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ISIN
US0032621023
CUSIP
003262102
Issuer
Aberdeen
Inception Date
Jan 6, 2010
Leveraged
1x (No leverage)
Index Tracked
Palladium London PM Fix ($/ozt)
Distribution Policy
Accumulating
Asset Class
Commodity
Assets Under Management
$765M

Share Price Chart


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Performance

PALL Performance Chart

Aberdeen Standard Physical Palladium Shares ETF (PALL) is down 14.2% since the beginning of the year. PALL is currently trading at $25 per share. Investors who bought $1,000 worth of PALL shares 5 years ago would now be looking at an investment worth $469.


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S&P 500 Index

Returns By Period

Aberdeen Standard Physical Palladium Shares ETF (PALL) has returned -14.19% so far this year and 37.57% over the past 12 months. Over the last ten years, PALL has returned 8.91% per year, falling short of the S&P 500 Index benchmark, which averaged 13.75% annually.


Aberdeen Standard Physical Palladium Shares ETF

1D
0.52%
1M
-9.80%
YTD
-14.19%
6M
-6.85%
1Y
37.57%
3Y*
-1.63%
5Y*
-14.07%
10Y*
8.91%

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.25%
YTD
11.16%
6M
11.43%
1Y
28.20%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PALL Monthly Returns History

Based on dividend-adjusted daily data since Jan 14, 2010, PALL's average daily return is +0.05%, while the average monthly return is +0.89%. At this rate, an investment would double in approximately 6.5 years.

Historically, 60% of months were positive and 40% were negative. The best month was Jan 2022 with a return of +24.7%, while the worst month was Sep 2021 at -22.8%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 5 months.

On a daily basis, PALL closed higher 52% of trading days. The best single day was Mar 25, 2020 with a return of +21.0%, while the worst single day was Mar 12, 2020 at -19.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.83%5.54%-17.05%2.84%-10.89%1.05%-14.19%
202510.67%-8.58%7.16%-5.02%3.23%13.33%8.00%-6.89%12.85%15.33%0.58%9.78%74.07%
2024-10.69%-3.75%7.63%-6.12%-4.17%5.88%-4.99%4.68%3.45%12.26%-12.30%-7.45%-17.38%
2023-7.29%-14.29%2.93%2.91%-9.11%-9.91%4.00%-4.19%1.51%-10.10%-9.61%8.09%-38.77%
202224.72%6.27%-10.53%1.99%-13.38%-3.23%10.17%-2.09%4.27%-14.56%1.77%-5.48%-6.28%
2021-9.23%4.15%12.83%12.17%-4.18%-1.33%-4.45%-6.88%-22.80%4.14%-13.37%9.48%-23.26%

Benchmark Metrics

Aberdeen Standard Physical Palladium Shares ETF has an annualized alpha of 4.18%, beta of 0.63, and R2 of 0.10 versus S&P 500 Index. Calculated based on daily prices since January 15, 2010.

  • This ETF participated in 85.34% of S&P 500 Index downside but only 65.69% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.63 may look defensive, but with R2 of 0.10 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.10 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
4.18%
Beta
0.63
0.10
Upside Capture
65.69%
Downside Capture
85.34%

Expense Ratio

PALL has an expense ratio of 0.60%, placing it in the medium range.


Return for Risk

Risk / Return Rank

PALL ranks 22 for risk / return — below 22% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


PALL Risk / Return Rank: 2222
Overall Rank
PALL Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
PALL Sortino Ratio Rank: 2222
Sortino Ratio Rank
PALL Omega Ratio Rank: 2525
Omega Ratio Rank
PALL Calmar Ratio Rank: 2323
Calmar Ratio Rank
PALL Martin Ratio Rank: 2020
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Aberdeen Standard Physical Palladium Shares ETF (PALL) and compare them to S&P 500 Index.


PALLBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.76

2.39

-1.63

Sortino ratio

Return per unit of downside risk

1.24

3.25

-2.01

Omega ratio

Gain probability vs. loss probability

1.17

1.43

-0.26

Calmar ratio

Return relative to maximum drawdown

1.10

3.11

-2.01

Martin ratio

Return relative to average drawdown

2.34

14.38

-12.04

Dividends

Dividend History


Aberdeen Standard Physical Palladium Shares ETF doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Aberdeen Standard Physical Palladium Shares ETF. 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 Aberdeen Standard Physical Palladium Shares ETF was 73.63%, occurring on Aug 5, 2024. The portfolio has not yet recovered.

The current Aberdeen Standard Physical Palladium Shares ETF drawdown is 57.71%.


Related event

Drawdown

Fall

Recovery

Underwater

2024 bear market2024
-73.63%Aug 2024
2y 5mo
4y 2moMar 2022 - now
2016 bear market2016
-48.40%Jan 2016
1y 4mo1y 7mo
2y 11moSep 2014 - Aug 2017
2021 bear market2021
-46.80%Dec 2021
7mo 14d2mo 19d
10mo 3dMay 2021 - Mar 2022
COVID crash2020
-45.65%Mar 2020
19d1y 1mo
1y 1moFeb 2020 - Apr 2021
2011 bear market2011
-35.37%Oct 2011
7mo 14d2y 9mo
3y 4moFeb 2011 - Jul 2014

Drawdown Indicators


PALLBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-73.63%

-56.78%

-16.85%

Max Drawdown (1Y)

Largest decline over 1 year

-34.17%

-9.10%

-25.07%

Max Drawdown (3Y)

Largest decline over 3 years

-40.64%

-18.90%

-21.74%

Max Drawdown (5Y)

Largest decline over 5 years

-73.63%

-25.43%

-48.20%

Max Drawdown (10Y)

Largest decline over 10 years

-73.63%

-33.92%

-39.71%

Current Drawdown

Current decline from peak

-57.71%

0.00%

-57.71%

Average Drawdown

Average peak-to-trough decline

-26.80%

-10.72%

-16.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.09%

1.97%

+14.12%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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