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Silver (SI=F)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Share Price Chart


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Performance

Performance Chart


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S&P 500

Returns By Period

Silver (SI=F) returned 14.19% year-to-date (YTD) and 4.90% over the past 12 months. Over the past 10 years, SI=F returned 7.17% annually, underperforming the S&P 500 benchmark at 10.88%.


SI=F

YTD

14.19%

1M

1.16%

6M

9.24%

1Y

4.90%

3Y*

14.68%

5Y*

13.14%

10Y*

7.17%

^GSPC (Benchmark)

YTD

0.68%

1M

7.17%

6M

-1.66%

1Y

11.63%

3Y*

12.51%

5Y*

14.34%

10Y*

10.88%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202510.34%-2.38%9.89%-5.15%1.72%14.19%
2024-3.34%-1.71%9.68%6.19%14.79%-3.38%-1.65%-0.24%8.46%4.75%-5.97%-5.63%21.41%
2023-0.46%-11.95%15.08%4.03%-6.07%-2.85%9.00%-1.59%-9.08%2.78%10.69%-5.70%0.19%
2022-4.00%8.68%3.25%-8.24%-5.84%-6.37%-0.52%-11.84%6.67%0.76%13.26%10.65%2.95%
20211.99%-1.85%-7.14%5.38%8.62%-6.79%-2.42%-6.14%-8.10%8.70%-4.87%2.43%-11.59%
20200.73%-8.84%-13.84%5.59%23.83%0.52%30.41%17.39%-17.65%0.85%-4.69%16.96%47.38%
20193.73%-3.01%-3.06%-1.13%-2.52%5.02%7.19%11.24%-7.08%6.62%-5.87%5.05%15.32%
20180.81%-5.07%-0.58%0.55%0.62%-1.85%-3.71%-6.92%1.34%-2.64%-1.01%9.59%-9.36%
20179.72%5.28%-1.15%-5.04%0.84%-4.89%1.55%4.09%-5.12%0.30%-1.68%4.26%7.23%
20163.19%4.74%3.66%15.23%-10.11%16.26%9.26%-8.06%2.71%-7.38%-7.38%-2.99%15.84%
201510.31%-3.78%0.24%-2.68%3.39%-6.71%-5.37%-1.08%-0.47%7.23%-9.51%-2.01%-11.51%
2014-1.29%11.09%-7.01%-2.93%-2.57%12.71%-3.06%-4.51%-12.49%-5.58%-3.47%0.33%-19.47%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of SI=F is 53, indicating average performance compared to other futures on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of SI=F is 5353
Overall Rank
The Sharpe Ratio Rank of SI=F is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of SI=F is 5252
Sortino Ratio Rank
The Omega Ratio Rank of SI=F is 5656
Omega Ratio Rank
The Calmar Ratio Rank of SI=F is 4949
Calmar Ratio Rank
The Martin Ratio Rank of SI=F is 5858
Martin 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 (SI=F) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


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.

Silver Sharpe ratios as of May 28, 2025 (values are recalculated daily):

  • 1-Year: 0.15
  • 5-Year: 0.40
  • 10-Year: 0.25
  • All Time: 0.18

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).

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


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Silver. 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 was 91.54%, occurring on Feb 22, 1991. Recovery took 5156 trading sessions.

The current Silver drawdown is 31.29%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-91.54%Jan 22, 19802798Feb 22, 19915156Apr 14, 20117954
-75.78%May 1, 20112377Mar 18, 2020
-38.51%Feb 27, 1974141Sep 17, 19741029Oct 27, 19781170
-34.7%Mar 16, 1970405Nov 1, 1971276Dec 11, 1972681
-21.17%Mar 2, 197333Apr 17, 197331Jun 1, 197364
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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