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 21d)

Returns (annualized)

Portfolio 1.82%
Benchmark 4.70%

Risk (annualized)

Portfolio 26.72%
Benchmark 15.57%

Sharpe (annualized)

Portfolio 0.16
Benchmark 0.31

Excess Return (annualized)

-2.88%

Tracking Error (annualized)

15.16%

Risk Free Rate (annualized)

1.03%

Growth Charts

Historical Weights

Return Distribution

Excess Kurtosis

2.87

Skew

-0.10
Data Table
Factor Coefficients
Factor Portfolio Benchmark
Market Factor 0.6222 0.6222
Vol Factor 0.0692 0.0692
Inflation Factor -0.1634 -0.1634

Adjusted R2

Portfolio 0.08
Benchmark 0.02

Intercept

Portfolio 0.00
Benchmark 0.00

Factor Attribution