How a Permanent-style portfolio fared in the 1987 crash

Permanent-style: 25% gold · 25% equities · 25% cash · 25% commodities · 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.

$6,574$10,000$10,0001987-08-251989-07-26

Solid: this portfolio, real (CPI-deflated) value of $10,000. Dashed: the all-equity baseline.

Total return (real)−7.5%
Total return (nominal)+0.7%
CAGR (real)−4.0%
Max drawdown (real)−9.7%
Recoverynot recovered in window
Purchasing-power ratio0.92×
Ulcer index7.3
Worst calendar year1988: +1.7%
Physical costs paid$211
Liquidation value$9,997

A $10,000 stake in a Permanent-style portfolio (25% gold · 25% equities · 25% cash · 25% commodities, rebalanced quarterly, physical costs on coins applied) entering the 1987 crash would have ended the window worth $9,246 in real, CPI-deflated terms: a real return of −7.5%. Along the way it fell at most 9.7% from its peak (not recovered in window), with an ulcer index of 7.3. The same stake in equities alone returned −7.8% real. This allocation beat it by 0.3 percentage points of purchasing power. Physical ownership (dealer spread, storage, insurance) cost $211 over the window.

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The link above prefills the allocation. Adjust weights, costs, and windows from there. Sources and formulas: methodology.

Educational estimates, not financial advice