SLV SIL XME LIT BATT NEM Comparison

The chart shows the growth of an initial investment of $10,000 in SLV SIL XME LIT BATT NEM 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 1, 2017, SLV SIL XME LIT BATT NEM Comparison's average daily return is +0.05%, while the average monthly return is +1.43%. At this rate, your investment would double in approximately 4.1 years.

Historically, 48% of months were positive and 52% were negative. The best month was Dec 2017 with a return of +52.6%, while the worst month was Mar 2020 at -20.1%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 9 months.

On a daily basis, SLV SIL XME LIT BATT NEM Comparison closed higher 51% of trading days. The best single day was Dec 8, 2017 with a return of +24.9%, while the worst single day was Mar 12, 2020 at -13.7%.

SLV SIL XME LIT BATT NEM Comparison has an annualized alpha of 4.88%, beta of 0.88, and R² of 0.27 versus S&P 500 Index. Calculated based on daily prices since June 01, 2017.

• R² of 0.27 means this portfolio moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

SLV SIL XME LIT BATT NEM Comparison has an expense ratio of 0.28%, 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 NEM Comparison ranks 28 for risk / return — below 28% of portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

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 NEM Comparison Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

• 1-Year: 0.68
• 5-Year: 0.00
• All Time: 0.34

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 1.67, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of SLV SIL XME LIT BATT NEM 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 NEM Comparison provided a 0.87% 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 NEM 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 NEM Comparison was 57.43%, occurring on Mar 22, 2020. Recovery took 163 trading sessions.

The current SLV SIL XME LIT BATT NEM Comparison drawdown is 21.16%.

The chart below shows the rolling one-month volatility.