Gold provides diversification in a portfolio and is often correlated with the stock market during risk-on periods, while it decouples and becomes inversely correlated during periods of stress. This is unique amongst most hedges in the marketplace. We provide the correlation between gold and many major market indices across various assets classes and time horizons to highlight how it behaves with those assets over various time horizons and market conditions.
来源： 彭博社, 纽约商品交易所; 版权和其他权利
Length and Frequency
Correlations are computed on a daily, weekly, or monthly basis over the period selected.
Data is updated daily based on end-of-day files.
Correlation ranges from -1 to +1 which represents -100% and +100% cross correlation.