Золото
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
GLD SPDR Gold Trust | Precious Metals, Gold | 100% |
Performance
Performance Chart
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The earliest data available for this chart is Nov 18, 2004, corresponding to the inception date of GLD
Returns By Period
As of May 11, 2025, the Золото returned 26.73% Year-To-Date and 10.19% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.77% | 7.44% | -5.60% | 8.37% | 14.12% | 10.46% |
| Золото | 26.73% | 4.96% | 23.75% | 40.30% | 14.04% | 10.19% |
| Portfolio components: | ||||||
GLD SPDR Gold Trust | 26.73% | 4.96% | 23.75% | 40.30% | 14.04% | 10.19% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 6.79% | 1.82% | 9.45% | 5.42% | 1.01% | 26.73% | |||||||
| 2024 | -1.42% | 0.46% | 8.67% | 2.99% | 1.62% | -0.13% | 5.37% | 2.09% | 5.09% | 4.30% | -3.12% | -1.41% | 26.66% |
| 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% |
Expense Ratio
Золото has an expense ratio of 0.40%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 97, Золото is among the top 3% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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 | 2.39 | 3.30 | 1.42 | 5.33 | 14.20 |
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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.
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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 2.77%.
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 chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 1 assets, with an effective number of assets of 1.00, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | GLD | Portfolio | |
|---|---|---|---|
| ^GSPC | 1.00 | 0.06 | 0.06 |
| GLD | 0.06 | 1.00 | 1.00 |
| Portfolio | 0.06 | 1.00 | 1.00 |