Aberdeen Standard Physical Palladium Shares ETF (PALL): Historical Returns

Data Source: from August 1984 to April 2024 (~40 years)
Consolidated Returns as of 30 April 2024
Category: Commodities
Aberdeen Standard Physical Palladium Shares ETF (PALL) ETF
ETF • LIVE PERFORMANCE (USD currency)
6.12%
April 2024

In the last 30 Years, the Aberdeen Standard Physical Palladium Shares ETF (PALL) ETF obtained a 6.42% compound annual return, with a 34.40% standard deviation.

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The ETF is related to the following investment themes:

  • Asset Class: Commodity
  • Commodity: Palladium

Investment Returns as of Apr 30, 2024

The Aberdeen Standard Physical Palladium Shares ETF (PALL) ETF guaranteed the following returns.

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • the actual US Inflation rates.
ABERDEEN STANDARD PHYSICAL PALLADIUM SHARES ETF (PALL) ETF
Consolidated returns as of 30 April 2024
Swipe left to see all data
  Chg (%) Return (%) Return (%) as of Apr 30, 2024
  1 Day Time ET(*) May 2024 1M 6M 1Y 5Y 10Y 30Y MAX
(~40Y)
Aberdeen Standard Physical Palladium Shares ETF (PALL) ETF n.a. n.a. -6.12 -15.14 -36.82 -7.65 1.07 6.42 4.91
US Inflation Adjusted return -6.12 -16.41 -38.68 -11.30 -1.70 3.78 2.05
Returns over 1 year are annualized | Available data source: since Aug 1984
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Mar 2024. Pending updates, the monthly inflation is set at 0% for the subsequent periods. Current inflation (annualized) is 1Y: 3.04% , 5Y: 4.11% , 10Y: 2.82% , 30Y: 2.54%

Capital Growth as of Apr 30, 2024

An investment of 1$, since May 1994, now would be worth 6.46$, with a total return of 546.32% (6.42% annualized).

The Inflation Adjusted Capital now would be 3.05$, with a net total return of 204.70% (3.78% annualized).
An investment of 1$, since August 1984, now would be worth 6.71$, with a total return of 570.98% (4.91% annualized).

The Inflation Adjusted Capital now would be 2.24$, with a net total return of 123.71% (2.05% annualized).

Investment Metrics as of Apr 30, 2024

Metrics of Aberdeen Standard Physical Palladium Shares ETF (PALL) ETF, updated as of 30 April 2024.

Metrics are calculated based on monthly returns, assuming:
  • no fees or capital gain taxes.
  • the actual US Inflation rates.
ABERDEEN STANDARD PHYSICAL PALLADIUM SHARES ETF (PALL) ETF
Advanced Metrics
Data Source: 1 August 1984 - 30 April 2024 (~40 years)
Swipe left to see all data
Metrics as of Apr 30, 2024
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~40Y)
Investment Return (%) -6.12 -2.75 -15.14 -36.82 -31.62 -7.65 1.07 6.44 6.42 4.91
Infl. Adjusted Return (%) details -6.12 -3.54 -16.41 -38.68 -35.12 -11.30 -1.70 3.75 3.78 2.05
US Inflation (%) 0.00 0.82 1.53 3.04 5.39 4.11 2.82 2.59 2.54 2.80
Pending updates, the monthly inflation after Mar 2024 is set at 0%. Returns / Inflation rates over 1 year are annualized.
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Deepest Drawdown Depth (%) -37.48 -68.36 -68.36 -68.36 -68.36 -85.34 -85.34
Start to Recovery (# months) details 12* 36* 36* 36* 36* 214 214
Start (yyyy mm) 2023 05 2021 05 2021 05 2021 05 2021 05 2001 02 2001 02
Start to Bottom (# months) 10 34 34 34 34 27 27
Bottom (yyyy mm) 2024 02 2024 02 2024 02 2024 02 2024 02 2003 04 2003 04
Bottom to End (# months) 2 2 2 2 2 187 187
End (yyyy mm) - - - - - 2018 11 2018 11
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest

same as
deepest
Start to Recovery (# months) details
Start (yyyy mm) 2023 05 2021 05 2021 05 2021 05 2021 05 2001 02 2001 02
Start to Bottom (# months) 10 34 34 34 34 27 27
Bottom (yyyy mm) 2024 02 2024 02 2024 02 2024 02 2024 02 2003 04 2003 04
Bottom to End (# months) 2 2 2 2 2 187 187
End (yyyy mm) - - - - - 2018 11 2018 11
Longest negative period (# months) details 12* 36* 60* 116* 116* 280* 280*
Period Start (yyyy mm) 2023 05 2021 05 2019 05 2014 09 2014 09 2001 01 2001 01
Period End (yyyy mm) 2024 04 2024 04 2024 04 2024 04 2024 04 2024 04 2024 04
Annualized Return (%) -36.82 -31.62 -7.65 -0.04 -0.04 -0.33 -0.33
Drawdowns / Negative periods marked with * are in progress
Deepest Drawdown Depth (%) -39.09 -72.87 -72.87 -72.87 -72.87 -85.94 -85.94
Start to Recovery (# months) details 12* 36* 36* 36* 36* 224 224
Start (yyyy mm) 2023 05 2021 05 2021 05 2021 05 2021 05 2001 02 2001 02
Start to Bottom (# months) 10 34 34 34 34 27 27
Bottom (yyyy mm) 2024 02 2024 02 2024 02 2024 02 2024 02 2003 04 2003 04
Bottom to End (# months) 2 2 2 2 2 197 197
End (yyyy mm) - - - - - 2019 09 2019 09
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest
-46.04 -31.47
same as
deepest

same as
deepest
Start to Recovery (# months) details 38 43
Start (yyyy mm) 2023 05 2021 05 2021 05 2014 09 2011 02 2001 02 2001 02
Start to Bottom (# months) 10 34 34 18 17 27 27
Bottom (yyyy mm) 2024 02 2024 02 2024 02 2016 02 2012 06 2003 04 2003 04
Bottom to End (# months) 2 2 2 20 26 197 197
End (yyyy mm) - - - 2017 10 2014 08 2019 09 2019 09
Longest negative period (# months) details 12* 36* 60* 120* 162* 291* 300
Period Start (yyyy mm) 2023 05 2021 05 2019 05 2014 05 2010 11 2000 02 1984 08
Period End (yyyy mm) 2024 04 2024 04 2024 04 2024 04 2024 04 2024 04 2009 07
Annualized Return (%) -38.68 -35.12 -11.30 -1.70 -0.33 -0.05 -0.13
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
1Y 3Y 5Y 10Y 20Y 30Y MAX
Standard Deviation (%) 23.50 31.25 31.88 30.49 31.77 34.40 31.94
Sharpe Ratio -1.79 -1.10 -0.30 -0.01 0.16 0.12 0.03
Sortino Ratio -2.90 -1.65 -0.43 -0.01 0.22 0.18 0.04
Ulcer Index 26.00 44.39 35.26 28.81 27.45 46.08 42.57
Ratio: Return / Standard Deviation -1.57 -1.01 -0.24 0.03 0.20 0.19 0.15
Ratio: Return / Deepest Drawdown -0.98 -0.46 -0.11 0.02 0.09 0.08 0.06
% Positive Months details 33% 38% 51% 58% 59% 55% 54%
Positive Months 4 14 31 70 142 199 262
Negative Months 8 22 29 50 98 161 215
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Best 10 Years Return (%) - Annualized 1.07 22.44 22.44 28.76
Worst 10 Years Return (%) - Annualized 1.07 -5.72 -5.72
Best 10 Years Return (%) - Annualized -1.70 20.32 20.32 25.39
Worst 10 Years Return (%) - Annualized -1.70 -8.10 -8.10
ROLLING PERIODS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Over the latest 30Y
Best Rolling Return (%) - Annualized 154.88 67.37 52.28 22.44 11.69 6.42
Worst Rolling Return (%) - Annualized -65.63 -41.41 -25.07 -5.72 3.54
% Positive Periods 60% 71% 75% 87% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 47.79 9.00 4.56 2.45 1.72 6.90
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 0.44 4.63
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 149.38 63.18 48.47 20.32 8.91 3.78
Worst Rolling Return (%) - Annualized -65.63 -42.58 -26.86 -8.10 1.48
% Positive Periods 58% 66% 70% 79% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 47.79 9.00 4.56 2.45 1.72 6.90
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 0.44 4.63
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Over all the available data source (Aug 1984 - Apr 2024)
Best Rolling Return (%) - Annualized 154.88 67.37 52.28 28.76 12.13 11.87
Worst Rolling Return (%) - Annualized -65.63 -41.41 -25.07 -5.72 1.24 5.09
% Positive Periods 59% 67% 71% 90% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 47.79 9.00 4.56 2.45 1.72 3.05
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - - 1.68
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 149.38 63.18 48.47 25.39 9.38 9.33
Worst Rolling Return (%) - Annualized -65.63 -42.58 -26.86 -8.10 -1.53 2.40
% Positive Periods 57% 61% 62% 76% 91% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 47.79 9.00 4.56 2.45 1.72 3.05
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - - 1.68
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Terms and Definitions
  • Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio.
  • Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration.
  • Longest negative period: it's the maximum period for which an overall negative return has been observed.
  • Standard Deviation: it's a measure of the dispersion of returns around the mean.
  • Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
  • Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
  • Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio.
  • Best/Worst 10Y returns: the best and the worst 10-year return over a time frame.
  • Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum return.
  • Safe Withdrawal Rate (SWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, without the portfolio running out of money in any case (money amount withdrawal).
    For instance: Your initial invested capital is 100.000$; withdrawal rate (annualized) is 4%. This means that, in the first month, you will withdraw 100.000 * 4% * 1/12 = 333.33$. The second month, you’ll withdraw 333.33$ plus the inflation monthly rate. You’ll continue adjusting your withdraw monthly for inflation.
  • Perpetual Withdrawal Rate (PWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, preserving the original invested capital, adjusted for inflation too.

Correlations as of Apr 30, 2024

Correlation measures to what degree the returns of the two assets move in relation to each other.

Correlation coefficient is a numerical value between -1 and +1. If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.

Monthly correlations of Aberdeen Standard Physical Palladium Shares ETF (PALL) ETF vs the main Asset Classes, over different timeframes. Columns are sortable (click on table header to sort).

ABERDEEN STANDARD PHYSICAL PALLADIUM SHARES ETF (PALL) ETF
Monthly correlations as of 30 April 2024
Swipe left to see all data
Correlation vs PALL
Asset Class 1 Year 5 Years 10 Years 30 Years Since
Jan 1992
VTI
US Total Stock Market
0.04
0.07
0.15
0.21
0.20
SPY
US Large Cap
0.01
0.08
0.15
0.19
0.18
IJR
US Small Cap
0.37
0.05
0.14
0.22
0.22
VNQ
US REITs
0.19
0.13
0.15
0.12
0.12
QQQ
US Technology
-0.14
0.02
0.09
0.21
0.20
PFF
Preferred Stocks
0.07
0.05
0.04
0.15
0.14
EFA
EAFE Stocks
0.23
0.13
0.18
0.24
0.22
VT
World All Countries
0.13
0.11
0.19
0.25
0.24
EEM
Emerging Markets
0.27
0.18
0.27
0.27
0.25
VGK
Europe
0.23
0.15
0.17
0.24
0.22
VPL
Pacific
0.28
0.11
0.20
0.19
0.18
FLLA
Latin America
0.07
0.16
0.20
0.26
0.25
BND
US Total Bond Market
0.21
0.11
0.08
0.01
0.01
TLT
Long Term Treasuries
0.18
0.12
0.04
-0.09
-0.08
BIL
US Cash
-0.33
-0.19
-0.13
-0.02
-0.01
TIP
TIPS
0.24
0.10
0.10
0.10
0.10
LQD
Invest. Grade Bonds
0.17
0.11
0.11
0.09
0.09
HYG
High Yield Bonds
0.16
0.10
0.18
0.17
0.17
CWB
US Convertible Bonds
0.27
0.09
0.18
0.25
0.25
BNDX
International Bonds
0.22
0.11
0.07
0.06
0.06
EMB
Emerg. Market Bonds
0.21
0.13
0.14
0.11
0.11
GLD
Gold
0.22
0.15
0.17
0.23
0.24
DBC
Commodities
0.37
0.21
0.22
0.27
0.26

If you want to learn more about historical correlations, you can find out here how the main asset class are correlated to each other.

Drawdowns

A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.

ABERDEEN STANDARD PHYSICAL PALLADIUM SHARES ETF (PALL) ETF
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 May 1994 - 30 April 2024 (30 Years)
Data Source: 1 August 1984 - 30 April 2024 (~40 years)
Inflation Adjusted:
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Rolling Returns

( more details)

A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.

ABERDEEN STANDARD PHYSICAL PALLADIUM SHARES ETF (PALL) ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 May 1994 - 30 April 2024 (30 Years)
Data Source: 1 August 1984 - 30 April 2024 (~40 years)
Inflation Adjusted:

If you need a deeper detail about rolling returns, please refer to the Aberdeen Standard Physical Palladium Shares ETF (PALL) ETF: Rolling Returns page.

Seasonality

In which months is it better to invest in Aberdeen Standard Physical Palladium Shares ETF (PALL) ETF?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.
For further information about the seasonality, check the Asset Class Seasonality page.
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Monthly Returns

This section provides a visual/tabular representation of the performance variability in the Aberdeen Standard Physical Palladium Shares ETF (PALL) ETF over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.

ABERDEEN STANDARD PHYSICAL PALLADIUM SHARES ETF (PALL) ETF
Monthly Returns Distribution
Data Source: 1 May 1994 - 30 April 2024 (30 Years)
Data Source: 1 August 1984 - 30 April 2024 (~40 years)
199 Positive Months (55%) - 161 Negative Months (45%)
262 Positive Months (55%) - 215 Negative Months (45%)
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(Scroll down to see all data)
Investment Returns, up to December 2010, have been derived using the historical series of equivalent ETFs / Assets.
You can find additional information on extended Data Sources here.

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