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Palladium (PA=F)

Futures · Currency in USD · Last updated Aug 6, 2022

PA=FShare Price Chart


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PA=FPerformance

The chart shows the growth of $10,000 invested in Palladium in Jan 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $50,650 for a total return of roughly 406.50%. All prices are adjusted for splits and dividends.


-20.00%-10.00%0.00%10.00%20.00%30.00%MarchAprilMayJuneJulyAugust
-5.78%
-7.56%
PA=F (Palladium)
Benchmark (^GSPC)

PA=FReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M11.23%8.19%
6M-8.13%-7.42%
YTD11.44%-13.03%
1Y-19.80%-5.85%
5Y19.14%10.76%
10Y13.82%11.45%

PA=FMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
202223.12%6.44%-9.80%2.10%-13.38%-4.32%9.79%1.47%
2021-5.85%5.01%4.30%15.84%-6.03%1.05%-4.38%-7.06%-22.92%4.39%-14.25%12.04%
202017.68%11.67%-7.00%-16.34%-0.90%0.56%9.76%5.16%3.38%-4.78%8.26%2.33%
20196.73%14.47%-12.21%3.15%-3.86%14.88%-0.86%1.28%7.17%6.62%3.27%5.15%
2018-4.31%1.92%-9.78%1.90%1.22%-1.66%-1.92%3.57%12.05%-0.52%7.70%7.30%
201710.50%2.17%3.56%3.56%-0.81%3.56%4.89%4.65%0.64%4.54%2.66%6.67%
2016-11.29%-0.38%13.61%11.52%-12.76%9.20%18.44%-5.61%7.75%-14.30%24.97%-11.53%
2015-3.22%5.92%-10.20%5.65%0.03%-13.53%-9.13%-1.44%8.22%4.00%-19.95%3.48%
2014-2.01%5.81%4.52%4.52%2.83%0.95%3.69%3.89%-14.71%2.13%2.65%-1.72%
20136.07%-1.70%4.71%-9.18%7.80%-12.23%10.05%-0.46%0.56%1.39%-2.48%-0.08%
20124.63%3.02%-7.57%4.38%-10.22%-4.75%1.15%6.48%1.86%-4.79%12.68%2.39%
20111.95%-2.61%-3.73%3.13%-1.64%-2.51%8.86%-4.67%-22.08%6.03%-6.31%7.48%
2010-0.79%3.82%10.58%16.02%-16.75%-3.78%12.51%0.08%14.16%12.93%8.66%14.60%

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 -0.14. 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.


-0.500.000.501.00MarchAprilMayJuneJulyAugust
-0.14
-0.29
PA=F (Palladium)
Benchmark (^GSPC)

PA=FDrawdowns Chart

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


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2022FebruaryMarchAprilMayJuneJulyAugust
-28.78%
-13.58%
PA=F (Palladium)
Benchmark (^GSPC)

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 404 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-48.29%Sep 2, 2014345Jan 12, 2016404Aug 16, 2017749
-48.1%May 4, 2021159Dec 15, 2021
-47.17%Feb 28, 202014Mar 18, 2020272Apr 16, 2021286
-34.62%Feb 22, 2011360Jul 24, 2012475Jun 11, 2014835
-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 57.36%. 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.


20.00%40.00%60.00%80.00%100.00%MarchAprilMayJuneJulyAugust
57.36%
17.43%
PA=F (Palladium)
Benchmark (^GSPC)