Gold vs US Stocks 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 US Stocks Momentum Portfolio obtained a 12.68% compound annual return, with a 15.38% standard deviation, in the last 30 Years.

Summary

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Gold Portfolio US Stocks Momentum Portfolio
Portfolio Risk Very High Very High
Asset Allocation Stocks 0% 100%
Fixed Income 0% 0%
Commodities 100% 0%
30 Years Stats Return +5.46% +12.68%
Std Dev 15.44% 15.38%
Max Drawdown -42.91% -53.85%
All time Stats
(Since Jan 1982)
Return +3.76% +13.73%
Std Dev 15.91% 15.39%
Max Drawdown -48.99% -53.85%
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
US Stocks Momentum Portfolio +10.00 +24.44 +32.84 +12.02 +12.68 +12.68 +13.73
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).

US Stocks Momentum Portfolio: an investment of 1$, since March 1994, now would be worth 35.91$, with a total return of 3491.37% (12.68% 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).

US Stocks Momentum Portfolio: an investment of 1$, since January 1982, now would be worth 227.06$, with a total return of 22606.23% (13.73% annualized).

Drawdowns

Drawdown comparison chart since March 1994.

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Gold Portfolio
US Stocks Momentum Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-53.85% Nov 2007 Feb 2009 (16) Jan 2013 (63) 26.01
-43.19% Sep 2000 Sep 2002 (25) Jul 2005 (59) 24.89
-42.91% Sep 2011 Dec 2015 (52) Jul 2020 (107) 28.29
-37.17% Feb 1996 Aug 1999 (43) Dec 2003 (95) 24.75
-30.16% Nov 2021 Sep 2022 (11) In progress (28) 20.43
-25.83% Mar 2008 Oct 2008 (8) May 2009 (15) 10.74
-18.08% Aug 2020 Oct 2022 (27) Nov 2023 (40) 8.45
-17.90% Feb 2020 Mar 2020 (2) Jun 2020 (5) 8.65
-15.44% Oct 2018 Dec 2018 (3) Jun 2019 (9) 7.83
-11.51% Aug 1998 Aug 1998 (1) Oct 1998 (3) 6.32
-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
-7.82% Sep 2020 Oct 2020 (2) Nov 2020 (3) 4.35
-7.78% Aug 2015 Sep 2015 (2) May 2016 (10) 3.71
-6.40% Jan 2000 Feb 2000 (2) Mar 2000 (3) 4.05
-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

Drawdown comparison chart since January 1982.

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Gold Portfolio
US Stocks Momentum Portfolio
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
Drawdown Start Bottom
Date (#Months)
Recovery
Date (#Months)
Ulcer
Index
-53.85% Nov 2007 Feb 2009 (16) Jan 2013 (63) 26.01
-48.99% Feb 1983 Aug 1999 (199) Dec 2005 (275) 29.65
-43.19% Sep 2000 Sep 2002 (25) Jul 2005 (59) 24.89
-42.91% Sep 2011 Dec 2015 (52) Jul 2020 (107) 28.29
-30.55% Sep 1987 Nov 1987 (3) Jul 1989 (23) 18.49
-30.16% Nov 2021 Sep 2022 (11) In progress (28) 20.43
-25.83% Mar 2008 Oct 2008 (8) May 2009 (15) 10.74
-20.13% Jan 1982 Jun 1982 (6) Aug 1982 (8) 12.79
-18.08% Aug 2020 Oct 2022 (27) Nov 2023 (40) 8.45
-17.90% Feb 2020 Mar 2020 (2) Jun 2020 (5) 8.65
-15.44% Oct 2018 Dec 2018 (3) Jun 2019 (9) 7.83
-12.56% Jun 1990 Sep 1990 (4) Jan 1991 (8) 7.07
-12.00% Jul 1983 Jul 1984 (13) Jan 1985 (19) 5.40
-11.51% Aug 1998 Aug 1998 (1) Oct 1998 (3) 6.32
-8.63% May 2006 Sep 2006 (5) Feb 2007 (10) 4.31
-8.37% Dec 2009 Jan 2010 (2) May 2010 (6) 5.13
-7.82% Sep 2020 Oct 2020 (2) Nov 2020 (3) 4.35
-7.79% Sep 1986 Sep 1986 (1) Nov 1986 (3) 4.08
-7.78% Aug 2015 Sep 2015 (2) May 2016 (10) 3.71
-7.23% Feb 1994 Jun 1994 (5) Feb 1995 (13) 4.25

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%
+16.14%
0.00%
2023
+12.69%
-7.22%
+9.16%
-6.59%
2022
-0.77%
-15.91%
-18.26%
-26.94%
2021
-4.15%
-10.32%
+13.37%
-4.41%
2020
+24.81%
-10.12%
+29.85%
-17.90%
2019
+17.86%
-4.10%
+27.26%
-2.20%
2018
-1.94%
-11.66%
-1.66%
-15.44%
2017
+12.81%
-4.09%
+37.50%
0.00%
2016
+8.03%
-15.02%
+5.00%
-5.03%
2015
-10.67%
-17.81%
+8.93%
-7.78%
2014
-2.19%
-12.44%
+14.61%
-4.38%
2013
-28.33%
-28.33%
+34.58%
-2.81%
2012
+6.60%
-10.45%
+14.94%
-6.80%
2011
+9.57%
-14.48%
+5.93%
-14.50%
2010
+29.27%
-5.09%
+18.02%
-12.13%
2009
+24.03%
-7.20%
+17.45%
-19.56%
2008
+4.92%
-25.83%
-40.96%
-41.23%
2007
+30.45%
-4.20%
+17.64%
-2.82%
2006
+22.55%
-8.63%
+10.56%
-3.64%
2005
+17.76%
-4.91%
+19.14%
-1.25%
2004
+4.65%
-8.31%
+16.70%
-2.66%
2003
+19.89%
-8.88%
+25.99%
-4.14%
2002
+25.57%
-6.72%
-12.28%
-22.85%
2001
+0.75%
-6.10%
-17.35%
-26.75%
2000
-5.44%
-9.93%
-9.61%
-13.35%
1999
+0.85%
-11.47%
+40.42%
-1.57%
1998
-0.83%
-12.01%
+48.76%
-11.51%
1997
-21.41%
-21.41%
+36.86%
-4.89%
1996
-4.59%
-8.95%
+29.83%
-3.81%
1995
+0.98%
-2.46%
+42.32%
-0.02%
1994
-2.17%
-3.91%
-1.09%
-7.23%
1993
+17.68%
-11.51%
+13.22%
-2.14%
1992
-5.73%
-6.97%
+4.32%
-3.35%
1991
-8.56%
-10.05%
+36.90%
-4.00%
1990
-3.11%
-15.14%
+1.49%
-12.56%
1989
-2.84%
-12.30%
+42.76%
-1.57%
1988
-15.26%
-18.05%
+7.07%
-5.33%
1987
+24.53%
-1.97%
+2.34%
-30.55%
1986
+18.96%
-8.14%
+22.70%
-7.79%
1985
+6.00%
-6.67%
+32.38%
-3.74%
1984
-19.38%
-21.80%
-0.83%
-10.30%
1983
-16.31%
-23.52%
+16.95%
-3.61%
1982
+14.94%
-20.13%
+30.44%
-4.93%