Tangible 60 portfolio

30% gold · 30% equities · 15% silver · 15% commodities · 10% cash · quarterly rebalance · physical coin costs applied · computed 2026-07-19 with the same engine the app runs.

Real return in each crisis window. Green preserved purchasing power; red lost it.

Crisis	Real return	Max drawdown	PP ratio	Recovery
The 2008 financial crisis	+29.5%	−31.9%	1.29×	22.0 months	Read
The 2020 COVID crash	+13.7%	−16.7%	1.14×	71 days	Read
The 1970s inflation decade	+154.6%	−30.1%	2.55×	3.1 years	Read
The dot-com bust	+27.1%	−20.9%	1.27×	15.1 months	Read
The Volcker double-dip	−42.0%	−43.7%	0.58×	not recovered in window	Read
The eurozone debt crisis	−5.1%	−11.8%	0.95×	not recovered in window	Read
The 2022 inflation and rate shock	−6.5%	−18.1%	0.93×	not recovered in window	Read
The 1987 crash	−17.9%	−18.0%	0.82×	not recovered in window	Read

Averaged across eight crises, a Tangible 60 portfolio returned +19.2% in real terms per window. Its best window was the 1970s inflation decade (+154.6%); its hardest was the Volcker double-dip (−42.0%), and the deepest real drawdown, −43.7%, came in the Volcker double-dip. Figures are real, after quarterly rebalancing and physical coin costs.

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Averages weight each crisis window equally; they summarize history, not a forecast. Sources and definitions: methodology.

Educational estimates, not financial advice