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Philadelphia Gold and Silver Index (^XAU)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Share Price Chart


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Popular comparisons:
^XAU vs. GOLD.TO ^XAU vs. GLD
Popular comparisons:
^XAU vs. GOLD.TO ^XAU vs. GLD

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Philadelphia Gold and Silver 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%1,000.00%2,000.00%3,000.00%4,000.00%JulyAugustSeptemberOctoberNovemberDecember
35.47%
3,659.43%
^XAU (Philadelphia Gold and Silver Index)
Benchmark (^GSPC)

Returns By Period

Philadelphia Gold and Silver Index had a return of 17.53% year-to-date (YTD) and 23.60% in the last 12 months. Over the past 10 years, Philadelphia Gold and Silver Index had an annualized return of 7.28%, while the S&P 500 had an annualized return of 11.47%, indicating that Philadelphia Gold and Silver Index did not perform as well as the benchmark.


^XAU

YTD

17.53%

1M

-5.27%

6M

8.46%

1Y

23.60%

5Y (annualized)

9.05%

10Y (annualized)

7.28%

^GSPC (Benchmark)

YTD

27.68%

1M

2.72%

6M

13.90%

1Y

32.81%

5Y (annualized)

14.15%

10Y (annualized)

11.47%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-9.67%-7.20%20.53%5.08%8.77%-5.37%10.89%1.04%3.13%1.56%-6.66%17.53%
202310.47%-14.82%15.58%1.93%-8.65%-1.93%5.86%-7.24%-8.81%3.51%10.88%1.90%4.00%
2022-5.07%14.24%10.93%-9.98%-9.71%-13.70%-2.15%-9.82%2.92%2.38%16.86%0.11%-8.22%
2021-3.88%-5.63%2.75%5.76%15.36%-13.90%1.84%-6.75%-11.26%8.95%0.47%1.12%-8.68%
2020-2.79%-9.42%-16.14%43.99%5.65%7.54%19.64%-0.21%-7.22%-1.93%-3.99%7.03%34.86%
20197.98%-0.59%0.67%-6.81%-1.60%20.15%4.17%12.94%-10.69%8.17%-0.10%11.93%51.32%
20182.80%-10.71%3.64%0.04%2.67%-2.08%-5.26%-14.31%-1.60%-1.38%0.28%9.62%-17.13%
201716.36%-7.82%-0.96%-0.80%0.35%-3.13%5.62%5.63%-6.07%-4.08%-2.19%7.37%8.13%
20161.46%39.08%8.75%33.58%-13.21%21.17%12.95%-18.24%4.25%-7.50%-8.13%-1.28%74.08%
201515.44%-3.10%-14.87%11.25%-4.35%-9.41%-24.66%1.81%-4.50%11.24%-10.30%-1.84%-34.14%
20147.80%9.75%-8.39%1.16%-7.80%18.58%-1.97%3.44%-20.69%-20.01%5.41%0.57%-18.27%
2013-9.61%-10.32%1.13%-19.45%-1.83%-16.03%9.54%4.75%-9.69%1.77%-9.06%-2.67%-49.18%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ^XAU is 25, indicating that it is in the bottom 25% of indices on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of ^XAU is 2525
Overall Rank
The Sharpe Ratio Rank of ^XAU is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of ^XAU is 2727
Sortino Ratio Rank
The Omega Ratio Rank of ^XAU is 2525
Omega Ratio Rank
The Calmar Ratio Rank of ^XAU is 2121
Calmar Ratio Rank
The Martin Ratio Rank of ^XAU is 2727
Martin 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 Philadelphia Gold and Silver Index (^XAU) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for ^XAU, currently valued at 0.73, compared to the broader market-1.000.001.002.000.732.77
The chart of Sortino ratio for ^XAU, currently valued at 1.19, compared to the broader market-1.000.001.002.003.004.001.193.66
The chart of Omega ratio for ^XAU, currently valued at 1.14, compared to the broader market1.001.201.401.601.141.51
The chart of Calmar ratio for ^XAU, currently valued at 0.42, compared to the broader market0.001.002.003.004.000.423.99
The chart of Martin ratio for ^XAU, currently valued at 2.67, compared to the broader market0.005.0010.0015.0020.002.6717.73
^XAU
^GSPC

The current Philadelphia Gold and Silver Index Sharpe ratio is 0.73. 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 Philadelphia Gold and Silver 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.73
2.77
^XAU (Philadelphia Gold and Silver Index)
Benchmark (^GSPC)

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.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-35.48%
0
^XAU (Philadelphia Gold and Silver Index)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Philadelphia Gold and Silver 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 Philadelphia Gold and Silver Index was 83.04%, occurring on Jan 19, 2016. The portfolio has not yet recovered.

The current Philadelphia Gold and Silver Index drawdown is 35.48%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-83.04%Apr 11, 20111201Jan 19, 2016
-73.13%Sep 21, 19873329Nov 17, 20001358Apr 19, 20064687
-68.81%Mar 17, 2008157Oct 27, 2008489Oct 6, 2010646
-56.14%Mar 6, 1984605Jul 25, 1986181Apr 13, 1987786
-28.79%May 11, 200623Jun 13, 2006320Sep 20, 2007343

Volatility

Volatility Chart

The current Philadelphia Gold and Silver Index volatility is 10.00%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
10.00%
2.22%
^XAU (Philadelphia Gold and Silver Index)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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