Gold vs US Stocks 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 US Stocks Momentum Portfolio obtained a 11.80% compound annual return, with a 15.15% standard deviation, in the last 30 Years.

Summary

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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

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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
US Stocks Momentum Portfolio -4.83 -10.25 -5.15 +5.61 +11.37 +11.80 +13.16
(*) 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).

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.

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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.

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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.

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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%