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 | 2.48% | 7.94% | 25.38% | 87.91% |
SPDR Gold Shares | GLD | -0.04 | 1.00 | 7.53% | 1.12% | 4.92% | 17.04% |
Asset correlations for time period 12/01/2004 - 02/28/2023 based on monthly returns |