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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.
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Returns By Period
Philadelphia Gold and Silver Index (^XAU) has returned 9.33% so far this year and 111.25% over the past 12 months. Looking at the last ten years, ^XAU has achieved an annualized return of 18.30%, outperforming the S&P 500 Index benchmark, which averaged 12.16% per year.
Philadelphia Gold and Silver Index
- 1D
- 7.08%
- 1M
- -20.44%
- YTD
- 9.33%
- 6M
- 25.95%
- 1Y
- 111.25%
- 3Y*
- 41.73%
- 5Y*
- 21.74%
- 10Y*
- 18.30%
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
Based on dividend-adjusted daily data since Dec 20, 1983, ^XAU's average daily return is +0.04%, while the average monthly return is +0.77%. At this rate, your investment would double in approximately 7.5 years.
Historically, 54% of months were positive and 46% were negative. The best month was Sep 1998 with a return of +53.4%, while the worst month was Oct 2008 at -38.2%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 5 months.
On a daily basis, ^XAU closed higher 49% of trading days. The best single day was Nov 21, 2008 with a return of +26.7%, while the worst single day was Oct 20, 1987 at -18.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 11.70% | 23.03% | -20.44% | 9.33% | |||||||||
| 2025 | 12.25% | 0.86% | 14.05% | 5.84% | 2.52% | 6.98% | -0.70% | 21.97% | 19.28% | -5.87% | 16.06% | 5.45% | 149.51% |
| 2024 | -9.67% | -7.20% | 20.53% | 5.08% | 8.77% | -5.37% | 10.89% | 1.04% | 3.13% | 1.56% | -6.66% | -8.83% | 9.14% |
| 2023 | 10.47% | -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 | -5.62% | 14.24% | 10.93% | -9.98% | -9.71% | -13.70% | -2.15% | -9.82% | 2.92% | 2.38% | 16.86% | 0.11% | -8.75% |
| 2021 | -3.88% | -5.63% | 2.75% | 5.76% | 15.36% | -13.90% | 1.84% | -6.75% | -11.26% | 8.95% | 0.47% | 1.71% | -8.14% |
Benchmark Metrics
Philadelphia Gold and Silver Index has an annualized alpha of 5.67%, beta of 0.45, and R² of 0.04 versus S&P 500 Index. Calculated based on daily prices since December 21, 1983.
- This index participated in 63.67% of S&P 500 Index downside but only 44.79% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.45 may look defensive, but with R² of 0.04 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 0.04 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
- 5.67%
- Beta
- 0.45
- R²
- 0.04
- Upside Capture
- 44.79%
- Downside Capture
- 63.67%
Return for Risk
Risk / Return Rank
^XAU ranks 95 for risk / return — in the top 95% of indices on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Philadelphia Gold and Silver Index (^XAU) and compare them to a chosen benchmark (S&P 500 Index).
| ^XAU | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.48 | 0.90 | +1.58 |
Sortino ratioReturn per unit of downside risk | 2.63 | 1.39 | +1.25 |
Omega ratioGain probability vs. loss probability | 1.39 | 1.21 | +0.18 |
Calmar ratioReturn relative to maximum drawdown | 3.70 | 1.40 | +2.30 |
Martin ratioReturn relative to average drawdown | 13.57 | 6.61 | +6.96 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore ^XAU risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
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 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. Recovery took 2399 trading sessions.
The current Philadelphia Gold and Silver Index drawdown is 20.44%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -83.04% | Apr 11, 2011 | 1201 | Jan 19, 2016 | 2399 | Aug 7, 2025 | 3600 |
| -73.13% | Sep 21, 1987 | 3329 | Nov 17, 2000 | 1358 | Apr 19, 2006 | 4687 |
| -68.81% | Mar 17, 2008 | 157 | Oct 27, 2008 | 489 | Oct 6, 2010 | 646 |
| -56.14% | Mar 6, 1984 | 605 | Jul 25, 1986 | 181 | Apr 13, 1987 | 786 |
| -30.21% | Mar 2, 2026 | 15 | Mar 20, 2026 | — | — | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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