PortfoliosLab logo

Silver (SI=F)

Futures · Currency in USD

SI=FPrice Chart


Chart placeholderClick Calculate to get results

SI=FPerformance

The chart shows the growth of $10,000 invested in Silver on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $13,137 for a total return of roughly 31.37%. All prices are adjusted for splits and dividends.


SI=F (Silver)
Benchmark (S&P 500)

SI=FReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
YTD-1.79%-2.17%
1M4.68%0.62%
6M-13.13%6.95%
1Y-10.22%22.39%
5Y6.50%15.42%
10Y-2.49%13.68%

SI=FMonthly Returns Heatmap


Chart placeholderClick Calculate to get results

SI=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 Silver Sharpe ratio is -0.32. 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.


SI=F (Silver)
Benchmark (S&P 500)

SI=FDrawdowns Chart

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


SI=F (Silver)
Benchmark (S&P 500)

SI=FWorst Drawdowns

The table below shows the maximum drawdowns of the Silver. 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 Silver is 75.85%, recorded on Mar 18, 2020. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-75.85%May 2, 20112236Mar 18, 2020
-21.09%Jan 20, 201013Feb 5, 201059May 3, 201072
-13.78%Jan 4, 201115Jan 25, 201117Feb 17, 201132
-12.71%Nov 10, 20105Nov 16, 201012Dec 3, 201017
-11.97%May 13, 201016Jun 4, 201064Sep 3, 201080
-7.02%May 4, 20103May 6, 20103May 11, 20106
-5.35%Mar 10, 20114Mar 15, 20115Mar 22, 20119
-5.3%Oct 15, 20105Oct 21, 20106Oct 29, 201011
-5.12%Dec 8, 20101Dec 8, 20104Dec 14, 20105
-4.44%Apr 26, 20111Apr 26, 20112Apr 28, 20113

SI=FVolatility Chart

Current Silver volatility is 29.48%. 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.


SI=F (Silver)
Benchmark (S&P 500)

Portfolios with Silver


Loading data...

More Tools for Silver