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Precious Commodities

Last updated Sep 21, 2023

Asset Allocation


PALL 20%PPLT 20%SIVR 20%GLD 20%BTC-USD 20%CommodityCommodityCryptocurrencyCryptocurrency
PositionCategory/SectorWeight
PALL
Aberdeen Standard Physical Palladium Shares ETF
Precious Metals20%
PPLT
Aberdeen Standard Physical Platinum Shares ETF
Precious Metals20%
SIVR
Aberdeen Standard Physical Silver Shares ETF
Precious Metals20%
GLD
SPDR Gold Trust
Precious Metals, Gold20%
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


-5.00%0.00%5.00%10.00%15.00%AprilMayJuneJulyAugustSeptember
-3.56%
10.86%
Precious Commodities
Benchmark (^GSPC)
Portfolio components

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 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark0.06%11.82%14.66%14.17%5.78%6.75%
Precious Commodities1.85%-3.45%4.57%9.25%14.23%17.33%
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%

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

BTC-USDPALLGLDPPLTSIVR
BTC-USD1.000.040.050.060.06
PALL0.041.000.360.530.42
GLD0.050.361.000.570.75
PPLT0.060.530.571.000.59
SIVR0.060.420.750.591.00

Sharpe Ratio

The current Precious Commodities Sharpe ratio is 0.18. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.18

The Sharpe ratio of Precious Commodities is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio0.000.501.001.50AprilMayJuneJulyAugustSeptember
0.18
1.00
Precious Commodities
Benchmark (^GSPC)
Portfolio components

Dividend yield


Precious Commodities doesn't pay dividends

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.


0.60%
0.00%2.15%
0.40%
0.00%2.15%
0.30%
0.00%2.15%

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 ratioSortino ratioOmega ratioCalmar ratioUlcer 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.


-25.00%-20.00%-15.00%-10.00%-5.00%AprilMayJuneJulyAugustSeptember
-24.39%
-8.22%
Precious Commodities
Benchmark (^GSPC)
Portfolio components

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, 2011133Oct 20, 2011517Mar 20, 2013650
-49.36%Dec 5, 2013630Aug 26, 2015632May 19, 20171262
-38.01%Apr 11, 201386Jul 5, 2013130Nov 12, 2013216
-34.98%Feb 24, 202024Mar 18, 2020126Jul 22, 2020150
-34.94%Dec 17, 2017242Aug 15, 2018315Jun 26, 2019557

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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%AprilMayJuneJulyAugustSeptember
2.65%
2.22%
Precious Commodities
Benchmark (^GSPC)
Portfolio components