SPDR Gold Shares
Provider: StateStreet
SPDR Gold Shares is an investment fund incorporated in the USA. The investment objective of the Trust is for the Shares to reflect the performance of the price of gold bullion less the Trust's expenses. The Trust holds gold and is expected from time to time to issue Baskets in exchange for deposits of gold and to distribute gold in connection with redemptions of Baskets.
| Annualised Return | 7.71% |
| Realised Volatility | 16.89% |
| Downside Volatility | 9.92% |
| Max Drawdown | -42.91% |
| Winning months | 52.11% |
| Sharpe Ratio | 0.46 |
| Sortino Ratio | 0.78 |
| Calmar Ratio | 0.18 |
| Viking Ratio | 0.36 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -1.42% | 0.46% | 8.67% | 2.99% | 1.62% | -0.13% | 5.37% | 2.09% | 4.72% | 26.7% | |||
| 2023 | 5.76% | -5.37% | 7.92% | 0.86% | -1.34% | -2.22% | 2.29% | -1.28% | -4.76% | 7.37% | 2.53% | 1.28% | 12.69% |
| 2022 | -1.68% | 6.12% | 1.27% | -2.07% | -3.26% | -1.57% | -2.59% | -2.94% | -2.89% | -1.78% | 8.49% | 2.93% | -0.77% |
| 2021 | -3.22% | -6.26% | -1.14% | 3.56% | 7.68% | -7.15% | 2.53% | -0.08% | -3.22% | 1.48% | -0.69% | 3.3% | -4.15% |
| 2020 | 4.5% | -0.64% | -0.22% | 7.26% | 2.59% | 2.74% | 10.79% | -0.32% | -4.17% | -0.52% | -5.41% | 7.01% | 24.81% |
| 2019 | 2.89% | -0.61% | -1.6% | -0.66% | 1.76% | 8% | 0.01% | 7.91% | -3.39% | 2.56% | -3.21% | 3.66% | 17.86% |
| 2018 | 3.23% | -2.08% | 0.63% | -0.95% | -1.2% | -3.61% | -2.24% | -2.14% | -0.66% | 2.12% | 0.34% | 4.94% | -1.94% |
| 2017 | 5.42% | 3.18% | -0.43% | 1.73% | -0.12% | -2.16% | 2.31% | 4.2% | -3.37% | -0.75% | 0.36% | 2.11% | 12.81% |
| 2016 | 5.41% | 10.93% | -0.84% | 5.11% | -6.14% | 8.97% | 1.98% | -3.26% | 0.69% | -2.94% | -8.36% | -1.91% | 8.03% |
| 2015 | 8.69% | -5.91% | -2.15% | -0.17% | 0.56% | -1.52% | -6.62% | 3.71% | -2.04% | 2.53% | -6.75% | -0.45% | -10.67% |
| 2014 | 3.41% | 6.28% | -3.14% | 0.49% | -3.03% | 6.29% | -3.63% | 0.38% | -6.18% | -3.05% | -0.49% | 1.31% | -2.19% |
| 2013 | -0.51% | -5.09% | 0.96% | -7.57% | -6.2% | -11.03% | 7.39% | 5.21% | -4.79% | -0.34% | -5.52% | -3.79% | -28.33% |
| 2012 | 11.4% | -2.97% | -1.32% | -0.15% | -6.34% | 2.35% | 0.84% | 4.88% | 4.73% | -2.94% | -0.48% | -2.41% | 6.6% |
| 2011 | -6.38% | 6% | 1.6% | 8.94% | -1.79% | -2.43% | 8.42% | 12.27% | -11.06% | 5.87% | 1.67% | -10.66% | 9.57% |
| 2010 | -1.26% | 3.27% | -0.44% | 5.88% | 3.05% | 2.35% | -5.09% | 5.71% | 4.78% | 3.68% | 2.11% | 2.44% | 29.27% |
| 2009 | 5.54% | 1.45% | -2.54% | -3.33% | 10.23% | -5.22% | 2.38% | 0.05% | 5.84% | 3.72% | 12.79% | -7.2% | 24.03% |
| 2008 | 10.84% | 5.23% | -6% | -4.16% | 0.92% | 4.52% | -1.44% | -9.29% | 4.11% | -16.14% | 12.57% | 7.73% | 4.92% |
| 2007 | 5.11% | 2.55% | -1.11% | 2.05% | -2.31% | -1.94% | 2.37% | 1.11% | 10.51% | 6.95% | -1.65% | 6.65% | 33.69% |