Name | Ticker | ^VIX | GLD | Annualized Return | Daily Standard Deviation | Monthly Standard Deviation | Annualized Standard Deviation |
---|---|---|---|---|---|---|---|
CBOE SPX Market Volatility Index | ^VIX | 1.00 | -0.04 | 0.13% | 7.89% | 25.16% | 87.15% |
SPDR Gold Shares | GLD | -0.04 | 1.00 | 7.66% | 1.12% | 4.89% | 16.92% |
Asset correlations for time period 12/01/2004 - 08/31/2023 based on monthly returns |