Precious Commodities
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
BTC-USD Bitcoin | 20% | |
GLD SPDR Gold Trust | Precious Metals, Gold | 20% |
PALL Aberdeen Standard Physical Palladium Shares ETF | Precious Metals | 20% |
PPLT Aberdeen Standard Physical Platinum Shares ETF | Precious Metals | 20% |
SIVR Aberdeen Standard Physical Silver Shares ETF | Precious Metals | 20% |
Performance
Performance Chart
Loading data...
The earliest data available for this chart is Jul 17, 2010, corresponding to the inception date of BTC-USD
Returns By Period
As of May 11, 2025, the Precious Commodities returned 14.27% Year-To-Date and 27.01% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.77% | 7.44% | -5.60% | 8.37% | 14.12% | 10.46% |
| Precious Commodities | 14.27% | 10.60% | 14.49% | 25.39% | 22.91% | 27.01% |
| Portfolio components: | ||||||
PALL Aberdeen Standard Physical Palladium Shares ETF | 7.03% | 6.70% | -1.79% | -1.35% | -12.79% | 1.62% |
PPLT Aberdeen Standard Physical Platinum Shares ETF | 9.78% | 6.93% | 2.73% | -0.46% | 4.76% | -1.96% |
SIVR Aberdeen Standard Physical Silver Shares ETF | 13.28% | 4.97% | 4.62% | 15.80% | 15.82% | 6.39% |
GLD SPDR Gold Trust | 26.73% | 4.96% | 23.75% | 40.30% | 14.00% | 10.17% |
BTC-USD Bitcoin | 10.21% | 29.32% | 34.11% | 69.38% | 64.34% | 83.65% |
Monthly Returns
The table below presents the monthly returns of Precious Commodities, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 8.70% | -5.83% | 6.19% | 1.36% | 3.72% | 14.27% | |||||||
| 2024 | -4.55% | 7.71% | 9.72% | -1.93% | 7.09% | -2.09% | 0.16% | -1.54% | 5.84% | 6.72% | 2.37% | -4.36% | 26.48% |
| 2023 | 6.36% | -6.83% | 11.87% | 3.73% | -6.20% | -2.52% | 3.18% | -3.08% | -3.37% | 6.37% | 2.95% | 4.50% | 16.26% |
| 2022 | 1.71% | 6.77% | -2.26% | -6.04% | -6.72% | -9.77% | 5.11% | -7.37% | 1.22% | -0.48% | 4.28% | 1.69% | -12.71% |
| 2021 | 0.55% | 9.67% | 9.56% | 4.06% | -4.59% | -6.31% | 2.31% | -0.16% | -8.86% | 11.83% | -6.79% | -1.51% | 7.40% |
| 2020 | 10.45% | -2.76% | -13.00% | 8.08% | 7.83% | -0.03% | 17.05% | 6.16% | -6.96% | 3.92% | 12.63% | 21.38% | 78.80% |
| 2019 | 1.97% | 5.65% | -2.74% | 6.70% | 11.68% | 17.15% | 0.41% | 5.40% | -3.36% | 6.34% | -5.93% | 3.46% | 54.84% |
| 2018 | -4.02% | -1.44% | -8.29% | 6.06% | -4.41% | -6.07% | 2.51% | -4.18% | 1.29% | -0.28% | -6.34% | 3.28% | -20.72% |
| 2017 | 7.52% | 6.62% | -2.97% | 5.26% | 17.09% | 2.54% | 5.23% | 17.78% | -5.67% | 11.10% | 16.84% | 13.47% | 142.05% |
| 2016 | -3.93% | 8.00% | 2.88% | 9.89% | -4.11% | 14.04% | 6.49% | -6.64% | 2.93% | -2.78% | 1.26% | 3.59% | 33.84% |
| 2015 | -3.08% | 0.53% | -3.97% | -0.23% | -0.20% | -2.35% | -4.50% | -3.68% | -0.39% | 10.80% | -4.87% | 5.75% | -7.09% |
| 2014 | 2.19% | -1.98% | -4.07% | 0.11% | 7.69% | 4.31% | -2.85% | -4.15% | -11.83% | -4.71% | 1.09% | -2.81% | -16.94% |
Expense Ratio
Precious Commodities has an expense ratio of 0.38%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 90, Precious Commodities is among the top 10% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
PALL Aberdeen Standard Physical Palladium Shares ETF | 0.00 | 0.29 | 1.03 | 0.00 | 0.07 |
PPLT Aberdeen Standard Physical Platinum Shares ETF | 0.03 | 0.88 | 1.10 | 0.04 | 1.37 |
SIVR Aberdeen Standard Physical Silver Shares ETF | 0.50 | 1.12 | 1.14 | 0.12 | 2.20 |
GLD SPDR Gold Trust | 2.37 | 3.79 | 1.49 | 2.44 | 15.79 |
BTC-USD Bitcoin | 1.24 | 2.99 | 1.31 | 2.31 | 10.99 |
Loading data...
Dividends
Dividend yield
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Loading data...
Worst Drawdowns
The table below displays the maximum drawdowns of the Precious Commodities. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Precious Commodities was 57.75%, occurring on Oct 20, 2011. Recovery took 517 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -57.75% | Jun 10, 2011 | 133 | Oct 20, 2011 | 517 | Mar 20, 2013 | 650 |
| -49.36% | Dec 5, 2013 | 630 | Aug 26, 2015 | 632 | May 19, 2017 | 1262 |
| -38.01% | Apr 11, 2013 | 86 | Jul 5, 2013 | 130 | Nov 12, 2013 | 216 |
| -34.98% | Dec 17, 2017 | 242 | Aug 15, 2018 | 315 | Jun 26, 2019 | 557 |
| -34.93% | Feb 24, 2020 | 24 | Mar 18, 2020 | 126 | Jul 22, 2020 | 150 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading data...
Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 5 assets, with an effective number of assets of 5.00, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.
Asset Correlations Table
| ^GSPC | BTC-USD | PALL | GLD | SIVR | PPLT | Portfolio | |
|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.13 | 0.29 | 0.04 | 0.18 | 0.25 | 0.23 |
| BTC-USD | 0.13 | 1.00 | 0.05 | 0.05 | 0.07 | 0.07 | 0.71 |
| PALL | 0.29 | 0.05 | 1.00 | 0.36 | 0.42 | 0.53 | 0.50 |
| GLD | 0.04 | 0.05 | 0.36 | 1.00 | 0.74 | 0.55 | 0.48 |
| SIVR | 0.18 | 0.07 | 0.42 | 0.74 | 1.00 | 0.59 | 0.53 |
| PPLT | 0.25 | 0.07 | 0.53 | 0.55 | 0.59 | 1.00 | 0.55 |
| Portfolio | 0.23 | 0.71 | 0.50 | 0.48 | 0.53 | 0.55 | 1.00 |