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Abstract
The purpose of this article is to study the trend of gold returns. This trend was then compared with that of the S&P 500 Index and the Dow Jones Precious Metals Index, which includes gold, silver, and platinum. The examination focused on four moments: 1) the mean, 2) the variance or standard deviation, 3) skewness, and 4) kurtosis. The annual as well as 10 yearly overall Sharpe and Treynor ratios of all three indexes were compared. The results implied that gold has outperformed the Dow Jones Precious Metals Index and the S&P 500 Index over the past 10 years.
TOPICS: Private equity, commodities, statistical methods, performance measurement
- © 2013 Pageant Media Ltd
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