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Gold is a good investment because it has such low correlation to the broader market. Even though the return of gold is poor, the vol of your portfolio can be significantly reduced.

I actually have a blog post https://cryptm.org/posts/2020/07/09/alt.html where we create a minimum variance portfolio using gold and the S&P 500. And even though gold has high volatility and poor returns, this approach generates a higher risk adjusted return than the S&P 500.

Especially in an age when bonds are no longer countercyclical, gold is an attractive component of a portfolio.



I know that portfolio theory treats the prices of assets like random variables, but I prefer to ground my understanding of asset valuation in human action.


Not just the volatility of your portfolio but the volatility of your life. Market downturns tend to occur coincidently with job losses.




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