100% Gold
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
SGOL Aberdeen Standard Physical Gold Shares ETF | Precious Metals, Gold | 100% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 100% Gold, 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 Every 3 months.
The earliest data available for this chart is Sep 9, 2009, corresponding to the inception date of SGOL
Returns By Period
As of May 8, 2025, the 100% Gold returned 28.46% Year-To-Date and 10.74% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -4.26% | 11.24% | -5.02% | 8.55% | 14.02% | 10.31% |
| 100% Gold | 28.46% | 13.35% | 26.64% | 45.48% | 14.47% | 10.74% |
| Portfolio components: | ||||||
SGOL Aberdeen Standard Physical Gold Shares ETF | 28.46% | 13.35% | 26.64% | 45.48% | 14.47% | 10.74% |
Monthly Returns
The table below presents the monthly returns of 100% Gold, 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 | 6.75% | 1.94% | 9.39% | 5.47% | 2.32% | 28.46% | |||||||
| 2024 | -1.47% | 0.41% | 8.76% | 3.06% | 1.55% | -0.04% | 5.36% | 2.14% | 5.10% | 4.30% | -3.09% | -1.38% | 26.90% |
| 2023 | 5.78% | -5.36% | 7.89% | 0.95% | -1.36% | -2.24% | 2.34% | -1.22% | -4.74% | 7.29% | 2.58% | 1.39% | 12.99% |
| 2022 | -1.65% | 6.14% | 1.36% | -2.15% | -3.19% | -1.53% | -2.60% | -2.96% | -2.81% | -1.82% | 8.45% | 3.07% | -0.51% |
| 2021 | -3.17% | -6.21% | -1.20% | 3.54% | 7.77% | -7.16% | 2.53% | 0.06% | -3.33% | 1.54% | -0.64% | 3.29% | -3.94% |
| 2020 | 4.45% | -0.59% | -0.20% | 7.26% | 2.65% | 2.76% | 10.79% | -0.26% | -4.17% | -0.55% | -5.37% | 7.03% | 25.03% |
| 2019 | 2.93% | -0.60% | -1.56% | -0.65% | 1.76% | 8.01% | 0.04% | 7.94% | -3.34% | 2.56% | -2.73% | 3.25% | 18.21% |
| 2018 | 2.83% | -1.70% | 0.64% | -0.48% | -1.50% | -3.83% | -2.03% | -2.29% | -0.64% | 2.09% | 0.36% | 4.91% | -1.94% |
| 2017 | 5.36% | 3.27% | -0.42% | 1.68% | -0.06% | -2.13% | 2.27% | 4.65% | -3.80% | 0.00% | -0.06% | 1.78% | 12.86% |
| 2016 | 5.39% | 10.94% | -0.77% | 4.94% | -6.06% | 8.93% | 2.06% | -3.22% | 0.64% | -3.00% | -8.27% | -2.02% | 7.99% |
| 2015 | 8.60% | -5.74% | -2.32% | -0.09% | 0.53% | -1.51% | -6.62% | 3.69% | -1.73% | 2.19% | -6.70% | -0.44% | -10.67% |
| 2014 | 3.40% | 6.30% | -3.10% | 0.48% | -3.09% | 6.25% | -3.56% | 0.40% | -6.19% | -3.07% | -0.45% | 1.34% | -2.12% |
Expense Ratio
100% Gold has an expense ratio of 0.17%, which is considered low. 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 98, 100% Gold is among the top 2% 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 | |
|---|---|---|---|---|---|
SGOL Aberdeen Standard Physical Gold Shares ETF | 2.68 | 3.56 | 1.46 | 5.70 | 15.36 |
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 100% Gold. 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 100% Gold was 45.51%, occurring on Dec 17, 2015. Recovery took 1159 trading sessions.
The current 100% Gold drawdown is 1.47%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -45.51% | Aug 23, 2011 | 1088 | Dec 17, 2015 | 1159 | Jul 28, 2020 | 2247 |
| -21.56% | Aug 7, 2020 | 538 | Sep 26, 2022 | 315 | Dec 27, 2023 | 853 |
| -12.65% | Dec 3, 2009 | 45 | Feb 8, 2010 | 64 | May 11, 2010 | 109 |
| -8.11% | Oct 31, 2024 | 12 | Nov 15, 2024 | 49 | Jan 30, 2025 | 61 |
| -8.07% | Dec 7, 2010 | 36 | Jan 27, 2011 | 22 | Mar 1, 2011 | 58 |
Volatility
Volatility Chart
The current 100% Gold volatility is 8.72%, 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.
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 | SGOL | Portfolio | |
|---|---|---|---|
| ^GSPC | 1.00 | 0.05 | 0.05 |
| SGOL | 0.05 | 1.00 | 1.00 |
| Portfolio | 0.05 | 1.00 | 1.00 |