Precious Commodities
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
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% |
GLD SPDR Gold Trust | Precious Metals, Gold | 20% |
BTC-USD Bitcoin | 20% |
Performance
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
Returns
As of Sep 21, 2023, the Precious Commodities returned 4.57% Year-To-Date and 17.33% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 0.06% | 11.82% | 14.66% | 14.17% | 5.78% | 6.75% |
| Precious Commodities | 1.85% | -3.45% | 4.57% | 9.25% | 14.23% | 17.33% |
| Portfolio components: | ||||||
PALL Aberdeen Standard Physical Palladium Shares ETF | 1.16% | -12.80% | -29.62% | -42.11% | 2.13% | 3.57% |
PPLT Aberdeen Standard Physical Platinum Shares ETF | 1.92% | -6.02% | -13.59% | 0.32% | 1.21% | -3.32% |
SIVR Aberdeen Standard Physical Silver Shares ETF | -0.04% | 1.36% | -2.83% | 20.70% | 6.76% | 0.26% |
GLD SPDR Gold Trust | 2.01% | -2.23% | 5.72% | 15.66% | 6.52% | 2.36% |
BTC-USD Bitcoin | 3.86% | -0.64% | 63.96% | 43.63% | 21.23% | 44.66% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| BTC-USD | PALL | GLD | PPLT | SIVR | |
|---|---|---|---|---|---|
| BTC-USD | 1.00 | 0.04 | 0.05 | 0.06 | 0.06 |
| PALL | 0.04 | 1.00 | 0.36 | 0.53 | 0.42 |
| GLD | 0.05 | 0.36 | 1.00 | 0.57 | 0.75 |
| PPLT | 0.06 | 0.53 | 0.57 | 1.00 | 0.59 |
| SIVR | 0.06 | 0.42 | 0.75 | 0.59 | 1.00 |
Dividend yield
Expense Ratio
The 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
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 | Ulcer Index | |
|---|---|---|---|---|---|
PALL Aberdeen Standard Physical Palladium Shares ETF | -1.20 | ||||
PPLT Aberdeen Standard Physical Platinum Shares ETF | 0.02 | ||||
SIVR Aberdeen Standard Physical Silver Shares ETF | 0.66 | ||||
GLD SPDR Gold Trust | 1.05 | ||||
BTC-USD Bitcoin | 1.37 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the Precious Commodities. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the Precious Commodities is 57.75%, recorded on Oct 20, 2011. It took 517 trading sessions for the portfolio to recover.
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 Chart
The current Precious Commodities volatility is 2.65%, 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.