Gold (GOLD.X)

New York Stock Exchange
USD
30 December 1791  –  5 October 2022

Performance

Annualized Return
1.93%
Sharpe Ratio
0.25
Maximum Drawdown
-70.26%

Metrics

Metric Gold
Initial Balance $10,000
Final Balance $820,845
Returns   [View more details]
Month-To-Date 3.32%
Year-To-Date -6.52%
3M -5.06%
6M -11.4%
Annual Return (3Y) 4.05%
Annual Return (5Y) 5.81%
Annual Return (All) 1.93%
Risk   [View more details]
Annual Volatility 9.23%
Max Drawdown -70.26%
Sharpe Ratio 0.25
Sortino Ratio 0.36
Adjusted Sortino (S/√2) 0.26

  • Initial balance: The amount of starting capital used to invest in the asset or portfolio. In this case, we're starting with a $10,000 investment on December 1791.
  • Final balance: The amount of capital we've accrued over time as of October 2022.
  • Annual return: Also known as annualized return, or CAGR (Compound Annual Growth Rate), measures how much an investment has increased on average each year, during a specific time period. The time period in this case is approximately 231 year(s). Even a small difference in return can have a big impact on the final balance over a long period of time.
  • Annual volatility: Basically indicates how much, in percentage points, the investment can deviate from its annual return, under most circumstances. An investment with an annual return of 5% and an annual volatility of 10% would indicate returns from approximately -5% to 15% most of the time. A lower volatility is usually preferred to ensure more steady returns over time.
  • Best year: The best performance attained over its lifetime in a given year.
  • Worst year: The worst performance undergone over its lifetime in a given year.
  • Max drawdown: The largest percentage drop from a peak to a trough of an asset or portfolio, before a new peak is attained. Maximum drawdown is an indicator of downside risk over a specified time period.
  • Sharpe Ratio: The Sharpe ratio measures the performance of an investment compared to a risk-free asset, after adjusting for its risk. A Sharpe Ratio above 1 is considered good.
  • Sortino Ratio: The Sortino Ratio is a variation of the Sharpe ratio that only penalizes the investment for negative volatility/outcomes, and not for positive volatility. A Sortino Ratio above 1 is considered good.
  • Adjusted Sortino Ratio: Sortino Ratio/√2. To allow for comparing the Sortino ratio to the Sharpe ratio, we multiply the risk measure of the Sortino ratio by the square root of 2 (which is the same as dividing the Sortino ratio by the square root of 2).
  • Ulcer Index: The Ulcer Index (UI) is a technical indicator that measures downside risk in terms of both the depth and duration of price declines.
  • Gain to Pain Ratio: The sum of all returns divided by the absolute value of the sum of all negative returns. In essence, the GPR shows the ratio of net returns to the losses incurred in getting those returns.

Annualized Returns

Annual Return 1y Annual Return 3y Annual Return 5y Annual Return 10y Annual Return 20y Annual Return
Gold -3.36% 4.05% 5.81% -0.77% 8.36% 1.93%

Annual Returns

Year Gold
1791 0%
1792 0%
1793 0%
1794 0%
1795 0%
1796 0%
1797 0%
1798 0%
1799 0%
1800 0%
1801 0%
1802 0%
1803 0%
1804 0%
1805 0%
1806 0%
1807 0%
1808 0%
1809 0%
1810 0%
1811 0%
1812 0%
1813 0%
1814 3.65%
1815 7.63%
1816 -3.15%
1817 -7.11%
1818 -0.36%
1819 0%
1820 0%
1821 0%
1822 0%
1823 0%
1824 0%
1825 0%
1826 0%
1827 0%
1828 0%
1829 0%
1830 0%
1831 0%
1832 0%
1833 0%
1834 2.84%
1835 3.76%
1836 0%
1837 4.57%
1838 -3.58%
1839 -0.91%
1840 0%
1841 0%
1842 0%
1843 0%
1844 0%
1845 0%
1846 0%
1847 0%
1848 0%
1849 0%
1850 0%
1851 0%
1852 0%
1853 0%
1854 0%
1855 0%
1856 0%
1857 0.15%
1858 -0.14%
1859 0%
1860 0%
1861 0%
1862 13.3%
1863 28.18%
1864 39.9%
1865 -22.44%
1866 -10.57%
1867 -1.92%
1868 1.09%
1869 -4.81%
1870 -13.57%
1871 -2.81%
1872 0.63%
1873 1.2%
1874 -2.25%
1875 3.31%
1876 -2.93%
1877 -6.05%
1878 -3.79%
1879 -0.82%
1880 0%
1881 0%
1882 0%
1883 0%
1884 0%
1885 0%
1886 0%
1887 0%
1888 0%
1889 0%
1890 0%
1891 0%
1892 0%
1893 0%
1894 0%
1895 0%
1896 0%
1897 0%
1898 0%
1899 0%
1900 0%
1901 0%
1902 0%
1903 0%
1904 0%
1905 0%
1906 0%
1907 0%
1908 0%
1909 0%
1910 0%
1911 0%
1912 0%
1913 0%
1914 0%
1915 0%
1916 0%
1917 0%
1918 0%
1919 0%
1920 0%
1921 0%
1922 0%
1923 0%
1924 0%
1925 0%
1926 0%
1927 0%
1928 0%
1929 0%
1930 0%
1931 0%
1932 0%
1933 18.14%
1934 43.08%
1935 0.17%
1936 0%
1937 0%
1938 0%
1939 0%
1940 0%
1941 0%
1942 0%
1943 0%
1944 0%
1945 0%
1946 0%
1947 0%
1948 0%
1949 0%
1950 0%
1951 0%
1952 0%
1953 0%
1954 0%
1955 0%
1956 0%
1957 0%
1958 0%
1959 0%
1960 0%
1961 0%
1962 0%
1963 0%
1964 0%
1965 0%
1966 0%
1967 0%
1968 19.71%
1969 -15.99%
1970 6.19%
1971 16.81%
1972 48.64%
1973 72.96%
1974 66.15%
1975 -24.8%
1976 -4.1%
1977 22.64%
1978 37.01%
1979 139.16%
1980 9.35%
1981 -32.83%
1982 14.72%
1983 -16.01%
1984 -19.4%
1985 5.95%
1986 20.52%
1987 22.79%
1988 -15.07%
1989 -2.88%
1990 -2.44%
1991 -9.4%
1992 -5.8%
1993 18.15%
1994 -2.41%
1995 1.21%
1996 -4.92%
1997 -21.42%
1998 -0.62%
1999 0.29%
2000 -5.1%
2001 1.4%
2002 24.66%
2003 20.18%
2004 4.88%
2005 17.76%
2006 22.55%
2007 30.45%
2008 4.92%
2009 24.03%
2010 29.27%
2011 9.57%
2012 6.6%
2013 -28.33%
2014 -2.19%
2015 -10.67%
2016 8.03%
2017 12.81%
2018 -1.94%
2019 17.86%
2020 24.81%
2021 -4.15%
2022 -6.52%

Gold had 49 positive years and 39 negative years. That's a positive ratio of 56%.

Monthly Returns

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
1791 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0%
1792 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0%
1793 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0%
1794 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0%
1795 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0%
1796 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0%
1797 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0%
1798 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0%
1799 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0%
1800 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0%
1801 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0%
1802 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0%
1803 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0%
1804 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0%
1805 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0%
1806 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0%
1807 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0%
1808 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0%
1809 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0%
1810 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0%
1811 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0%
1812 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0%
1813 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0%
1814 0.3% 0.3% 0.3% 0.3% 0.3% 0.3% 0.3% 0.3% 0.3% 0.3% 0.3% 0.3% 3.6%
1815 0.7% 0.6% 0.6% 0.6% 0.7% 0.6% 0.6% 0.6% 0.6% 0.6% 0.6% 0.6% 7.4%
1816 -0.2% -0.3% -0.3% -0.3% -0.3% -0.2% -0.3% -0.3% -0.3% -0.3% -0.3% -0.3% -3.2%
1817 -0.6% -0.5% -0.6% -0.6% -0.6% -0.6% -0.6% -0.6% -0.7% -0.6% -0.6% -0.7% -7.4%
1818 -0% -0% -0% -0% -0% -0% -0% -0% -0% -0% -0% -0% -0.4%
1819 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0%
1820 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0%
1821 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0%
1822 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0%
1823 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0%
1824 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0%
1825 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0%
1826 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0%
1827 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0%
1828 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0%
1829 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0%
1830 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0%
1831 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0%
1832 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0%
1833 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0%
1834 0.2% 0.2% 0.2% 0.2% 0.2% 0.2% 0.2% 0.2% 0.2% 0.2% 0.2% 0.3% 2.8%
1835 0.3% 0.3% 0.3% 0.3% 0.3% 0.3% 0.3% 0.3% 0.3% 0.3% 0.3% 0.3% 3.7%
1836 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0%
1837 0.4% 0.4% 0.4% 0.3% 0.4% 0.4% 0.4% 0.4% 0.4% 0.4% 0.4% 0.4% 4.5%
1838 -0.3% -0.3% -0.3% -0.3% -0.3% -0.3% -0.3% -0.3% -0.3% -0.3% -0.3% -0.3% -3.6%
1839 -0.1% -0.1% -0.1% -0.1% -0.1% -0.1% -0.1% -0.1% -0.1% -0.1% -0.1% -0.1% -0.9%
1840 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0%
1841 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0%
1842 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0%
1843 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0%
1844 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0%
1845 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0%
1846 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0%
1847 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0%
1848 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0%
1849 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0%
1850 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0%
1851 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0%
1852 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0%
1853 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0%
1854 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0%
1855 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0%
1856 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0%
1857 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0.1%
1858 -0% -0% -0% -0% -0% -0% -0% -0% -0% -0% -0% -0% -0.1%
1859 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0%
1860 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0%
1861 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0%
1862 1.1% 1% 1.1% 1.1% 1% 1.1% 1.1% 1% 1.1% 1% 0.9% 1.1% 12.5%
1863 2.3% 2.1% 2.4% 2.2% 2% 2.2% 2.1% 2.1% 2% 1.9% 1.9% 1.9% 24.8%
1864 3.2% 3.3% 3.2% 2.9% 3.1% 2.8% 2.6% 2.9% 2.6% 2.6% 2.5% 2.4% 33.6%
1865 -1.8% -1.8% -2% -1.8% -2.2% -2.1% -2.2% -2.2% -2.1% -2.4% -2.3% -2.3% -25.4%
1866 -1% -0.8% -0.9% -0.9% -0.9% -0.9% -1% -0.9% -0.9% -1% -0.9% -1% -11.2%
1867 -0.2% -0.1% -0.2% -0.2% -0.2% -0.1% -0.2% -0.2% -0.2% -0.2% -0.2% -0.2% -1.9%
1868 0.1% 0.1% 0.1% 0.1% 0.1% 0.1% 0.1% 0.1% 0.1% 0.1% 0.1% 0.1% 1.1%
1869 -0.4% -0.4% -0.4% -0.4% -0.4% -0.4% -0.4% -0.4% -0.4% -0.4% -0.4% -0.4% -4.9%
1870 -1.2% -1.1% -1.2% -1.1% -1.2% -1.2% -1.2% -1.3% -1.2% -1.3% -1.3% -1.3% -14.6%
1871 -0.3% -0.2% -0.2% -0.2% -0.3% -0.2% -0.2% -0.2% -0.2% -0.2% -0.2% -0.2% -2.8%
1872 0% 0.1% 0.1% 0.1% 0.1% 0% 0.1% 0.1% 0.1% 0.1% 0.1% 0.1% 0.6%
1873 0.1% 0.1% 0.1% 0.1% 0.1% 0.1% 0.1% 0.1% 0.1% 0.1% 0.1% 0.1% 1.2%
1874 -0.2% -0.2% -0.2% -0.2% -0.2% -0.2% -0.2% -0.2% -0.2% -0.2% -0.2% -0.2% -2.3%
1875 0.3% 0.3% 0.3% 0.3% 0.3% 0.3% 0.3% 0.3% 0.3% 0.3% 0.3% 0.3% 3.3%
1876 -0.2% -0.2% -0.3% -0.2% -0.3% -0.2% -0.3% -0.3% -0.2% -0.3% -0.2% -0.2% -3%
1877 -0.5% -0.5% -0.5% -0.5% -0.5% -0.5% -0.5% -0.5% -0.5% -0.6% -0.5% -0.5% -6.2%
1878 -0.3% -0.3% -0.3% -0.3% -0.3% -0.3% -0.3% -0.3% -0.3% -0.3% -0.3% -0.3% -3.9%
1879 -0.1% -0.1% -0.1% -0.1% -0.1% -0.1% -0.1% -0.1% -0.1% -0.1% -0.1% -0.1% -0.8%
1880 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0%
1881 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0%
1882 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0%
1883 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0%
1884 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0%
1885 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0%
1886 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0%
1887 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0%
1888 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0%
1889 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0%
1890 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0%
1891 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0%
1892 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0%
1893 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0%
1894 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0%
1895 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0%
1896 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0%
1897 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0%
1898 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0%
1899 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0%
1900 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0%
1901 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0%
1902 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0% 0%
1903 0% 0% 0% 0% 0% 0% 0% 0% 0% 0%