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Performance
Performance Chart
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.
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Returns By Period
The Gold x5 Leveraged Index
- 1D
- —
- 1M
- —
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -6.27% | -3.20% | 44.66% | 12.91% | 2.83% | -3.36% | 16.70% | 10.29% | 28.28% | 16.79% | -10.28% | 154.80% | |
| 2023 | 30.53% | -25.69% | 36.81% | 2.04% | -9.54% | -13.03% | 10.73% | -10.53% | -23.27% | 37.75% | 10.22% | 1.93% | 25.34% |
| 2022 | -10.90% | 30.94% | 9.25% | -11.68% | -18.58% | -11.89% | -13.27% | -15.42% | -16.08% | -10.62% | 33.92% | 17.48% | -30.09% |
| 2021 | -15.55% | -30.89% | -6.26% | 15.03% | 42.98% | -32.93% | 11.54% | -1.82% | -17.46% | 6.74% | -4.50% | 14.35% | -36.42% |
| 2020 | 19.92% | -10.13% | -5.71% | 27.92% | 11.91% | 12.25% | 48.41% | -7.49% | -21.06% | -5.56% | -28.88% | 34.15% | 59.49% |
| 2019 | 14.97% | -3.87% | -9.69% | -5.21% | 7.10% | 43.46% | 3.20% | 33.94% | -18.84% | 14.12% | -15.94% | 17.83% | 84.35% |
Benchmark Metrics
The Gold x5 Leveraged Index has an annualized alpha of 45.10%, beta of 0.12, and R² of 0.00 versus S&P 500 Index. Calculated based on daily prices since January 02, 2007.
- This index participated in 25.06% of S&P 500 Index downside but only 10.65% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.12 may look defensive, but with R² of 0.00 this index is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this index's risk.
- R² of 0.00 means this index moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 45.10%
- Beta
- 0.12
- R²
- 0.00
- Upside Capture
- 10.65%
- Downside Capture
- 25.06%
Return for Risk
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for The Gold x5 Leveraged Index (^SGIXGD5L) and compare them to a chosen benchmark (S&P 500 Index).
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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 The Gold x5 Leveraged Index. 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 The Gold x5 Leveraged Index was 99.09%, occurring on Aug 16, 2018. The portfolio has not yet recovered.
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
Volatility Chart
The chart below shows the rolling one-month volatility.
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