan 2011
-6.28% Feb 1984 May 1984
-5.91% Feb 1994 Jun 1994
-5.89% Oct 2018 Dec 2018
-5.29% Aug 1990 Sep 1990
-5.22% Jun 2009 Jun 2009
-5.09% Jul 2010 Jul 2010
-4.37% Sep 1986 Sep 1986

Yearly Returns

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

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Year Gold Portfolio Stocks/Bonds 40/60 Momentum Portfolio
2023
 +7.47% -1.19%
2022
 -0.77% -15.17%
2021
 -4.15% +4.23%
2020
 +24.81% +16.57%
2019
 +17.86% +16.20%
2018
 -1.94% -0.73%
2017
 +12.81% +17.14%
2016
 +8.03% +3.51%
2015
 -10.67% +3.91%
2014
 -2.19% +9.34%
2013
 -28.33% +12.57%
2012
 +6.60% +7.87%
2011
 +9.57% +7.13%
2010
 +29.27% +10.93%
2009
 +24.03% +9.16%
2008
 +4.92% -12.27%
2007
 +30.45% +11.21%
2006
 +22.55% +6.78%
2005
 +17.76% +9.09%
2004
 +4.65% +9.22%
2003
 +19.89% +12.78%
2002
 +25.57% +0.04%
2001
 +0.75% -1.88%
2000
 -5.44% +2.99%
1999
 +0.85% +15.71%
1998
 -0.83% +24.65%
1997
 -21.41% +20.41%
1996
 -4.59% +14.08%
1995
 +0.98% +27.84%
1994
 -2.17% -2.03%
1993
 +17.68% +11.10%
1992
 -5.73% +6.01%
1991
 -8.56% +23.91%
1990
 -3.11% +5.79%
1989
 -2.84% +25.29%
1988
 -15.26% +7.24%
1987
 +24.53% +1.86%
1986
 +18.96% +18.14%
1985
 +6.00% +26.30%
1984
 -19.38% +8.68%
1983
 -16.31% +9.91%
1982
 +14.94% +30.86%