Name | Ticker | ^WTI | GLD | Annualized Return | Daily Standard Deviation | Monthly Standard Deviation | Annualized Standard Deviation |
---|---|---|---|---|---|---|---|
Oil Price Index (WTI) | ^WTI | 1.00 | 0.13 | 2.74% | 2.99% | 11.61% | 40.22% |
SPDR Gold Shares | GLD | 0.13 | 1.00 | 7.60% | 1.13% | 4.91% | 17.02% |
Asset correlations for time period 12/01/2004 - 12/31/2022 based on monthly returns |