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The Gold x5 Leveraged Index (^SGIXGD5L)

Index · Currency in USD · Last updated Jun 2, 2023

Share Price Chart


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Performance

The chart shows the growth of an initial investment of $10,000 in The Gold x5 Leveraged Index, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%20.00%40.00%60.00%80.00%2023FebruaryMarchAprilMayJune
41.61%
5.56%
^SGIXGD5L (The Gold x5 Leveraged Index)
Benchmark (^GSPC)

S&P 500

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The Gold x5 Leveraged Index

Return

The Gold x5 Leveraged Index had a return of 26.67% year-to-date (YTD) and -9.05% in the last 12 months. Over the past 10 years, The Gold x5 Leveraged Index had an annualized return of -13.32%, while the S&P 500 had an annualized return of 10.01%, indicating that The Gold x5 Leveraged Index did not perform as well as the benchmark.


PeriodReturnBenchmark
1 month-14.66%3.18%
Year-To-Date26.67%9.94%
6 months30.58%3.67%
1 year-9.05%1.06%
5 years (annualized)6.61%9.08%
10 years (annualized)-13.32%10.01%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
202330.53%-25.69%36.81%2.04%-9.58%
202233.92%17.48%

Risk-Adjusted Performance

This table presents a comparison of risk-adjusted performance metrics for The Gold x5 Leveraged Index (^SGIXGD5L) and S&P 500 (^GSPC). 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
^SGIXGD5L
The Gold x5 Leveraged Index
-0.05
^GSPC
S&P 500
0.10

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 The Gold x5 Leveraged Index Sharpe ratio is -0.05. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-0.80-0.60-0.40-0.200.000.200.402023FebruaryMarchAprilMayJune
-0.05
0.10
^SGIXGD5L (The Gold x5 Leveraged Index)
Benchmark (^GSPC)

Drawdowns Chart

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


-100.00%-80.00%-60.00%-40.00%-20.00%2023FebruaryMarchAprilMayJune
-97.89%
-12.00%
^SGIXGD5L (The Gold x5 Leveraged Index)
Benchmark (^GSPC)

Worst Drawdowns

The table below shows the maximum drawdowns of the The Gold x5 Leveraged Index. 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 The Gold x5 Leveraged Index is 99.09%, recorded on Aug 16, 2018. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-99.09%Aug 23, 20111759Aug 16, 2018
-92.17%Mar 19, 2008168Nov 13, 2008602Apr 6, 2011770
-40.08%Feb 27, 2007120Aug 16, 200724Sep 20, 2007144
-32.83%Nov 9, 20077Nov 19, 200729Jan 2, 200836
-24.45%May 3, 201143Jul 1, 20117Jul 13, 201150

Volatility Chart

The current The Gold x5 Leveraged Index volatility is 18.04%, 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.


5.00%10.00%15.00%20.00%25.00%30.00%2023FebruaryMarchAprilMayJune
18.04%
3.68%
^SGIXGD5L (The Gold x5 Leveraged Index)
Benchmark (^GSPC)