Gold vs Stocks/Bonds 40/60 Momentum 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 Stocks/Bonds 40/60 Momentum Portfolio obtained a 8.06% compound annual return, with a 7.02% standard deviation, in the last 30 Years.

Summary

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Gold Portfolio Stocks/Bonds 40/60 Momentum Portfolio
Portfolio Risk Very High Medium
Asset Allocation Stocks 0% 40%
Fixed Income 0% 60%
Commodities 100% 0%
30 Years Stats Return +5.46% +8.06%
Std Dev 15.44% 7.02%
Max Drawdown -42.91% -21.11%
All time Stats
(Since Jan 1982)
Return +3.76% +9.74%
Std Dev 15.91% 7.44%
Max Drawdown -48.99% -21.11%
Last Update: 29 February 2024

Historical Returns as of Feb 29, 2024

Comparison period starts from January 1982

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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 +3.76
Stocks/Bonds 40/60 Momentum Portfolio +3.33 +11.07 +14.70 +5.25 +6.03 +8.06 +9.74
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).

Stocks/Bonds 40/60 Momentum Portfolio: an investment of 1$, since March 1994, now would be worth 10.24$, with a total return of 923.96% (8.06% annualized).

Gold Portfolio: an investment of 1$, since January 1982, now would be worth 4.74$, with a total return of 373.64% (3.76% annualized).

Stocks/Bonds 40/60 Momentum Portfolio: an investment of 1$, since January 1982, now would be worth 50.38$, with a total return of 4937.68% (9.74% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Gold Portfolio
Stocks/Bonds 40/60 Momentum 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
-25.83% Mar 2008 Oct 2008 (8) May 2009 (15) 10.74
-21.11% Nov 2021 Sep 2022 (11) In progress (28) 14.51
-20.54% Nov 2007 Feb 2009 (16) Apr 2010 (30) 9.31
-18.08% Aug 2020 Oct 2022 (27) Nov 2023 (40) 8.45
-8.64% Dec 2004 May 2005 (6) Sep 2005 (10) 5.30
-8.63% May 2006 Sep 2006 (5) Feb 2007 (10) 4.31
-8.48% Feb 2001 Sep 2002 (20) May 2003 (28) 4.78
-8.37% Dec 2009 Jan 2010 (2) May 2010 (6) 5.13
-8.31% Apr 2004 Apr 2004 (1) Oct 2004 (7) 5.49
-7.10% Feb 2020 Mar 2020 (2) May 2020 (4) 3.36
-6.38% Jan 2011 Jan 2011 (1) Mar 2011 (3) 3.21
-5.89% Oct 2018 Dec 2018 (3) Mar 2019 (6) 3.46
-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
-4.90% Jan 2004 Feb 2004 (2) Mar 2004 (3) 3.15
-4.20% May 2007 Jun 2007 (2) Sep 2007 (5) 2.14
-4.18% May 2011 Jun 2011 (2) Jul 2011 (3) 2.27

Drawdown comparison chart since January 1982.

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Gold Portfolio
Stocks/Bonds 40/60 Momentum Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-48.99% Feb 1983 Aug 1999 (199) Dec 2005 (275) 29.65
-42.91% Sep 2011 Dec 2015 (52) Jul 2020 (107) 28.29
-25.83% Mar 2008 Oct 2008 (8) May 2009 (15) 10.74
-21.11% Nov 2021 Sep 2022 (11) In progress (28) 14.51
-20.54% Nov 2007 Feb 2009 (16) Apr 2010 (30) 9.31
-20.13% Jan 1982 Jun 1982 (6) Aug 1982 (8) 12.79
-18.08% Aug 2020 Oct 2022 (27) Nov 2023 (40) 8.45
-13.77% Sep 1987 Nov 1987 (3) Mar 1989 (19) 6.65
-8.63% May 2006 Sep 2006 (5) Feb 2007 (10) 4.31
-8.48% Feb 2001 Sep 2002 (20) May 2003 (28) 4.78
-8.37% Dec 2009 Jan 2010 (2) May 2010 (6) 5.13
-7.10% Feb 2020 Mar 2020 (2) May 2020 (4) 3.36
-6.38% Jan 2011 Jan 2011 (1) Mar 2011 (3) 3.21
-6.28% Feb 1984 May 1984 (4) Aug 1984 (7) 3.29
-5.91% Feb 1994 Jun 1994 (5) Feb 1995 (13) 3.86
-5.89% Oct 2018 Dec 2018 (3) Mar 2019 (6) 3.46
-5.29% Aug 1990 Sep 1990 (2) Dec 1990 (5) 3.29
-5.22% Jun 2009 Jun 2009 (1) Sep 2009 (4) 2.98
-5.09% Jul 2010 Jul 2010 (1) Aug 2010 (2) 2.94
-4.37% Sep 1986 Sep 1986 (1) Nov 1986 (3) 2.27

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%
+5.54%
0.00%
2023
+12.69%
-7.22%
+6.91%
-5.18%
2022
-0.77%
-15.91%
-15.17%
-19.48%
2021
-4.15%
-10.32%
+4.23%
-2.38%
2020
+24.81%
-10.12%
+16.57%
-7.10%
2019
+17.86%
-4.10%
+16.20%
-0.81%
2018
-1.94%
-11.66%
-0.73%
-5.89%
2017
+12.81%
-4.09%
+17.14%
0.00%
2016
+8.03%
-15.02%
+3.51%
-3.61%
2015
-10.67%
-17.81%
+3.91%
-2.95%
2014
-2.19%
-12.44%
+9.34%
-1.49%
2013
-28.33%
-28.33%
+12.57%
-1.74%
2012
+6.60%
-10.45%
+7.87%
-2.05%
2011
+9.57%
-14.48%
+7.13%
-3.62%
2010
+29.27%
-5.09%
+10.93%
-3.48%
2009
+24.03%
-7.20%
+9.16%
-9.41%
2008
+4.92%
-25.83%
-12.27%
-15.80%
2007
+30.45%
-4.20%
+11.21%
-0.82%
2006
+22.55%
-8.63%
+6.78%
-1.50%
2005
+17.76%
-4.91%
+9.09%
-0.93%
2004
+4.65%
-8.31%
+9.22%
-2.12%
2003
+19.89%
-8.88%
+12.78%
-1.27%
2002
+25.57%
-6.72%
+0.04%
-5.36%
2001
+0.75%
-6.10%
-1.88%
-6.89%
2000
-5.44%
-9.93%
+2.99%
-3.33%
1999
+0.85%
-11.47%
+15.71%
-1.69%
1998
-0.83%
-12.01%
+24.65%
-4.13%
1997
-21.41%
-21.41%
+20.41%
-2.69%
1996
-4.59%
-8.95%
+14.08%
-1.52%
1995
+0.98%
-2.46%
+27.84%
0.00%
1994
-2.17%
-3.91%
-2.03%
-5.91%
1993
+17.68%
-11.51%
+11.10%
-0.87%
1992
-5.73%
-6.97%
+6.01%
-2.11%
1991
-8.56%
-10.05%
+23.91%
-1.79%
1990
-3.11%
-15.14%
+5.79%
-5.29%
1989
-2.84%
-12.30%
+25.29%
-1.01%
1988
-15.26%
-18.05%
+7.24%
-2.95%
1987
+24.53%
-1.97%
+1.86%
-13.77%
1986
+18.96%
-8.14%
+18.14%
-4.37%
1985
+6.00%
-6.67%
+26.30%
-0.74%
1984
-19.38%
-21.80%
+8.68%
-6.28%
1983
-16.31%
-23.52%
+9.91%
-2.81%
1982
+14.94%
-20.13%
+30.86%
-1.48%