| A | B | C | D | E | F | G | H | I | J | K | L | M | N | O | P | Q | R | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
1 | Gold Sharpe Ratio Analysis | |||||||||||||||||
2 | Monthly Data | |||||||||||||||||
3 | ||||||||||||||||||
4 | 1970 - Present | 2000 - Present | ||||||||||||||||
5 | Gold Sharpe | 0.50 | 0.67 | |||||||||||||||
6 | S&P 500 Sharpe | 0.53 | 0.21 | |||||||||||||||
7 | S&P 500 w/ Dividends Sharpe | 0.65 | 0.29 | |||||||||||||||
8 | ||||||||||||||||||
9 | ||||||||||||||||||
10 | ||||||||||||||||||
11 | ||||||||||||||||||
12 | ||||||||||||||||||
13 | Gold price | S&P 500 | S&P 500 with Dividends | |||||||||||||||
14 | ||||||||||||||||||
15 | Historical | Returns | Historical | Returns | Historical | Return | ||||||||||||
16 | USD | USD | USD | USD | ||||||||||||||
17 | 12/31/1969 | 35.2 | 85.02 | 100 | ||||||||||||||
18 | 1/30/1970 | 35 | -0.6% | 89.5 | 5.27% | 92.3528 | -7.65% | |||||||||||
19 | 2/27/1970 | 35 | 0.09% | 89.63 | 0.15% | 97.2192 | 5.27% | |||||||||||
20 | 3/31/1970 | 35.3 | 0.8% | 81.52 | -9.05% | 97.3604 | 0.15% | |||||||||||
21 | 4/30/1970 | 35.9 | 1.56% | 76.55 | -6.1% | 88.5509 | -9.05% | |||||||||||
22 | 5/29/1970 | 35.5 | -1.12% | 72.72 | -5% | 83.1523 | -6.1% | |||||||||||
23 | 6/30/1970 | 35.5 | 0.11% | 78.05 | 7.33% | 78.992 | -5% | |||||||||||
24 | 7/31/1970 | 35.3 | -0.54% | 81.52 | 4.45% | 84.7817 | 7.33% | |||||||||||
25 | 8/31/1970 | 35.8 | 1.42% | 84.3 | 3.41% | 88.5509 | 4.45% | |||||||||||
26 | 9/30/1970 | 36.4 | 1.68% | 83.25 | -1.25% | 91.473 | 3.3% | |||||||||||
27 | 10/30/1970 | 37.3 | 2.34% | 87.2 | 4.74% | 90.4302 | -1.14% | |||||||||||
28 | 11/30/1970 | 37.5 | 0.78% | 92.15 | 5.68% | 94.7208 | 4.74% | |||||||||||
29 | 12/31/1970 | 37.4 | -0.43% | 95.88 | 4.05% | 100.0978 | 5.68% | |||||||||||
30 | 1/29/1971 | 38.1 | 1.79% | 96.75 | 0.91% | 104.1495 | 4.05% | |||||||||||
31 | 2/26/1971 | 38.8 | 1.97% | 100.31 | 3.68% | 105.0945 | 0.91% | |||||||||||
32 | 3/31/1971 | 38.9 | 0.21% | 103.95 | 3.63% | 108.9615 | 3.68% | |||||||||||
33 | 4/30/1971 | 39.7 | 2.11% | 99.63 | -4.16% | 112.9155 | 3.63% | |||||||||||
34 | 5/31/1971 | 40.8 | 2.87% | 98.7 | -0.93% | 108.2229 | -4.16% | |||||||||||
35 | 6/30/1971 | 40.1 | -1.81% | 95.58 | -3.16% | 108.2989 | 0.07% | |||||||||||
36 | 7/30/1971 | 42.4 | 5.74% | 99.03 | 3.61% | 103.8236 | -4.13% | |||||||||||
37 | 8/31/1971 | 40.7 | -4.13% | 98.34 | -0.7% | 107.5712 | 3.61% | |||||||||||
38 | 9/30/1971 | 42.6 | 4.8% | 94.23 | -4.18% | 106.8216 | -0.7% | |||||||||||
39 | 10/29/1971 | 42.3 | -0.61% | 93.99 | -0.25% | 102.3572 | -4.18% | |||||||||||
40 | 11/30/1971 | 43.6 | 2.98% | 102.09 | 8.62% | 102.0965 | -0.25% | |||||||||||
41 | 12/31/1971 | 43.6 | -0.11% | 103.94 | 1.81% | 110.8951 | 8.62% | |||||||||||
42 | 1/31/1972 | 47.2 | 8.27% | 106.57 | 2.53% | 112.9046 | 1.81% | |||||||||||
43 | 2/29/1972 | 48.2 | 2.23% | 107.2 | 0.59% | 115.7615 | 2.53% | |||||||||||
44 | 3/31/1972 | 48.4 | 0.37% | 107.67 | 0.44% | 116.4458 | 0.59% | |||||||||||
45 | 4/28/1972 | 49.6 | 2.52% | 109.53 | 1.73% | 116.9563 | 0.44% | |||||||||||
46 | 5/31/1972 | 59.5 | 19.86% | 107.14 | -2.18% | 118.9768 | 1.73% | |||||||||||
47 | 6/30/1972 | 64.7 | 8.75% | 107.39 | 0.23% | 116.3806 | -2.18% | |||||||||||
48 | 7/31/1972 | 68.3 | 5.65% | 111.09 | 3.45% | 116.6522 | 0.23% | |||||||||||
49 | 8/31/1972 | 66.9 | -2.08% | 110.55 | -0.49% | 120.6713 | 3.45% | |||||||||||
50 | 9/29/1972 | 64.2 | -4.01% | 111.58 | 0.93% | 120.0847 | -0.49% | |||||||||||
51 | 10/31/1972 | 64.4 | 0.3% | 116.67 | 4.56% | 121.2036 | 0.93% | |||||||||||
52 | 11/30/1972 | 63.6 | -1.23% | 118.05 | 1.18% | 126.7326 | 4.56% | |||||||||||
53 | 12/29/1972 | 64.9 | 2.04% | 116.03 | -1.71% | 128.2316 | 1.18% | |||||||||||
54 | 1/31/1973 | 66 | 1.69% | 111.68 | -3.75% | 126.0374 | -1.71% | |||||||||||
55 | 2/28/1973 | 85 | 28.79% | 111.52 | -0.14% | 121.3122 | -3.75% | |||||||||||
56 | 3/30/1973 | 90 | 5.88% | 106.97 | -4.08% | 121.1384 | -0.14% | |||||||||||
57 | 4/30/1973 | 90.7 | 0.8% | 104.95 | -1.89% | 116.196 | -4.08% | |||||||||||
58 | 5/31/1973 | 114.8 | 26.49% | 104.26 | -0.66% | 114.0017 | -1.89% | |||||||||||
59 | 6/29/1973 | 123.3 | 7.41% | 108.22 | 3.8% | 113.2522 | -0.66% | |||||||||||
60 | 7/31/1973 | 115.6 | -6.21% | 104.25 | -3.67% | 117.5538 | 3.8% | |||||||||||
61 | 8/31/1973 | 103.5 | -10.47% | 108.43 | 4.01% | 113.2414 | -3.67% | |||||||||||
62 | 9/28/1973 | 100 | -3.38% | 108.29 | -0.13% | 117.7819 | 4.01% | |||||||||||
63 | 10/31/1973 | 98 | -2% | 95.96 | -11.39% | 117.6298 | -0.13% | |||||||||||
64 | 11/30/1973 | 101 | 3.06% | 97.55 | 1.66% | 104.2364 | -11.39% | |||||||||||
65 | 12/31/1973 | 112.3 | 11.14% | 96.57 | -1% | 105.9635 | 1.66% | |||||||||||
66 | 1/31/1974 | 132.5 | 18.04% | 96.22 | -0.36% | 104.899 | -1% | |||||||||||
67 | 2/28/1974 | 162.5 | 22.64% | 93.98 | -2.33% | 104.5188 | -0.36% | |||||||||||
68 | 3/29/1974 | 173 | 6.46% | 90.31 | -3.91% | 102.0856 | -2.33% | |||||||||||
69 | 4/30/1974 | 169.3 | -2.17% | 87.28 | -3.36% | 98.0991 | -3.91% | |||||||||||
70 | 5/31/1974 | 156.8 | -7.39% | 86 | -1.47% | 94.8077 | -3.36% | |||||||||||
71 | 6/28/1974 | 144.3 | -7.97% | 79.31 | -7.78% | 93.4173 | -1.47% | |||||||||||
72 | 7/31/1974 | 156 | 8.15% | 72.15 | -9.03% | 86.1503 | -7.78% | |||||||||||
73 | 8/30/1974 | 156 | 0% | 63.54 | -11.93% | 78.3728 | -9.03% | |||||||||||
74 | 9/30/1974 | 151.3 | -3.04% | 73.9 | 16.3% | 69.0202 | -11.93% | |||||||||||
75 | 10/31/1974 | 167 | 10.41% | 69.97 | -5.32% | 80.2737 | 16.3% | |||||||||||
76 | 11/29/1974 | 184 | 10.18% | 68.56 | -2.02% | 76.0048 | -5.32% | |||||||||||
77 | 12/31/1974 | 186.5 | 1.36% | 76.98 | 12.28% | 74.4732 | -2.02% | |||||||||||
78 | 1/31/1975 | 175.8 | -5.74% | 81.59 | 5.99% | 83.6194 | 12.28% | |||||||||||
79 | 2/28/1975 | 181.8 | 3.38% | 83.36 | 2.17% | 88.627 | 5.99% | |||||||||||
80 | 3/31/1975 | 177.3 | -2.48% | 87.3 | 4.73% | 90.5496 | 2.17% | |||||||||||
81 | 4/30/1975 | 167 | -5.78% | 91.15 | 4.41% | 94.8295 | 4.73% | |||||||||||
82 | 5/30/1975 | 167 | 0% | 95.19 | 4.43% | 99.0115 | 4.41% | |||||||||||
83 | 6/30/1975 | 166.3 | -0.45% | 88.75 | -6.77% | 103.4 | 4.43% | |||||||||||
84 | 7/31/1975 | 166.7 | 0.27% | 86.88 | -2.11% | 96.4045 | -6.77% | |||||||||||
85 | 8/29/1975 | 159.8 | -4.14% | 83.87 | -3.46% | 94.3732 | -2.11% | |||||||||||
86 | 9/30/1975 | 141.3 | -11.61% | 89.04 | 6.16% | 91.1036 | -3.46% | |||||||||||
87 | 10/31/1975 | 142.9 | 1.17% | 91.24 | 2.47% | 96.7195 | 6.16% | |||||||||||
88 | 11/28/1975 | 138.2 | -3.32% | 90.19 | -1.15% | 99.1093 | 2.47% | |||||||||||
89 | 12/31/1975 | 140.3 | 1.52% | 100.86 | 11.83% | 97.9687 | -1.15% | |||||||||||
90 | 1/30/1976 | 128.2 | -8.63% | 99.71 | -1.14% | 109.559 | 11.83% | |||||||||||
91 | 2/27/1976 | 132.3 | 3.24% | 102.77 | 3.07% | 108.3098 | -1.14% | |||||||||||
92 | 3/31/1976 | 129.6 | -2.04% | 101.64 | -1.1% | 111.6337 | 3.07% | |||||||||||
93 | 4/30/1976 | 128.4 | -0.93% | 100.18 | -1.44% | 110.4063 | -1.1% | |||||||||||
94 | 5/31/1976 | 125.5 | -2.26% | 104.28 | 4.09% | 108.8203 | -1.44% | |||||||||||
95 | 6/30/1976 | 123.8 | -1.35% | 103.44 | -0.81% | 113.274 | 4.09% | |||||||||||
96 | 7/30/1976 | 112.5 | -9.13% | 102.91 | -0.51% | 112.3615 | -0.81% | |||||||||||
97 | 8/31/1976 | 104 | -7.56% | 105.24 | 2.26% | 111.7858 | -0.51% | |||||||||||
98 | 9/30/1976 | 116 | 11.54% | 102.9 | -2.22% | 114.3168 | 2.26% | |||||||||||
99 | 10/29/1976 | 123.2 | 6.16% | 102.1 | -0.78% | 111.7749 | -2.22% | |||||||||||
100 | 11/30/1976 | 130.3 | 5.77% | 107.46 | 5.25% | 110.9059 | -0.78% |