SPDR Gold Trust (GLD)

The chart shows the growth of an initial investment of $10,000 in SPDR Gold Trust, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.

SPDR Gold Trust had a return of 6.65% year-to-date (YTD) and 4.67% in the last 12 months. Over the past 10 years, SPDR Gold Trust had an annualized return of 2.99%, while the S&P 500 had an annualized return of 9.83%, indicating that SPDR Gold Trust did not perform as well as the benchmark.

This table presents a comparison of risk-adjusted performance metrics for SPDR Gold Trust (GLD) 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.

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current SPDR Gold Trust Sharpe ratio is 0.30. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.

The Drawdowns chart displays portfolio losses from any high point along the way.

The table below shows the maximum drawdowns of the SPDR Gold Trust. 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 SPDR Gold Trust is 45.56%, recorded on Dec 17, 2015. It took 1160 trading sessions for the portfolio to recover.

The current SPDR Gold Trust volatility is 4.05%, 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.