How an all-equity portfolio fared in the 1987 crash
All equities: 100% equities · quarterly rebalance · physical costs on (coins) · window 1987-08-25 to 1989-07-26 · computed 2026-07-13 with the same engine the app runs.
Solid: this portfolio, real (CPI-deflated) value of $10,000.
| Total return (real) | −7.8% |
|---|---|
| Total return (nominal) | +0.4% |
| CAGR (real) | −4.2% |
| Max drawdown (real) | −34.3% |
| Recovery | not recovered in window |
| Purchasing-power ratio | 0.92× |
| Ulcer index | 21.5 |
| Worst calendar year | 1988: +12.4% |
| Physical costs paid | $0 |
| Liquidation value | $10,038 |
A $10,000 stake in an all-equity portfolio (100% equities, rebalanced quarterly, physical costs on coins applied) entering the 1987 crash would have ended the window worth $9,216 in real, CPI-deflated terms: a real return of −7.8%. Along the way it fell at most 34.3% from its peak (not recovered in window), with an ulcer index of 21.5. This allocation carries no physical sleeves, so no ownership costs applied.
Open this portfolio in the stress-tester More scenarios
The link above prefills the allocation. Adjust weights, costs, and windows from there. Sources and formulas: methodology.
Educational estimates, not financial advice