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Золото

Last updated May 31, 2023

Asset Allocation


GLD 100%CommodityCommodity
PositionCategory/SectorWeight
GLD
SPDR Gold Trust
Precious Metals, Gold100%

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


-5.00%0.00%5.00%10.00%2023FebruaryMarchAprilMay
8.46%
3.16%
Золото
Benchmark (^GSPC)
Portfolio components

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 monthYear-To-Date6 months1 year5 years (annualized)10 years (annualized)
Benchmark0.86%9.53%6.26%1.14%9.25%9.95%
Золото-1.49%7.31%11.87%5.32%8.16%3.12%
GLD
SPDR Gold Trust
-1.49%7.31%11.87%5.32%8.16%3.12%

Sharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Золото Sharpe ratio is 0.35. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


-1.00-0.500.000.502023FebruaryMarchAprilMay
0.35
0.17
Золото
Benchmark (^GSPC)
Portfolio components

Dividend yield


Золото doesn't pay dividends

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.


0.40%
0.00%2.15%

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
GLD
SPDR Gold Trust
0.35

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-20.00%-15.00%-10.00%-5.00%0.00%2023FebruaryMarchAprilMay
-6.11%
-12.32%
Золото
Benchmark (^GSPC)
Portfolio components

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, 20111088Dec 17, 20151160Jul 29, 20202248
-29.41%Mar 18, 2008168Nov 12, 2008211Sep 16, 2009379
-22%Aug 7, 2020538Sep 26, 2022
-21.79%May 15, 200622Jun 14, 2006317Sep 18, 2007339
-12.7%Dec 3, 200945Feb 8, 201064May 11, 2010109

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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%2023FebruaryMarchAprilMay
4.10%
3.82%
Золото
Benchmark (^GSPC)
Portfolio components