Last Update: 31 March 2024
The Developed World ex-US Stocks Portfolio obtained a 5.15% compound annual return, with a 16.50% standard deviation, in the last 30 Years.
The Gold Portfolio obtained a 5.69% compound annual return, with a 15.51% standard deviation, in the last 30 Years.
Summary
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| Developed World ex-US Stocks Portfolio | Gold Portfolio | ||
|---|---|---|---|
| Portfolio Risk | Very High | Very High | |
| Asset Allocation | Stocks | 100% | 0% |
| Fixed Income | 0% | 0% | |
| Commodities | 0% | 100% | |
| 30 Years Stats | Return | +5.15% | +5.69% |
| Std Dev | 16.50% | 15.51% | |
| Max Drawdown | -57.00% | -42.91% | |
| All time Stats (Since Jan 1970) |
Return | +8.27% | +7.78% |
| Std Dev | 17.12% | 19.37% | |
| Max Drawdown | -57.00% | -61.78% | |
| Last Update: 31 March 2024 | |||
Historical Returns as of Mar 31, 2024
Comparison period starts from January 1970
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| 1M | 6M | 1Y | 5Y | 10Y | 30Y | MAX | |
|---|---|---|---|---|---|---|---|
| Developed World ex-US Stocks Portfolio | +3.66 | +16.93 | +15.02 | +7.39 | +5.05 | +5.15 | +8.27 |
| Gold Portfolio | +8.67 | +19.99 | +12.28 | +11.01 | +5.23 | +5.69 | +7.78 |
| Return over 1 year are annualized. |
Capital Growth as of Mar 31, 2024
Developed World ex-US Stocks Portfolio: an investment of 1$, since April 1994,
now would be worth 4.52$, with a total return of 351.61%
(5.15% annualized).
Gold Portfolio: an investment of 1$, since April 1994, now would be worth 5.26$, with a total return of 425.67% (5.69% annualized).
Gold Portfolio: an investment of 1$, since April 1994, now would be worth 5.26$, with a total return of 425.67% (5.69% annualized).
Developed World ex-US Stocks Portfolio: an investment of 1$, since January 1970,
now would be worth 74.59$, with a total return of 7359.18%
(8.27% annualized).
Gold Portfolio: an investment of 1$, since January 1970, now would be worth 58.20$, with a total return of 5719.81% (7.78% annualized).
Gold Portfolio: an investment of 1$, since January 1970, now would be worth 58.20$, with a total return of 5719.81% (7.78% annualized).
Drawdowns
Drawdown comparison chart since April 1994.
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|
Developed World ex-US Stocks Portfolio
|
Gold Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -57.00% | Nov 2007 | Feb 2009 (16) | May 2014 (79) | 27.54 | |||||
| -48.19% | Jan 2000 | Mar 2003 (39) | Sep 2005 (69) | 26.73 | |||||
| -42.91% | Sep 2011 | Dec 2015 (52) | Jul 2020 (107) | 28.29 | |||||
| -37.17% | Feb 1996 | Aug 1999 (43) | Dec 2003 (95) | 24.75 | |||||
| -28.08% | Sep 2021 | Sep 2022 (13) | Feb 2024 (30) | 11.60 | |||||
| -25.83% | Mar 2008 | Oct 2008 (8) | May 2009 (15) | 10.74 | |||||
| -24.14% | Feb 2018 | Mar 2020 (26) | Nov 2020 (34) | 10.04 | |||||
| -18.08% | Aug 2020 | Oct 2022 (27) | Nov 2023 (40) | 8.45 | |||||
| -17.94% | Jul 2014 | Feb 2016 (20) | Apr 2017 (34) | 8.32 | |||||
| -14.47% | Jun 1998 | Sep 1998 (4) | Dec 1998 (7) | 7.17 | |||||
| -13.15% | Sep 1994 | Feb 1995 (6) | Mar 1996 (19) | 5.48 | |||||
| -11.23% | Aug 1997 | Dec 1997 (5) | Mar 1998 (8) | 6.96 | |||||
| -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 | |||||
| -6.38% | Jan 2011 | Jan 2011 (1) | Mar 2011 (3) | 3.21 | |||||
| -5.79% | May 1996 | Jan 1997 (9) | May 1997 (13) | 3.32 | |||||
| -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 1970.
Swipe left to see all data
|
Developed World ex-US Stocks Portfolio
|
Gold Portfolio
|
||||||||
|---|---|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
Drawdown | Start | Bottom Date (#Months) |
Recovery Date (#Months) |
Ulcer Index |
| -61.78% | Oct 1980 | Aug 1999 (227) | Apr 2007 (319) | 44.50 | |||||
| -57.00% | Nov 2007 | Feb 2009 (16) | May 2014 (79) | 27.54 | |||||
| -48.19% | Jan 2000 | Mar 2003 (39) | Sep 2005 (69) | 26.73 | |||||
| -44.24% | Jan 1975 | Aug 1976 (20) | Jul 1978 (43) | 22.42 | |||||
| -42.91% | Sep 2011 | Dec 2015 (52) | Jul 2020 (107) | 28.29 | |||||
| -41.73% | Jan 1973 | Sep 1974 (21) | Sep 1977 (57) | 16.13 | |||||
| -31.21% | Jan 1990 | Sep 1990 (9) | Jan 1994 (49) | 20.31 | |||||
| -28.08% | Sep 2021 | Sep 2022 (13) | Feb 2024 (30) | 11.60 | |||||
| -27.77% | Dec 1980 | Jul 1982 (20) | Mar 1983 (28) | 12.17 | |||||
| -27.31% | Jan 1970 | Jun 1970 (6) | Mar 1971 (15) | 15.11 | |||||
| -25.83% | Mar 2008 | Oct 2008 (8) | May 2009 (15) | 10.74 | |||||
| -24.27% | Feb 1980 | Mar 1980 (2) | Jun 1980 (5) | 14.98 | |||||
| -24.14% | Feb 2018 | Mar 2020 (26) | Nov 2020 (34) | 10.04 | |||||
| -20.49% | Jul 1973 | Oct 1973 (4) | Jan 1974 (7) | 13.59 | |||||
| -20.28% | Nov 1978 | Nov 1978 (1) | Feb 1979 (4) | 9.71 | |||||
| -18.08% | Aug 2020 | Oct 2022 (27) | Nov 2023 (40) | 8.45 | |||||
| -17.94% | Jul 2014 | Feb 2016 (20) | Apr 2017 (34) | 8.32 | |||||
| -16.62% | Apr 1974 | Jun 1974 (3) | Nov 1974 (8) | 9.02 | |||||
| -14.47% | Jun 1998 | Sep 1998 (4) | Dec 1998 (7) | 7.17 | |||||
| -13.46% | Sep 1987 | Oct 1987 (2) | Mar 1988 (7) | 8.36 | |||||
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.
The highlighted returns represent the highest values for that specific year.
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| Year | Return | Drawdown | Return | Drawdown |
|---|---|---|---|---|
| 2024 |
+5.35%
|
-1.09% |
+7.61%
|
-1.42% |
| 2023 |
+17.94%
|
-10.71% |
+12.69%
|
-7.22% |
| 2022 |
-15.36%
|
-27.52% |
-0.77%
|
-15.91% |
| 2021 |
+11.67%
|
-4.89% |
-4.15%
|
-10.32% |
| 2020 |
+9.74%
|
-23.99% |
+24.81%
|
-10.12% |
| 2019 |
+22.62%
|
-5.21% |
+17.86%
|
-4.10% |
| 2018 |
-14.75%
|
-18.62% |
-1.94%
|
-11.66% |
| 2017 |
+26.42%
|
0.00% |
+12.81%
|
-4.09% |
| 2016 |
+2.67%
|
-8.44% |
+8.03%
|
-15.02% |
| 2015 |
-0.38%
|
-12.39% |
-10.67%
|
-17.81% |
| 2014 |
-5.98%
|
-10.04% |
-2.19%
|
-12.44% |
| 2013 |
+21.83%
|
-5.66% |
-28.33%
|
-28.33% |
| 2012 |
+18.56%
|
-13.28% |
+6.60%
|
-10.45% |
| 2011 |
-12.30%
|
-23.95% |
+9.57%
|
-14.48% |
| 2010 |
+8.35%
|
-15.54% |
+29.27%
|
-5.09% |
| 2009 |
+27.49%
|
-22.68% |
+24.03%
|
-7.20% |
| 2008 |
-40.65%
|
-45.54% |
+4.92%
|
-25.83% |
| 2007 |
+11.15%
|
-6.29% |
+30.45%
|
-4.20% |
| 2006 |
+26.27%
|
-3.73% |
+22.55%
|
-8.63% |
| 2005 |
+13.60%
|
-4.72% |
+17.76%
|
-4.91% |
| 2004 |
+20.25%
|
-3.59% |
+4.65%
|
-8.31% |
| 2003 |
+38.67%
|
-8.24% |
+19.89%
|
-8.88% |
| 2002 |
-15.62%
|
-23.19% |
+25.57%
|
-6.72% |
| 2001 |
-21.94%
|
-26.63% |
+0.75%
|
-6.10% |
| 2000 |
-14.29%
|
-17.14% |
-5.44%
|
-9.93% |
| 1999 |
+37.96%
|
-4.28% |
+0.85%
|
-11.47% |
| 1998 |
+16.51%
|
-14.47% |
-0.83%
|
-12.01% |
| 1997 |
-1.39%
|
-11.23% |
-21.41%
|
-21.41% |
| 1996 |
+4.68%
|
-4.13% |
-4.59%
|
-8.95% |
| 1995 |
+3.98%
|
-8.89% |
+0.98%
|
-2.46% |
| 1994 |
+9.76%
|
-5.55% |
-2.17%
|
-3.91% |
| 1993 |
+29.92%
|
-10.94% |
+17.68%
|
-11.51% |
| 1992 |
-14.79%
|
-15.85% |
-5.73%
|
-6.97% |
| 1991 |
+9.48%
|
-9.97% |
-8.56%
|
-10.05% |
| 1990 |
-24.79%
|
-31.21% |
-3.11%
|
-15.14% |
| 1989 |
+12.85%
|
-7.94% |
-2.84%
|
-12.30% |
| 1988 |
+25.66%
|
-9.43% |
-15.26%
|
-18.05% |
| 1987 |
+30.48%
|
-13.46% |
+24.53%
|
-1.97% |
| 1986 |
+63.38%
|
-8.70% |
+18.96%
|
-8.14% |
| 1985 |
+56.04%
|
-1.19% |
+6.00%
|
-6.67% |
| 1984 |
+7.32%
|
-6.40% |
-19.38%
|
-21.80% |
| 1983 |
+23.61%
|
-3.06% |
-16.31%
|
-23.52% |
| 1982 |
-1.94%
|
-22.97% |
+14.94%
|
-20.13% |
| 1981 |
-2.36%
|
-10.87% |
-32.60%
|
-32.60% |
| 1980 |
+22.48%
|
-11.03% |
+15.19%
|
-24.27% |
| 1979 |
+4.69%
|
-8.91% |
+126.55%
|
-4.46% |
| 1978 |
+32.52%
|
-5.86% |
+37.01%
|
-20.28% |
| 1977 |
+17.99%
|
-2.80% |
+22.64%
|
-4.00% |
| 1976 |
+2.46%
|
-11.28% |
-4.10%
|
-25.85% |
| 1975 |
+35.29%
|
-12.20% |
-24.80%
|
-25.92% |
| 1974 |
-23.23%
|
-31.46% |
+66.15%
|
-16.62% |
| 1973 |
-14.99%
|
-16.30% |
+72.96%
|
-20.49% |
| 1972 |
+36.24%
|
-0.55% |
+49.02%
|
-6.88% |
| 1971 |
+29.49%
|
-3.82% |
+16.70%
|
-3.48% |
| 1970 |
-11.71%
|
-27.31% |
+6.16%
|
-1.56% |
