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^SGIXGD5L vs. USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^SGIXGD5L and USD is 0.01, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.0

Performance

^SGIXGD5L vs. USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Gold x5 Leveraged Index (^SGIXGD5L) and ProShares Ultra Semiconductors (USD). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%AugustSeptemberOctoberNovemberDecember
73.19%
-3.98%
^SGIXGD5L
USD

Key characteristics

Returns By Period


^SGIXGD5L

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

USD

YTD

148.07%

1M

7.14%

6M

-3.98%

1Y

148.07%

5Y*

54.81%

10Y*

45.17%

*Annualized

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Risk-Adjusted Performance

^SGIXGD5L vs. USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Gold x5 Leveraged Index (^SGIXGD5L) and ProShares Ultra Semiconductors (USD). 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.


Sharpe ratio
The chart of Sharpe ratio for ^SGIXGD5L, currently valued at 2.23, compared to the broader market-0.500.000.501.001.502.002.231.80
The chart of Sortino ratio for ^SGIXGD5L, currently valued at 2.40, compared to the broader market-1.000.001.002.003.002.402.28
The chart of Omega ratio for ^SGIXGD5L, currently valued at 1.35, compared to the broader market0.901.001.101.201.301.401.351.29
The chart of Calmar ratio for ^SGIXGD5L, currently valued at 1.50, compared to the broader market0.001.002.003.001.503.05
The chart of Martin ratio for ^SGIXGD5L, currently valued at 10.90, compared to the broader market0.005.0010.0015.0010.907.54
^SGIXGD5L
USD


Rolling 12-month Sharpe Ratio1.002.003.004.005.00AugustSeptemberOctoberNovemberDecember
2.23
1.80
^SGIXGD5L
USD

Drawdowns

^SGIXGD5L vs. USD - Drawdown Comparison


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember
-94.68%
-17.98%
^SGIXGD5L
USD

Volatility

^SGIXGD5L vs. USD - Volatility Comparison

The current volatility for The Gold x5 Leveraged Index (^SGIXGD5L) is 0.00%, while ProShares Ultra Semiconductors (USD) has a volatility of 17.68%. This indicates that ^SGIXGD5L experiences smaller price fluctuations and is considered to be less risky than USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%AugustSeptemberOctoberNovemberDecember0
17.68%
^SGIXGD5L
USD
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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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