SLV SIL XME LIT BATT Comparison

The chart shows the growth of an initial investment of $10,000 in SLV SIL XME LIT BATT Comparison, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.

Based on dividend-adjusted daily data since Jun 7, 2018, SLV SIL XME LIT BATT Comparison's average daily return is +0.07%, while the average monthly return is +1.39%. At this rate, your investment would double in approximately 4.2 years.

Historically, 56% of months were positive and 44% were negative. The best month was Jul 2020 with a return of +19.2%, while the worst month was Mar 2020 at -21.2%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, SLV SIL XME LIT BATT Comparison closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +12.4%, while the worst single day was Jan 30, 2026 at -13.3%.

SLV SIL XME LIT BATT Comparison has an annualized alpha of 6.21%, beta of 0.86, and R² of 0.37 versus S&P 500 Index. Calculated based on daily prices since June 07, 2018.

• This portfolio captured 108.45% of S&P 500 Index gains but only 98.69% of its losses — a favorable profile for investors.
• R² of 0.37 means the benchmark explains less than half of this portfolio's behavior — treat beta with caution or consider switching to a more representative benchmark.

SLV SIL XME LIT BATT Comparison has an expense ratio of 0.57%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

SLV SIL XME LIT BATT Comparison ranks 94 for risk / return — in the top 94% of portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

SLV SIL XME LIT BATT Comparison Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

• 1-Year: 3.01
• 5-Year: 0.59
• All Time: 0.52

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.98 to 1.66, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of SLV SIL XME LIT BATT Comparison compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

SLV SIL XME LIT BATT Comparison provided a 0.71% dividend yield over the last twelve months.

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.

The table below displays the maximum drawdowns of the SLV SIL XME LIT BATT Comparison. 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 SLV SIL XME LIT BATT Comparison was 46.82%, occurring on Mar 20, 2020. Recovery took 88 trading sessions.

The current SLV SIL XME LIT BATT Comparison drawdown is 17.07%.

The chart below shows the rolling one-month volatility.