GOLDBEES.NSE

10-Year Study

GOLDBEES.NSE · Unknown · Unknown · Common Stock

Executive Summary: GOLDBEES.NSE has compounded at 17.0% annually over the last 10 years, with a maximum drawdown of 19.0% and an annualized volatility of 12.4%.

1Y CAGR
+63.9%
3Y CAGR
+35.9%
5Y CAGR
+24.5%
10Y CAGR
+17.0%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
19.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.97
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
2.24
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
14.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +71.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · -5.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
90%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202619.10.4-7.93.2————————13.6%
20257.82.94.36.60.50.62.83.812.34.44.65.271.8%
2024-0.6-1.17.37.50.7-1.1-3.23.44.85.3-3.9-0.319.4%
20234.0-2.67.70.4-0.2-3.62.7-0.6-2.15.62.11.014.7%
2022-0.65.71.21.5-1.9-0.40.7-0.4-1.70.24.33.712.8%
2021-2.5-5.6-5.26.34.9-4.93.5-2.6-2.74.50.0-0.1-5.2%
20204.14.22.211.4-3.74.010.6-3.8-2.60.3-3.32.127.0%
20194.70.5-4.2-0.40.85.62.310.3-2.43.3-1.93.122.9%
20183.10.80.61.10.1-2.3-2.32.1-0.15.0-4.93.86.7%
20172.62.7-3.31.1-0.9-1.6-0.23.20.5-1.1-0.3-0.12.4%
2016———6.0-2.65.00.70.60.5-3.2-3.3-3.10.0%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 12.4%. The dominant macroeconomic risk driver is GLD.US, accounting for 69.4% of variance. Idiosyncratic stock-specific factors contribute 16.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110598.1467453547
2016-05-0110319.25834698887
2016-06-0110832.959489292587
2016-07-0110907.069141581174
2016-08-0110968.503062991642
2016-09-0111019.795209350432
2016-10-0110670.697040211631
2016-11-0110319.453266667826
2016-12-0110003.315122478747
2017-01-0110261.14029202539
2017-02-0110539.833770712261
2017-03-0110191.51602425753
2017-04-0110301.316064937713
2017-05-0110213.358931792545
2017-06-0110051.291402390547
2017-07-0110028.278232813553
2017-08-0110346.561981407638
2017-09-0110399.804812492477
2017-10-0110286.299066007392
2017-11-0110258.60559223071
2017-12-0110245.92837341611
2018-01-0110566.162806736245
2018-02-0110649.438891713487
2018-03-0110710.09239043989
2018-04-0110823.598136924975
2018-05-0110836.46953145029
2018-06-0110582.35006770855
2018-07-0110337.981051724095
2018-08-0110549.97554576394
2018-09-0110542.369214475182
2018-10-0111066.01646818338
2018-11-0110525.792114144964
2018-12-0110929.497552121298
2019-01-0111447.488415298545
2019-02-0111507.557154988077
2019-03-0111019.599545703233
2019-04-0110980.984618159044
2019-05-0111070.501852704108
2019-06-0111693.612452361855
2019-07-0111957.678771476316
2019-08-0113183.617164656687
2019-09-0112861.042951220828
2019-10-0113287.370975448008
2019-11-0113033.05733599555
2019-12-0113437.347533008755
2020-01-0113991.222960288314
2020-02-0114576.303391438742
2020-03-0114903.94849240044
2020-04-0116604.58251701418
2020-05-0115988.29856992937
2020-06-0116620.185018949614
2020-07-0118387.127444884227
2020-08-0117685.031225091014
2020-09-0117232.56908451881
2020-10-0117287.176353356346
2020-11-0116709.897173173635
2020-12-0117064.845908554104
2021-01-0116635.78752088505
2021-02-0115699.658235869774
2021-03-0114888.345990465006
2021-04-0115832.276526447997
2021-05-0116612.383767981897
2021-06-0115804.972892029227
2021-07-0116351.047068341071
2021-08-0115925.890050124117
2021-09-0115492.930293002964
2021-10-0116187.225261828462
2021-11-0116191.125143344081
2021-12-0116179.424010860746
2022-01-0116089.711856636726
2022-02-0117002.43738874885
2022-03-0117209.16533161566
2022-04-0117470.50203125649
2022-05-0117142.856930294787
2022-06-0117068.74579006972
2022-07-0117185.76306664899
2022-08-0117123.354546843737
2022-09-0116834.71421278414
2022-10-0116862.01784720291
2022-11-0117591.41770141489
2022-12-0118250.60927279039
2023-01-0118983.90900851799
2023-02-0118492.44210104368
2023-03-0119920.038293533264
2023-04-0119990.248064306234
2023-05-0119943.442046436416
2023-06-0119233.54457567548
2023-07-0119760.116368536274
2023-08-0119639.199210441384
2023-09-0119225.743324707764
2023-10-0120306.192032784595
2023-11-0120731.350538938033
2023-12-0120930.277230837128
2024-01-0120809.360072742238
2024-02-0120587.029627939995
2024-03-0122080.935709686928
2024-04-0123746.464848914184
2024-05-0123906.386773911174
2024-06-0123648.95144372245
2024-07-0122888.3465856396
2024-08-0123660.65257620578
2024-09-0124787.907302152435
2024-10-0126102.387587514844
2024-11-0125076.547636212028
2024-12-0124998.53512653486
2025-01-0126944.90483679048
2025-02-0127732.81184135562
2025-03-0128926.377944496104
2025-04-0130849.339438039126
2025-05-0131005.361481520496
2025-06-0131200.38829190397
2025-07-0132062.40643669418
2025-08-0133287.17456783257
2025-09-0137386.63895533765
2025-10-0139013.16183972633
2025-11-0140807.410875952664
2025-12-0142948.80442071881
2026-01-0151143.82885040391
2026-02-0151331.05887362911
2026-03-0147270.59925302613
2026-04-0148780.104860835534
Annual Return Matrix
YearAnnual Return
20170.02425328483276301
20180.06671617776274563
20190.2294570238867668
20200.26995643051088924
2021-0.05188572474888398
20220.12801353500219292
20230.14682621922336714
20240.1943719068232821
20250.7180528460297861
20260.13577328912335607
Total Factor Risk
0.12363840848816224
VTI.US Exposure
0.004565584793561217
VEA.US Exposure
0.10570512001359181
VWO.US Exposure
-0.03535854368022989
QQQ.US Exposure
0.016149355883240502
VTV.US Exposure
0.0019474636076970977
IJR.US Exposure
-0.0039708506063792955
QUAL.US Exposure
0.01885908202037883
SHV.US Exposure
0.014261132382562172
TLT.US Exposure
0.014243301340758205
LQD.US Exposure
-0.002235998156927509
HYG.US Exposure
0.003754662084619882
GLD.US Exposure
0.6941576552920359
USO.US Exposure
-0.0036381306591576085
VNQ.US Exposure
-0.009410138222814984
BTC-USD.CC Exposure
0.0016573535672764048
CPER.US Exposure
0.02744183809124087
VIX.INDX Exposure
0.0077918496235383885
UUP.US Exposure
-0.011983950022617151
TIP.US Exposure
-0.009054685417376316
Idiosyncratic Exposure
0.16511789806500154
Value Score
36
Growth Score
50
Profit Score
37.5
Health Score
26
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
12.4%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.30
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-1.4%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+19.4%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
14.7% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is GOLDBEES.NSE a high-risk investment?

GOLDBEES.NSE (GOLDBEES.NSE) has an annualized volatility of 12.4% and experienced a maximum drawdown of 19.0% over the last 10 years. Its primary macro risk driver is GLD.US.

What is the 10-year return of GOLDBEES.NSE?

Over the past 10 years, GOLDBEES.NSE has generated a Compound Annual Growth Rate (CAGR) of 17.0%. It has had a positive return in 90% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

Run a Full Backtest on GOLDBEES.NSE

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest