Золото
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
GLD SPDR Gold Trust | Precious Metals, Gold | 100% |
Performance
Performance Chart
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
The earliest data available for this chart is Nov 18, 2004, corresponding to the inception date of GLD
Returns By Period
As of Sep 7, 2024, the Золото returned 20.64% Year-To-Date and 6.69% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.39% | 4.02% | 5.56% | 21.51% | 12.69% | 10.55% |
| Золото | 20.64% | 4.57% | 14.38% | 29.55% | 10.22% | 6.69% |
| Portfolio components: | ||||||
GLD SPDR Gold Trust | 20.64% | 4.57% | 14.38% | 29.55% | 10.22% | 6.69% |
Monthly Returns
The table below presents the monthly returns of Золото, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -1.42% | 0.46% | 8.67% | 2.99% | 1.62% | -0.13% | 5.37% | 2.09% | 20.64% | ||||
| 2023 | 5.76% | -5.37% | 7.92% | 0.86% | -1.34% | -2.22% | 2.29% | -1.28% | -4.76% | 7.37% | 2.53% | 1.28% | 12.69% |
| 2022 | -1.68% | 6.12% | 1.27% | -2.07% | -3.26% | -1.57% | -2.59% | -2.94% | -2.89% | -1.78% | 8.49% | 2.93% | -0.77% |
| 2021 | -3.22% | -6.26% | -1.14% | 3.56% | 7.68% | -7.15% | 2.53% | -0.08% | -3.22% | 1.48% | -0.69% | 3.30% | -4.15% |
| 2020 | 4.50% | -0.64% | -0.22% | 7.26% | 2.59% | 2.74% | 10.79% | -0.32% | -4.17% | -0.52% | -5.41% | 7.01% | 24.81% |
| 2019 | 2.89% | -0.61% | -1.60% | -0.66% | 1.76% | 8.00% | 0.01% | 7.91% | -3.39% | 2.56% | -3.21% | 3.66% | 17.86% |
| 2018 | 3.23% | -2.08% | 0.63% | -0.95% | -1.20% | -3.61% | -2.24% | -2.14% | -0.66% | 2.12% | 0.34% | 4.94% | -1.94% |
| 2017 | 5.42% | 3.18% | -0.43% | 1.73% | -0.12% | -2.16% | 2.31% | 4.20% | -3.37% | -0.75% | 0.36% | 2.11% | 12.81% |
| 2016 | 5.41% | 10.93% | -0.84% | 5.11% | -6.14% | 8.97% | 1.98% | -3.26% | 0.69% | -2.94% | -8.36% | -1.91% | 8.03% |
| 2015 | 8.69% | -5.91% | -2.15% | -0.17% | 0.56% | -1.52% | -6.62% | 3.71% | -1.80% | 2.28% | -6.75% | -0.45% | -10.67% |
| 2014 | 3.42% | 6.27% | -3.14% | 0.49% | -3.05% | 6.32% | -3.63% | 0.38% | -6.18% | -3.05% | -0.49% | 1.31% | -2.19% |
| 2013 | -0.51% | -5.09% | 0.96% | -7.57% | -6.20% | -11.06% | 7.43% | 5.20% | -4.78% | -0.34% | -5.51% | -3.79% | -28.33% |
Expense Ratio
Золото features an expense ratio of 0.40%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of Золото is 82, placing it in the top 18% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
Risk-Adjusted Performance Indicators
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 | Martin ratio | |
|---|---|---|---|---|---|
GLD SPDR Gold Trust | 2.07 | 2.91 | 1.37 | 2.30 | 12.34 |
Dividends
Dividend yield
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the Золото. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Золото was 45.56%, occurring on Dec 17, 2015. Recovery took 1160 trading sessions.
The current Золото drawdown is 1.18%.
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 | 360 | Mar 4, 2024 | 898 |
| -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
Volatility Chart
The current Золото volatility is 4.09%, 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.