The Gold x5 Leveraged Index (^SGIXGD5L)
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.
Compare to other instruments
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.
| Period | Return | Benchmark |
|---|---|---|
| 1 month | -14.66% | 3.18% |
| Year-To-Date | 26.67% | 9.94% |
| 6 months | 30.58% | 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
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 30.53% | -25.69% | 36.81% | 2.04% | -9.58% | |||||||
| 2022 | 33.92% | 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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
^SGIXGD5L The Gold x5 Leveraged Index | -0.05 | ||||
^GSPC S&P 500 | 0.10 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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, 2011 | 1759 | Aug 16, 2018 | — | — | — |
| -92.17% | Mar 19, 2008 | 168 | Nov 13, 2008 | 602 | Apr 6, 2011 | 770 |
| -40.08% | Feb 27, 2007 | 120 | Aug 16, 2007 | 24 | Sep 20, 2007 | 144 |
| -32.83% | Nov 9, 2007 | 7 | Nov 19, 2007 | 29 | Jan 2, 2008 | 36 |
| -24.45% | May 3, 2011 | 43 | Jul 1, 2011 | 7 | Jul 13, 2011 | 50 |
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.