30 August 2011

Precious Metals Volatility

Here are the current realized volatility values for the major precious metals:

Name90-Day Realized Volatility
Gold21.16%
Silver39.94%
Platinum17.41%
Palladium28.16%

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.

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