30 August 2011
Precious Metals Volatility
Here are the current realized volatility values for the major precious metals:
Name | 90-Day Realized Volatility |
Gold | 21.16% |
Silver | 39.94% |
Platinum | 17.41% |
Palladium | 28.16% |
Of note is the relatively low volatility of Platinum, which is most likely due to its lack of participation in the flight-to-quality/safe heaven trade resulting out of the US & EU debt crises.
The table above was calculated using The RiskAPI Add-In, our unique software client which allows fund managers to access a whole spectrum of on-demand portfolio risk analysis calculations.
- Tags: Commodities, Gold, Risk, Volatility