How a Tangible 60 portfolio fared in the 1987 crash
Tangible 60: 30% gold · 30% equities · 15% silver · 15% commodities · 10% cash · 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. Dashed: the all-equity baseline.
| Total return (real) | −17.9% |
|---|---|
| Total return (nominal) | −10.5% |
| CAGR (real) | −9.7% |
| Max drawdown (real) | −18.0% |
| Recovery | not recovered in window |
| Purchasing-power ratio | 0.82× |
| Ulcer index | 13.0 |
| Worst calendar year | 1988: −2.0% |
| Physical costs paid | $497 |
| Liquidation value | $8,776 |
A $10,000 stake in a Tangible 60 portfolio (30% gold · 30% equities · 15% silver · 15% commodities · 10% cash, rebalanced quarterly, physical costs on coins applied) entering the 1987 crash would have ended the window worth $8,214 in real, CPI-deflated terms: a real return of −17.9%. Along the way it fell at most 18.0% from its peak (not recovered in window), with an ulcer index of 13.0. The same stake in equities alone returned −7.8% real. This allocation trailed it by 10.0 percentage points of purchasing power. Physical ownership (dealer spread, storage, insurance) cost $497 over the window.
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