Gold

Specification

Policy
Rebalancing Interval Quarterly
Weights Algorithm Constant Weights
Assets
iShares Gold Trust (IAU)50.00%
VanEck Gold Miners ETF (GDX)25.00%
VanEck Junior Gold Miners ETF (GDXJ)25.00%
Benchmark
SPDR Gold Shares ETF (GLD)

Policy Report

Backtest Report

From to (14y 5m 6d)

Returns (annualized)

Portfolio 2.00%
Benchmark 4.97%

Risk (annualized)

Portfolio 26.72%
Benchmark 15.57%

Sharpe (annualized)

Portfolio 0.17
Benchmark 0.32

Excess Return (annualized)

-2.96%

Tracking Error (annualized)

15.17%

Risk Free Rate (annualized)

1.01%

Growth Charts

Historical Weights

Return Distribution

Excess Kurtosis

2.88

Skew

-0.10
Data Table
Factor Coefficients
Factor Portfolio Benchmark
Market Factor 0.6200 0.6200
Vol Factor 0.0683 0.0683
Inflation Factor -0.1665 -0.1665

Adjusted R2

Portfolio 0.08
Benchmark 0.02

Intercept

Portfolio 0.00
Benchmark 0.00

Factor Attribution