Precious Commodities
Asset Allocation
| Position | Category/Sector | 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
The chart shows the growth of an initial investment of $10,000 in Precious Commodities, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly
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 4, 2024, the Precious Commodities returned 11.85% Year-To-Date and 21.34% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 7.50% | -1.61% | 17.65% | 26.26% | 11.73% | 10.64% |
| Precious Commodities | 11.85% | -3.15% | 20.85% | 13.25% | 24.44% | 21.43% |
| Portfolio components: | ||||||
PALL Aberdeen Standard Physical Palladium Shares ETF | -13.79% | -5.56% | -14.88% | -37.08% | -6.90% | 1.10% |
PPLT Aberdeen Standard Physical Platinum Shares ETF | -3.89% | 2.55% | 4.80% | -10.55% | 1.47% | -4.53% |
SIVR Aberdeen Standard Physical Silver Shares ETF | 11.29% | -3.25% | 14.92% | 2.88% | 11.96% | 2.98% |
GLD SPDR Gold Trust | 11.40% | -1.01% | 16.15% | 13.60% | 12.01% | 5.55% |
BTC-USD Bitcoin | 48.80% | -8.72% | 79.49% | 121.02% | 60.11% | 63.97% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -4.55% | 7.71% | 9.72% | -1.98% | ||||||||
| 2023 | 6.37% | 2.95% | 4.50% |
Expense Ratio
Precious Commodities has a high expense ratio of 0.38%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
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 | -0.85 | -1.27 | 0.87 | 0.17 | -1.70 |
PPLT Aberdeen Standard Physical Platinum Shares ETF | 0.03 | 0.21 | 1.02 | 0.05 | 0.08 |
SIVR Aberdeen Standard Physical Silver Shares ETF | 0.54 | 0.94 | 1.11 | 0.01 | 1.79 |
GLD SPDR Gold Trust | 2.31 | 3.39 | 1.42 | 0.43 | 13.85 |
BTC-USD Bitcoin | 5.04 | 4.51 | 1.52 | 0.05 | 40.90 |
Dividends
Dividend yield
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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.
The current Precious Commodities drawdown is 6.53%.
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% | Feb 24, 2020 | 24 | Mar 18, 2020 | 126 | Jul 22, 2020 | 150 |
| -34.94% | Dec 17, 2017 | 242 | Aug 15, 2018 | 315 | Jun 26, 2019 | 557 |
Volatility
Volatility Chart
The current Precious Commodities volatility is 5.69%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Diversification
Asset Correlations Table
| BTC-USD | PALL | GLD | PPLT | SIVR | |
|---|---|---|---|---|---|
| BTC-USD | 1.00 | 0.04 | 0.05 | 0.07 | 0.06 |
| PALL | 0.04 | 1.00 | 0.35 | 0.53 | 0.42 |
| GLD | 0.05 | 0.35 | 1.00 | 0.56 | 0.75 |
| PPLT | 0.07 | 0.53 | 0.56 | 1.00 | 0.59 |
| SIVR | 0.06 | 0.42 | 0.75 | 0.59 | 1.00 |