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Copper (HG=F)

Futures · Currency in USD · Last updated Aug 13, 2022

HG=FShare Price Chart


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HG=FPerformance

The chart shows the growth of $10,000 invested in Copper in Jan 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $10,850 for a total return of roughly 8.50%. All prices are adjusted for splits and dividends.


-30.00%-20.00%-10.00%0.00%10.00%MarchAprilMayJuneJulyAugust
-18.88%
-4.27%
HG=F (Copper)
Benchmark (^GSPC)

HG=FReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M11.51%12.08%
6M-21.07%-4.97%
YTD-17.49%-10.20%
1Y-15.77%-3.65%
5Y4.74%11.84%
10Y0.90%11.76%

HG=FMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2022-3.08%2.93%6.72%-7.34%-2.28%-13.52%-3.51%2.57%
20211.69%14.58%-2.23%11.89%4.54%-8.24%4.28%-2.69%-6.19%6.98%-2.23%4.14%
2020-9.81%1.03%-12.02%5.09%3.08%11.83%5.36%6.37%-0.41%0.50%12.39%2.73%
20196.13%5.77%-0.47%-1.18%-8.81%2.25%-1.76%-4.70%1.24%2.67%0.34%5.75%
2018-2.91%-2.40%-2.85%1.11%0.18%-3.50%-4.47%-6.03%5.21%-4.43%4.28%-5.38%
20178.97%-0.64%-2.13%-1.89%-0.75%4.73%7.00%6.61%-4.60%5.26%-1.78%7.98%
2016-2.89%3.12%2.49%4.47%-7.96%4.62%1.18%-6.80%6.40%-0.07%19.13%-4.73%
2015-10.94%7.44%1.14%5.08%-4.40%-4.93%-9.76%-1.25%0.32%-1.36%-11.63%3.96%
2014-6.42%0.56%-5.93%-0.56%3.52%1.66%1.10%-2.73%-4.13%1.85%-6.57%-0.75%
20132.27%-5.26%-3.76%-6.11%3.18%-7.25%2.23%3.42%2.98%-0.80%-1.94%6.53%
201210.37%2.19%-1.20%0.25%-12.29%3.79%-2.02%1.01%9.24%-6.52%2.91%0.32%
20110.26%0.61%-3.97%-3.13%0.19%2.36%4.73%-6.41%-24.89%15.39%-1.82%-3.69%
2010-10.09%7.30%8.49%-5.88%-7.21%-5.20%12.64%1.63%8.48%2.36%2.44%16.13%

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 -0.39. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-1.00-0.500.000.501.00MarchAprilMayJuneJulyAugust
-0.39
-0.13
HG=F (Copper)
Benchmark (^GSPC)

HG=FDrawdowns Chart

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


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2022FebruaryMarchAprilMayJuneJulyAugust
-25.42%
-10.77%
HG=F (Copper)
Benchmark (^GSPC)

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 1331 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-58.05%Feb 15, 20111242Jan 15, 20161331Apr 27, 20212573
-34.87%Mar 7, 202293Jul 14, 2022
-23.91%Apr 6, 201044Jun 7, 201079Sep 28, 2010123
-17.93%Jan 7, 201021Feb 5, 201035Mar 29, 201056
-15.49%May 12, 202170Aug 19, 2021137Mar 4, 2022207
-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

HG=FVolatility Chart

Current Copper volatility is 20.20%. 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.


10.00%20.00%30.00%40.00%50.00%MarchAprilMayJuneJulyAugust
20.20%
16.68%
HG=F (Copper)
Benchmark (^GSPC)