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The Gold x5 Leveraged Index (^SGIXGD5L)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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The Gold x5 Leveraged Index

Popular comparisons: ^SGIXGD5L vs. USD

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.


0.00%50.00%100.00%2024FebruaryMarchAprilMayJune
83.27%
15.17%
^SGIXGD5L (The Gold x5 Leveraged Index)
Benchmark (^GSPC)

S&P 500

Returns By Period

The Gold x5 Leveraged Index had a return of 53.51% year-to-date (YTD) and 67.28% in the last 12 months. Over the past 10 years, The Gold x5 Leveraged Index had an annualized return of -1.42%, while the S&P 500 had an annualized return of 10.86%, indicating that The Gold x5 Leveraged Index did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date53.51%13.65%
1 month-4.65%3.82%
6 months83.26%15.17%
1 year67.28%24.08%
5 years (annualized)17.06%13.46%
10 years (annualized)-1.42%10.86%

Monthly Returns

The table below presents the monthly returns of ^SGIXGD5L, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-6.27%-3.20%44.66%12.91%2.83%53.51%
202330.53%-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%
202019.92%-10.13%-5.71%27.92%11.91%12.25%48.41%-7.49%-21.06%-5.56%-28.88%34.15%59.49%
201914.97%-3.87%-9.69%-5.21%7.10%43.46%3.20%33.94%-18.84%14.12%-15.94%17.83%84.35%
201810.92%-10.03%0.25%-3.89%-8.22%-18.31%-12.40%-11.19%-4.56%6.73%1.33%24.15%-28.13%
201725.65%18.13%-3.38%6.35%0.32%-13.04%9.08%19.86%-14.27%-5.96%-0.31%12.86%57.80%
201627.12%57.17%-2.40%21.76%-27.23%45.48%10.28%-16.64%1.12%-17.01%-36.17%-10.57%10.67%
201542.69%-24.36%-13.56%-3.12%1.33%-8.39%-30.54%16.52%-9.15%10.33%-30.41%-4.61%-54.82%
201414.30%36.06%-15.25%3.53%-19.07%32.91%-15.69%0.95%-26.75%-17.36%-0.65%-0.29%-25.09%
2013-5.99%-23.95%4.67%-44.57%-27.04%-52.17%34.86%32.66%-26.37%-5.78%-26.12%-21.18%-89.54%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ^SGIXGD5L is 53, suggesting that the investment has average results relative to other indices in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of ^SGIXGD5L is 5353
^SGIXGD5L (The Gold x5 Leveraged Index)
The Sharpe Ratio Rank of ^SGIXGD5L is 5050Sharpe Ratio Rank
The Sortino Ratio Rank of ^SGIXGD5L is 5454Sortino Ratio Rank
The Omega Ratio Rank of ^SGIXGD5L is 5555Omega Ratio Rank
The Calmar Ratio Rank of ^SGIXGD5L is 4848Calmar Ratio Rank
The Martin Ratio Rank of ^SGIXGD5L is 5757Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for The Gold x5 Leveraged Index (^SGIXGD5L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


^SGIXGD5L
Sharpe ratio
The chart of Sharpe ratio for ^SGIXGD5L, currently valued at 1.05, compared to the broader market-1.000.001.002.001.05
Sortino ratio
The chart of Sortino ratio for ^SGIXGD5L, currently valued at 1.64, compared to the broader market-2.00-1.000.001.002.003.001.64
Omega ratio
The chart of Omega ratio for ^SGIXGD5L, currently valued at 1.21, compared to the broader market0.801.001.201.401.21
Calmar ratio
The chart of Calmar ratio for ^SGIXGD5L, currently valued at 0.68, compared to the broader market0.001.002.003.004.005.000.68
Martin ratio
The chart of Martin ratio for ^SGIXGD5L, currently valued at 4.45, compared to the broader market0.005.0010.0015.0020.004.45
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.20, compared to the broader market-1.000.001.002.002.20
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.12, compared to the broader market-2.00-1.000.001.002.003.003.12
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.39, compared to the broader market0.801.001.201.401.39
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.76, compared to the broader market0.001.002.003.004.005.001.76
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.26, compared to the broader market0.005.0010.0015.0020.008.26

Sharpe Ratio

The current The Gold x5 Leveraged Index Sharpe ratio is 1.05. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of The Gold x5 Leveraged Index with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.002024FebruaryMarchAprilMayJune
1.05
2.20
^SGIXGD5L (The Gold x5 Leveraged Index)
Benchmark (^GSPC)

Drawdowns

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%0.00%2024FebruaryMarchAprilMayJune
-96.80%
0
^SGIXGD5L (The Gold x5 Leveraged Index)
Benchmark (^GSPC)

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.

The current The Gold x5 Leveraged Index drawdown is 96.80%.


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

Volatility Chart

The current The Gold x5 Leveraged Index volatility is 27.72%, 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.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%2024FebruaryMarchAprilMayJune
27.72%
2.51%
^SGIXGD5L (The Gold x5 Leveraged Index)
Benchmark (^GSPC)