How every portfolio fared in the dot-com bust
The tech bubble unwound over ~2.5 years; the S&P 500 lost ~49% before a slow climb back by 2007.
Window 2000-03-24 to 2007-05-30 · six allocations · computed 2026-07-19 with the same engine the app runs. Ranked by real return, best first.
| # | Allocation | Real return | Max drawdown | PP ratio | Recovery | |
|---|---|---|---|---|---|---|
| 1 | Tangible 60 (30% gold · 30% equities · 15% silver · 15% commodities · 10% cash) | +27.1% | −20.9% | 1.27× | 15.1 months | Read |
| 2 | 40% gold tilt (40% gold · 40% equities · 20% cash) | +19.5% | −22.4% | 1.20× | 2.1 years | Read |
| 3 | Permanent-style (25% gold · 25% equities · 25% cash · 25% commodities) | +15.7% | −14.8% | 1.16× | 2.1 years | Read |
| 4 | 20% gold tilt (60% equities · 20% gold · 20% cash) | +2.9% | −33.5% | 1.03× | 4.3 years | Read |
| 5 | 60/40 (stocks/cash) (60% equities · 40% cash) | −7.0% | −33.4% | 0.93× | not recovered in window | Read |
| 6 | All equities (100% equities) | −17.1% | −52.0% | 0.83× | not recovered in window | Read |
Across this window, Tangible 60 preserved the most real value at +27.1%, while All equities did the worst at −17.1%. The shallowest real drawdown belonged to Permanent-style at −14.8%. Returns are real (CPI-deflated), after quarterly rebalancing and physical coin costs.
All crisis outcomes Mix profiles Test your own mix
Purchasing-power ratio is real terminal value ÷ real starting value: above 1.00× means the mix ended the window richer in real terms. Sources and definitions: methodology.
Educational estimates, not financial advice