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Silver Bullion Trust ETF Currency Hedged (SBT.TO)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINCA74641C1032
CUSIP74641C103
Leveraged1x

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of CA$10,000 in Silver Bullion Trust ETF Currency Hedged, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%20.00%25.00%30.00%AprilMayJuneJulyAugustSeptember
22.62%
8.69%
SBT.TO (Silver Bullion Trust ETF Currency Hedged)
Benchmark (^GSPC)

Returns By Period

Silver Bullion Trust ETF Currency Hedged had a return of 27.44% year-to-date (YTD) and 31.36% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date27.44%17.79%
1 month4.72%0.18%
6 months22.62%7.53%
1 year31.36%26.42%
5 years (annualized)4.36%13.48%
10 years (annualized)N/A10.85%

Monthly Returns

The table below presents the monthly returns of SBT.TO, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-3.38%-3.09%9.49%6.83%14.36%-3.95%-2.35%3.88%27.44%
2023-1.71%-12.29%16.37%3.34%-6.47%-3.14%9.05%-0.30%-9.16%3.95%7.36%-4.22%-0.86%
2022-2.78%8.91%0.60%-6.57%-6.71%-4.62%-3.50%-7.81%2.02%1.29%13.87%10.03%1.99%
20214.00%-3.45%-8.93%10.04%6.65%-8.36%-1.19%-6.96%-8.17%9.39%-5.09%0.72%-13.18%
20205.21%-0.19%-20.43%6.97%17.14%0.49%34.66%14.42%-18.90%6.29%-4.97%11.46%48.01%
20190.00%0.00%0.00%2.31%0.00%0.00%32.81%13.29%-7.14%4.05%-22.96%-1.11%13.31%
20180.00%0.00%-0.10%0.00%0.00%-1.72%-4.93%0.00%0.00%-6.59%0.00%0.00%-12.82%
20170.00%0.00%0.00%0.00%-12.97%0.00%-8.85%0.00%0.00%0.00%4.54%0.00%-17.07%
20160.00%0.00%19.50%0.00%0.00%0.00%0.00%0.00%19.50%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of SBT.TO is 41, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of SBT.TO is 4141
SBT.TO (Silver Bullion Trust ETF Currency Hedged)
The Sharpe Ratio Rank of SBT.TO is 3737Sharpe Ratio Rank
The Sortino Ratio Rank of SBT.TO is 4040Sortino Ratio Rank
The Omega Ratio Rank of SBT.TO is 4242Omega Ratio Rank
The Calmar Ratio Rank of SBT.TO is 5151Calmar Ratio Rank
The Martin Ratio Rank of SBT.TO is 3636Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Silver Bullion Trust ETF Currency Hedged (SBT.TO) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


SBT.TO
Sharpe ratio
The chart of Sharpe ratio for SBT.TO, currently valued at 1.10, compared to the broader market0.002.004.001.11
Sortino ratio
The chart of Sortino ratio for SBT.TO, currently valued at 1.72, compared to the broader market-2.000.002.004.006.008.0010.0012.001.72
Omega ratio
The chart of Omega ratio for SBT.TO, currently valued at 1.22, compared to the broader market0.501.001.502.002.503.001.22
Calmar ratio
The chart of Calmar ratio for SBT.TO, currently valued at 1.01, compared to the broader market0.005.0010.0015.001.01
Martin ratio
The chart of Martin ratio for SBT.TO, currently valued at 4.64, compared to the broader market0.0020.0040.0060.0080.00100.004.64
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.06, compared to the broader market0.002.004.002.06
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.78, compared to the broader market-2.000.002.004.006.008.0010.0012.002.78
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.37, compared to the broader market0.501.001.502.002.503.001.37
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.85, compared to the broader market0.005.0010.0015.001.85
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 11.09, compared to the broader market0.0020.0040.0060.0080.00100.0011.09

Sharpe Ratio

The current Silver Bullion Trust ETF Currency Hedged Sharpe ratio is 1.11. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Silver Bullion Trust ETF Currency Hedged with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50AprilMayJuneJulyAugustSeptember
1.11
2.41
SBT.TO (Silver Bullion Trust ETF Currency Hedged)
Benchmark (^GSPC)

Dividends

Dividend History


Silver Bullion Trust ETF Currency Hedged doesn't pay dividends

Drawdowns

Drawdowns Chart

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.


-20.00%-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-4.59%
-1.12%
SBT.TO (Silver Bullion Trust ETF Currency Hedged)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Silver Bullion Trust ETF Currency Hedged. 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 Silver Bullion Trust ETF Currency Hedged was 47.82%, occurring on Mar 17, 2020. Recovery took 91 trading sessions.

The current Silver Bullion Trust ETF Currency Hedged drawdown is 4.59%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-47.82%Sep 5, 2019134Mar 17, 202091Jul 27, 2020225
-41.78%Aug 11, 2020518Sep 1, 2022430May 21, 2024948
-27.7%May 9, 2017368Oct 25, 2018196Aug 7, 2019564
-20.82%Aug 12, 20191Aug 12, 20194Aug 16, 20195
-17.01%May 23, 202454Aug 8, 2024

Volatility

Volatility Chart

The current Silver Bullion Trust ETF Currency Hedged volatility is 9.24%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%AprilMayJuneJulyAugustSeptember
9.24%
3.38%
SBT.TO (Silver Bullion Trust ETF Currency Hedged)
Benchmark (^GSPC)