Portfolio simulator

Analyse the historical performance of a portfolio

Create a hypothetical portfolio or model your own using major asset classes including gold

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Asset allocations

Asset classes

Portfolio 1

Portfolio settings
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Portfolio 2

Portfolio settings
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Portfolio 3

Portfolio settings
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IMPORTANT: The calculations and any other information generated by this tool are provided by Silicon Cloud Technologies, LLC based on the back-testing functionality of their Portfolio Visualizer software. Note that the resulting performance of various investment outcomes are hypothetical in nature, may not reflect actual investment results and are not guarantees of future results. World Gold Council and its affiliates and subsidiaries provide no warranty or guarantee regarding the functionality of the tool including without limitation any projections, estimates or calculations. For more information on the data used for each asset class, please visit our FAQs

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Analysis results

Amount:

Start:Finish:

The timeframe of the simulation may be shorter than selected due to data availability, please see the FAQs for details

Notes on results:

  • All results are hypothetical
  • Past performance is not a guarantee of future returns and data and other errors may exist.
  • The entered time period is automatically adjusted based on the available return data for the specified assets
  • CAGR = Compound Annual Growth Rate
  • Stdev = Annualised standard deviation of monthly returns
  • Sharpe and Sortino ratios are calculated and annualised from monthly excess returns over risk free rate (1-month t-bills)
  • Stock market correlation is based on the correlation of monthly returns
  • Drawdowns are calculated based on monthly returns
  • The results use total return and assume that all dividends and distributions are reinvested. Taxes and transaction fees are not included

IMPORTANT: The calculations and any other information generated by this tool are provided by Silicon Cloud Technologies, LLC based on the back-testing functionality of their Portfolio Visualizer software. Note that the resulting performance of various investment outcomes are hypothetical in nature, may not reflect actual investment results and are not guarantees of future results. World Gold Council and its affiliates and subsidiaries provide no warranty or guarantee regarding the functionality of the tool including without limitation any projections, estimates or calculations. For more information on the data used for each asset class, please visit our FAQs

Your simulations

You may save your simulation for future reference. Simply enter a name and click the save button. All your simulations are saved in the 'My simulations' area.

Simulation name

Equalise

All rows in this portfolio to equal weight.

Replicate

Replicate this portfolio to other portfolios.

Copy from other portfolios

Copy from other portfolios to this portfolio.

Clear

Clear all values in this portfolio.