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Copper (HG=F)

Futures · Currency in USD

HG=FPrice Chart


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HG=FPerformance

The chart shows the growth of $10,000 invested in Copper on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $13,021 for a total return of roughly 30.21%. All prices are adjusted for splits and dividends.


HG=F (Copper)
Benchmark (S&P 500)

HG=FReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
YTD-0.98%-2.17%
1M3.70%0.62%
6M1.81%6.95%
1Y21.97%22.39%
5Y10.47%15.42%
10Y1.96%13.68%

HG=FMonthly Returns Heatmap


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HG=FSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Copper Sharpe ratio is 0.81. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


HG=F (Copper)
Benchmark (S&P 500)

HG=FDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


HG=F (Copper)
Benchmark (S&P 500)

HG=FWorst Drawdowns

The table below shows the maximum drawdowns of the Copper. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Copper is 58.05%, recorded on Jan 15, 2016. It took 1328 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-58.05%Feb 15, 20111239Jan 15, 20161328Apr 27, 20212567
-23.91%Apr 6, 201044Jun 7, 201079Sep 28, 2010123
-17.93%Jan 7, 201021Feb 5, 201035Mar 29, 201056
-15.49%May 12, 202170Aug 19, 2021
-8.38%Nov 10, 201010Nov 23, 20109Dec 7, 201019
-5.57%Apr 28, 20213Apr 30, 20215May 7, 20218
-5.22%Jan 4, 201115Jan 25, 20115Feb 1, 201120
-3.4%Oct 27, 20103Oct 29, 20104Nov 4, 20107
-2.48%Oct 19, 20101Oct 19, 20104Oct 25, 20105
-2.17%Dec 15, 20102Dec 16, 20103Dec 21, 20105

HG=FVolatility Chart

Current Copper volatility is 30.46%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


HG=F (Copper)
Benchmark (S&P 500)

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