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 US Stocks Momentum Portfolio obtained a 11.80% compound annual return, with a 15.15% standard deviation, in the last 30 Years.
Summary
Gold Portfolio | US Stocks Momentum Portfolio | ||
---|---|---|---|
Risk | Very High | Very High | |
Asset Allocation | Stocks | 0% | 100% |
Fixed Income | 0% | 0% | |
Commodities | 100% | 0% | |
30 Years Stats | Return | +5.37% | +11.80% |
Std Dev | 15.53% | 15.15% | |
Max Drawdown | -42.91% | -53.85% |
Last Update: 31 May 2023
Historical Returns as of May 31, 2023
Comparison period starts from January 1982
1M | 6M | 1Y | 5Y(*) | 10Y(*) | 30Y(*) | MAX(*) | |
---|---|---|---|---|---|---|---|
Gold Portfolio | -1.34 | +10.62 | +6.53 | +8.17 | +3.13 | +5.37 | +3.73 |
US Stocks Momentum Portfolio | -4.83 | -10.25 | -5.15 | +5.61 | +11.37 | +11.80 | +13.16 |
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).
US Stocks Momentum Portfolio: an investment of 1000$, since June 1993, now would be worth 28357.86$, with a total return of 2735.79% (11.80% 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).
US Stocks Momentum Portfolio: an investment of 1000$, since January 1982, now would be worth 167305.27$, with a total return of 16630.53% (13.16% annualized).
Drawdowns
Drawdown comparison chart since May 1993.
Gold Portfolio |
US Stocks Momentum Portfolio |
||||
---|---|---|---|---|---|
Drawdown | Start | Bottom | Drawdown | Start | Bottom |
-53.85% | Nov 2007 | Feb 2009 | |||
-43.19% | Sep 2000 | Sep 2002 | |||
-42.91% | Sep 2011 | Dec 2015 | |||
-37.17% | Feb 1996 | Aug 1999 | |||
-30.16% | Nov 2021 | Sep 2022 | |||
-25.83% | Mar 2008 | Oct 2008 | |||
-18.08% | Aug 2020 | Oct 2022 | |||
-17.90% | Feb 2020 | Mar 2020 | |||
-15.44% | Oct 2018 | Dec 2018 | |||
-11.51% | Aug 1993 | Sep 1993 | |||
-11.51% | Aug 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 | |||
-7.82% | Sep 2020 | Oct 2020 | |||
-7.78% | Aug 2015 | Sep 2015 | |||
-7.23% | Feb 1994 | Jun 1994 | |||
-6.40% | Jan 2000 | Feb 2000 | |||
-6.38% | Jan 2011 | Jan 2011 |
Drawdown comparison chart since January 1982.
Gold Portfolio |
US Stocks Momentum Portfolio |
||||
---|---|---|---|---|---|
Drawdown | Start | Bottom | Drawdown | Start | Bottom |
-53.85% | Nov 2007 | Feb 2009 | |||
-48.99% | Feb 1983 | Aug 1999 | |||
-43.19% | Sep 2000 | Sep 2002 | |||
-42.91% | Sep 2011 | Dec 2015 | |||
-30.55% | Sep 1987 | Nov 1987 | |||
-30.16% | Nov 2021 | Sep 2022 | |||
-25.83% | Mar 2008 | Oct 2008 | |||
-20.13% | Jan 1982 | Jun 1982 | |||
-18.08% | Aug 2020 | Oct 2022 | |||
-17.90% | Feb 2020 | Mar 2020 | |||
-15.44% | Oct 2018 | Dec 2018 | |||
-12.56% | Jun 1990 | Sep 1990 | |||
-12.00% | Jul 1983 | Jul 1984 | |||
-11.51% | Aug 1998 | Aug 1998 | |||
-8.63% | May 2006 | Sep 2006 | |||
-8.37% | Dec 2009 | Jan 2010 | |||
-7.82% | Sep 2020 | Oct 2020 | |||
-7.79% | Sep 1986 | Sep 1986 | |||
-7.78% | Aug 2015 | Sep 2015 | |||
-7.23% | Feb 1994 | Jun 1994 |
Yearly Returns
Yearly return comparison. Common historical serie start from January 1982.
Year | Gold Portfolio | US Stocks Momentum Portfolio |
---|---|---|
2023 |
+7.47% | -6.59% |
2022 |
-0.77% | -18.26% |
2021 |
-4.15% | +13.37% |
2020 |
+24.81% | +29.85% |
2019 |
+17.86% | +27.26% |
2018 |
-1.94% | -1.66% |
2017 |
+12.81% | +37.50% |
2016 |
+8.03% | +5.00% |
2015 |
-10.67% | +8.93% |
2014 |
-2.19% | +14.61% |
2013 |
-28.33% | +34.58% |
2012 |
+6.60% | +14.94% |
2011 |
+9.57% | +5.93% |
2010 |
+29.27% | +18.02% |
2009 |
+24.03% | +17.45% |
2008 |
+4.92% | -40.96% |
2007 |
+30.45% | +17.64% |
2006 |
+22.55% | +10.56% |
2005 |
+17.76% | +19.14% |
2004 |
+4.65% | +16.70% |
2003 |
+19.89% | +25.99% |
2002 |
+25.57% | -12.28% |
2001 |
+0.75% | -17.35% |
2000 |
-5.44% | -9.61% |
1999 |
+0.85% | +40.42% |
1998 |
-0.83% | +48.76% |
1997 |
-21.41% | +36.86% |
1996 |
-4.59% | +29.83% |
1995 |
+0.98% | +42.32% |
1994 |
-2.17% | -1.09% |
1993 |
+17.68% | +13.22% |
1992 |
-5.73% | +4.32% |
1991 |
-8.56% | +36.90% |
1990 |
-3.11% | +1.49% |
1989 |
-2.84% | +42.76% |
1988 |
-15.26% | +7.07% |
1987 |
+24.53% | +2.34% |
1986 |
+18.96% | +22.70% |
1985 |
+6.00% | +32.38% |
1984 |
-19.38% | -0.83% |
1983 |
-16.31% | +16.95% |
1982 |
+14.94% | +30.44% |