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Palladium (PA=F)

Futures · Currency in USD

PA=FPrice Chart


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PA=FPerformance

The chart shows the growth of $10,000 invested in Palladium on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $45,679 for a total return of roughly 356.79%. All prices are adjusted for splits and dividends.


PA=F (Palladium)
Benchmark (S&P 500)

PA=FReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
YTD0.50%-1.87%
1M3.91%-0.21%
6M-31.72%8.24%
1Y-21.50%24.78%
5Y20.39%15.47%
10Y12.01%13.80%

PA=FMonthly Returns Heatmap


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PA=FSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Palladium Sharpe ratio is -0.49. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


PA=F (Palladium)
Benchmark (S&P 500)

PA=FDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


PA=F (Palladium)
Benchmark (S&P 500)

PA=FWorst Drawdowns

The table below shows the maximum drawdowns of the Palladium. 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 Palladium is 48.29%, recorded on Jan 12, 2016. It took 402 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-48.29%Sep 2, 2014344Jan 12, 2016402Aug 16, 2017746
-48.1%May 4, 2021159Dec 15, 2021
-47.17%Feb 28, 202014Mar 18, 2020272Apr 16, 2021286
-34.62%Feb 22, 2011359Jul 24, 2012473Jun 11, 2014832
-28.11%Apr 22, 201021May 20, 201092Sep 30, 2010113
-24.02%Jan 18, 2018146Aug 15, 201847Oct 22, 2018193
-18.54%Mar 21, 201935May 9, 201942Jul 10, 201977
-13.01%Nov 10, 20105Nov 16, 201011Dec 2, 201016
-11.71%Jul 11, 201917Aug 2, 201928Sep 12, 201945
-9.81%Jan 21, 20105Jan 27, 201026Mar 5, 201031

PA=FVolatility Chart

Current Palladium volatility is 43.41%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


PA=F (Palladium)
Benchmark (S&P 500)

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