Loading ...Correlation Results
Asset correlations for time period 11/11/2009 – 07/22/2016 based on daily returns.
| Name | Ticker | SLV | SLW | GLD | TGLDX | GDX | GDXJ | SIVR | Annualized Return | Daily Standard Deviation | Monthly Standard Deviation | Annualized Standard Deviation |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| iShares Silver Trust ETF | SLV | – | 0.72 | 0.80 | 0.71 | 0.68 | 0.70 | 1.00 | 1.38% | 1.95% | 10.05% | 34.83% |
| Silver Wheaton Corp | SLW | 0.72 | – | 0.69 | 0.88 | 0.89 | 0.86 | 0.72 | 9.78% | 2.84% | 14.17% | 47.65% |
| SPDR Gold Shares ETF | GLD | 0.80 | 0.69 | – | 0.77 | 0.75 | 0.76 | 0.80 | 2.32% | 1.11% | 5.33% | 18.44% |
| Tocqueville Gold Fund | TGLDX | 0.71 | 0.88 | 0.77 | – | 0.97 | 0.95 | 0.71 | -2.78% | 2.06% | 9.57% | 32.93% |
| Market Vectors TR Gold Miners ETF | GDX | 0.68 | 0.89 | 0.75 | 0.97 | – | 0.94 | 0.68 | -7.18% | 2.49% | 11.06% | 37.87% |
| Market Vectors Junior Gold Miners ETF | GDXJ | 0.70 | 0.86 | 0.76 | 0.95 | 0.94 | – | 0.70 | -8.98% | 3.04% | 13.24% | 45.70% |
| ETFS Silver Trust ETF | SIVR | 1.00 | 0.72 | 0.80 | 0.71 | 0.68 | 0.70 | – | 1.57% | 1.95% | 10.03% | 34.74% |