Investment statistics

In addition to its attributes as a store of value, the case for investing in gold centres on the role it can play as a portfolio diversifier, and we produce a range of statistical analysis to allow this to be examined in detail.

Investment statistics files

Updated quarterly; last updated 31st March 2008

Click on a link/flag below to download the investment statistics file for a particular country; as with all our research files, you will need to be logged on to do this.

• Australia
• Belgium
• Commodities
• France
• Germany
• India
• Italy
• Japan
• Netherlands
• South Africa
• Switzerland
• United Kingdom
• United States

File contents:
Correlation Matrix, Rolling Correlation Chart, Volatility Table, Rolling Volatility Chart, Exchange Rate Effect chart, Gold and Local Equities chart

The statistics in this section, covering exchange rate effects, correlation analysis and the historical volatility of gold and a range of assets, are organised by country, with the exception of the area devoted to comparative analysis of commodities. We have recently extended our coverage to include more countries and revamped our approach to better reflect investment research best practice and the realities of asset allocation in financial markets that are increasingly integrated across the globe.

Specifically, 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 Lehman Brothers’ Global Aggregate Bond Index series, which is a series of market capitalisation weighted bond indices. Returns are total returns reported in unhedged domestic currency terms.The charts and tables are offered in Excel format for flexibility and convenience. To make access and downloads simpler, we have now combined the data and charts on a country-by-country basis.

The methodology used to compute the correlation of returns and historical volatility is applied consistently across all countries and commodities. Note on methodology