How every portfolio fared in the 2008 financial crisis
Equity peak to full nominal recovery; the S&P 500 fell ~57% to the March 2009 trough.
Window 2007-10-09 to 2013-03-28 · 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) | +29.5% | −31.9% | 1.29× | 22.0 months | Read |
| 2 | 40% gold tilt (40% gold · 40% equities · 20% cash) | +24.3% | −28.8% | 1.24× | 16.8 months | Read |
| 3 | Permanent-style (25% gold · 25% equities · 25% cash · 25% commodities) | +15.6% | −19.9% | 1.16× | 17.7 months | Read |
| 4 | 20% gold tilt (60% equities · 20% gold · 20% cash) | +7.9% | −36.5% | 1.08× | 2.1 years | Read |
| 5 | 60/40 (stocks/cash) (60% equities · 40% cash) | −5.7% | −38.4% | 0.94× | not recovered in window | Read |
| 6 | All equities (100% equities) | −9.7% | −57.4% | 0.90× | not recovered in window | Read |
Across this window, Tangible 60 preserved the most real value at +29.5%, while All equities did the worst at −9.7%. The shallowest real drawdown belonged to Permanent-style at −19.9%. 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