Золото
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
GLD SPDR Gold Trust | Precious Metals, Gold | 100% |
Performance
The chart shows the growth of an initial investment of $10,000 in Золото, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly
Returns
As of May 31, 2023, the Золото returned 7.31% Year-To-Date and 3.12% of annualized return in the last 10 years.
| 1 month | Year-To-Date | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 0.86% | 9.53% | 6.26% | 1.14% | 9.25% | 9.95% |
| Золото | -1.49% | 7.31% | 11.87% | 5.32% | 8.16% | 3.12% |
| Portfolio components: | ||||||
GLD SPDR Gold Trust | -1.49% | 7.31% | 11.87% | 5.32% | 8.16% | 3.12% |
| Returns over 1 year are annualized | ||||||
Dividend yield
Expense Ratio
The Золото has a high expense ratio of 0.40%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
GLD SPDR Gold Trust | 0.35 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the Золото. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the Золото is 45.56%, recorded on Dec 17, 2015. It took 1160 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -45.56% | Aug 23, 2011 | 1088 | Dec 17, 2015 | 1160 | Jul 29, 2020 | 2248 |
| -29.41% | Mar 18, 2008 | 168 | Nov 12, 2008 | 211 | Sep 16, 2009 | 379 |
| -22% | Aug 7, 2020 | 538 | Sep 26, 2022 | — | — | — |
| -21.79% | May 15, 2006 | 22 | Jun 14, 2006 | 317 | Sep 18, 2007 | 339 |
| -12.7% | Dec 3, 2009 | 45 | Feb 8, 2010 | 64 | May 11, 2010 | 109 |
Volatility Chart
The current Золото volatility is 4.10%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.