How every portfolio fared in the eurozone debt crisis
A sovereign-debt scare and a US downgrade cut the S&P 500 ~19% in months before a swift snap-back.
Window 2011-04-29 to 2012-03-13 · 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 | 40% gold tilt (40% gold · 40% equities · 20% cash) | +1.9% | −8.5% | 1.02× | 36 days | Read |
| 2 | 20% gold tilt (60% equities · 20% gold · 20% cash) | +1.2% | −11.5% | 1.01× | 4.0 months | Read |
| 3 | Permanent-style (25% gold · 25% equities · 25% cash · 25% commodities) | +0.7% | −5.8% | 1.01× | 4.2 months | Read |
| 4 | All equities (100% equities) | +0.3% | −20.3% | 1.00× | 5.3 months | Read |
| 5 | 60/40 (stocks/cash) (60% equities · 40% cash) | −0.1% | −12.9% | 1.00× | not recovered in window | Read |
| 6 | Tangible 60 (30% gold · 30% equities · 15% silver · 15% commodities · 10% cash) | −5.1% | −11.8% | 0.95× | not recovered in window | Read |
Across this window, 40% gold tilt preserved the most real value at +1.9%, while Tangible 60 did the worst at −5.1%. The shallowest real drawdown belonged to Permanent-style at −5.8%. 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