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The Royal Mint Physical Gold ETC Securities (RMAU....
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINXS2115336336
IssuerHANetf
Inception DateDec 2, 2020
CategoryCommodities, Gold
Index TrackedLBMA Gold PM Price
Home Pagewww.hanetf.com
Asset ClassCommodity

Expense Ratio

The The Royal Mint Physical Gold ETC Securities has a high expense ratio of 0.22%, indicating higher-than-average management fees.


0.50%1.00%1.50%2.00%0.22%

Share Price Chart


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The Royal Mint Physical Gold ETC Securities

Performance

Performance Chart

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


10.00%20.00%30.00%40.00%50.00%OctoberNovemberDecember2024FebruaryMarch
33.87%
55.00%
RMAU.L (The Royal Mint Physical Gold ETC Securities)
Benchmark (^GSPC)

S&P 500

Returns By Period

The Royal Mint Physical Gold ETC Securities had a return of 5.92% year-to-date (YTD) and 11.12% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date5.92%10.04%
1 month8.05%3.53%
6 months16.38%22.79%
1 year11.12%32.16%
5 years (annualized)N/A13.15%
10 years (annualized)N/A10.96%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.82%-0.31%
2023-1.42%-4.53%7.32%2.55%1.21%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

This table presents risk-adjusted performance metrics for The Royal Mint Physical Gold ETC Securities (RMAU.L) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
RMAU.L
The Royal Mint Physical Gold ETC Securities
0.93
^GSPC
S&P 500
2.76

Sharpe Ratio

The current The Royal Mint Physical Gold ETC Securities Sharpe ratio is 0.93. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
0.93
2.76
RMAU.L (The Royal Mint Physical Gold ETC Securities)
Benchmark (^GSPC)

Dividends

Dividend History


The Royal Mint Physical Gold ETC Securities doesn't pay dividends

Drawdowns

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
RMAU.L (The Royal Mint Physical Gold ETC Securities)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the The Royal Mint Physical Gold ETC Securities. 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 Royal Mint Physical Gold ETC Securities was 21.25%, occurring on Nov 3, 2022. Recovery took 289 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-21.25%Aug 7, 2020564Nov 3, 2022289Dec 27, 2023853
-12.49%Feb 25, 202018Mar 19, 202016Apr 14, 202034
-4.3%Dec 28, 202334Feb 14, 202413Mar 4, 202447
-4.18%May 21, 202011Jun 5, 202011Jun 22, 202022
-2.97%Apr 15, 20205Apr 21, 202017May 15, 202022

Volatility

Volatility Chart

The current The Royal Mint Physical Gold ETC Securities volatility is 3.14%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%OctoberNovemberDecember2024FebruaryMarch
3.14%
2.82%
RMAU.L (The Royal Mint Physical Gold ETC Securities)
Benchmark (^GSPC)