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
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)|
|SPDR Gold Trust||-1.49%||7.31%||11.87%||5.32%||8.16%||3.12%|
|Returns over 1 year are annualized|
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.
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|
|SPDR Gold Trust||0.35|
The Drawdowns chart displays portfolio losses from any high point along the way.
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.
|-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|
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.