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Aberdeen Standard Physical Palladium Shares ETF (P...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US0032621023

CUSIP

003262102

Issuer

Abrdn Plc

Inception Date

Jan 6, 2010

Leveraged

1x

Index Tracked

Palladium London PM Fix ($/ozt)

Asset Class

Commodity

Expense Ratio

PALL features an expense ratio of 0.60%, falling within the medium range.


Expense ratio chart for PALL: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
PALL vs. IAC PALL vs. SIVR PALL vs. FXZ PALL vs. IAUM PALL vs. VTI PALL vs. FAAR PALL vs. LIT PALL vs. GLD PALL vs. XLE PALL vs. VNQ
Popular comparisons:
PALL vs. IAC PALL vs. SIVR PALL vs. FXZ PALL vs. IAUM PALL vs. VTI PALL vs. FAAR PALL vs. LIT PALL vs. GLD PALL vs. XLE PALL vs. VNQ

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Aberdeen Standard Physical Palladium Shares ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


100.00%200.00%300.00%400.00%JulyAugustSeptemberOctoberNovemberDecember
92.08%
412.86%
PALL (Aberdeen Standard Physical Palladium Shares ETF)
Benchmark (^GSPC)

Returns By Period

Aberdeen Standard Physical Palladium Shares ETF had a return of -17.97% year-to-date (YTD) and -26.79% in the last 12 months. Over the past 10 years, Aberdeen Standard Physical Palladium Shares ETF had an annualized return of 0.60%, while the S&P 500 had an annualized return of 11.01%, indicating that Aberdeen Standard Physical Palladium Shares ETF did not perform as well as the benchmark.


PALL

YTD

-17.97%

1M

-10.40%

6M

1.39%

1Y

-26.79%

5Y*

-13.80%

10Y*

0.60%

^GSPC (Benchmark)

YTD

23.11%

1M

-0.36%

6M

7.02%

1Y

23.15%

5Y*

12.80%

10Y*

11.01%

Monthly Returns

The table below presents the monthly returns of PALL, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-10.69%-3.75%7.63%-6.12%-4.17%5.88%-4.99%4.68%3.45%12.26%-12.30%-17.97%
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%
202017.89%11.60%-7.85%-16.88%-1.32%0.30%8.02%7.30%2.19%-4.01%7.65%2.61%25.27%
20197.20%14.70%-10.82%0.13%-4.19%16.25%-1.40%0.54%10.31%6.38%2.13%5.96%53.94%
2018-3.48%1.43%-8.94%1.62%2.21%-3.65%-1.98%5.04%9.45%0.46%8.83%6.64%17.23%
201710.80%2.24%3.47%3.58%-1.04%2.99%5.07%5.69%0.04%4.64%2.56%5.55%55.73%
2016-11.30%-1.12%14.27%10.79%-12.45%9.40%18.40%-5.12%7.22%-14.36%24.11%-11.59%20.38%
2015-3.41%6.04%-10.15%5.55%-0.09%-13.36%-9.27%-1.84%8.51%3.56%-19.56%3.28%-30.09%
2014-1.32%5.53%4.19%4.53%3.28%0.78%2.96%4.11%-14.67%2.54%1.73%-1.19%11.30%
20135.43%-1.96%5.84%-9.59%7.06%-11.81%10.13%-1.10%0.45%1.71%-2.49%-0.77%0.58%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of PALL is 3, meaning it’s performing worse than 97% of other ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of PALL is 33
Overall Rank
The Sharpe Ratio Rank of PALL is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of PALL is 33
Sortino Ratio Rank
The Omega Ratio Rank of PALL is 33
Omega Ratio Rank
The Calmar Ratio Rank of PALL is 33
Calmar Ratio Rank
The Martin Ratio Rank of PALL is 33
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Aberdeen Standard Physical Palladium Shares ETF (PALL) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for PALL, currently valued at -0.63, compared to the broader market0.002.004.00-0.631.90
The chart of Sortino ratio for PALL, currently valued at -0.79, compared to the broader market-2.000.002.004.006.008.0010.00-0.792.54
The chart of Omega ratio for PALL, currently valued at 0.92, compared to the broader market0.501.001.502.002.503.000.921.35
The chart of Calmar ratio for PALL, currently valued at -0.33, compared to the broader market0.005.0010.0015.00-0.332.81
The chart of Martin ratio for PALL, currently valued at -1.17, compared to the broader market0.0020.0040.0060.0080.00100.00-1.1712.39
PALL
^GSPC

The current Aberdeen Standard Physical Palladium Shares ETF Sharpe ratio is -0.63. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Aberdeen Standard Physical Palladium Shares ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.63
1.90
PALL (Aberdeen Standard Physical Palladium Shares ETF)
Benchmark (^GSPC)

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.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-71.89%
-3.58%
PALL (Aberdeen Standard Physical Palladium Shares ETF)
Benchmark (^GSPC)

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 71.89%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-73.63%Mar 9, 2022605Aug 5, 2024
-48.4%Sep 2, 2014344Jan 12, 2016403Aug 17, 2017747
-46.8%May 5, 2021157Dec 15, 202154Mar 4, 2022211
-45.65%Feb 28, 202014Mar 18, 2020278Apr 26, 2021292
-35.37%Feb 22, 2011157Oct 4, 2011692Jul 8, 2014849

Volatility

Volatility Chart

The current Aberdeen Standard Physical Palladium Shares ETF volatility is 7.39%, 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.


0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
7.39%
3.64%
PALL (Aberdeen Standard Physical Palladium Shares ETF)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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