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Investment statistics

 

The case for investing in gold centres on the role it can play as a portfolio diversifier, vehicle for risk management and as a store of value. Investors will find here a range of statistical analysis examining such features in detail on a periodical basis as well as a quarterly commentary on gold’s performance during the period.

The statistics in this section cover price performance, exchange rate effects, correlation analysis and the historical volatility of gold and a range of assets. Data is organised by country, with the exception of the area devoted to comparative analysis of commodities. Our analysis for each country now includes domestic equities, regional equities (in the case of Europe), international equities (ex-Europe) and international bonds (both in domestic currency terms). For bonds, we use the Barclays Capital Aggregate/Bond Indices, a series of market capitalisation weighted bond indices.

Complementing the investment statistics files, the quarterly commentary covers the primary economic, financial and gold market influences on gold’s performance during a given period. Investors will also find an archive of our (discontinued) Gold Investment Digest for the period between Q3 2006 and Q2 2011.

Quarterly commentary

Updated quarterly; last updated 1st April 2012
Follow the link to read the most recent quarterly commentary.

Investment statistics files

Updated monthly; last updated 1st April 2012

Click on a link in the list to the right to download the investment statistics file for a particular category. As with all our research files, you will need to be logged on to download material.

File contents: Price performance, volatility, 3- and 5-year correlation matrices, rolling correlation chart, rolling volatility chart, exchange rate effect chart, gold and local equity index price chart. Please refer to our notes on methodology for further details.

Gold Investment Digest

The quarterly Investment Statistics Commentary succeeded the Gold Investment Digest (GID), which was published between Q3 2006 and Q2 2011 and examined trends in price, investment markets and the macro-economy relating to gold and other assets typically found in an investor portfolio. 

GID was organised into four sections: price trends, gold investment trends, market and economic influences, and gold market trends.

Last issue: Gold Investment Digest Q2 2011

Gold Investment Digest archive page

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