Highlights
- Avg. Volume (1M)
- 2K
- Avg. Volume Value (1M)
- $95.56K
Share Price Chart
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Performance
SI=F Performance Chart
Silver Futures (SI=F) is down 17.6% since the beginning of the year. SI=F is currently trading at $58 per share. Investors who bought $1,000 worth of SI=F shares 5 years ago would now be looking at an investment worth $2,264.
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Compare this symbol against anything
Returns By Period
Silver Futures (SI=F) has returned -17.62% so far this year and 57.05% over the past 12 months. Over the last ten years, SI=F has returned 10.83% per year, falling short of the S&P 500 Index benchmark, which averaged 13.26% annually.
Silver Futures
- 1D
- -1.77%
- 1M
- -4.73%
- 6M
- -26.20%
- YTD
- -17.62%
- 1Y
- 57.05%
- 3Y*
- 33.64%
- 5Y*
- 17.75%
- 10Y*
- 10.83%
- ALL TIME*
- 9.95%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
SI=F Monthly Returns History
Based on dividend-adjusted daily data since Aug 30, 2000, SI=F's average daily return is +0.06%, while the average monthly return is +1.19%. At this rate, an investment would double in approximately 4.9 years.
Historically, 52% of months were positive and 48% were negative. The best month was Jul 2020 with a return of +30.5%, while the worst month was Sep 2011 at -28.0%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.
On a daily basis, SI=F closed higher 53% of trading days. The best single day was Jan 26, 2026 with a return of +14.0%, while the worst single day was Jan 30, 2026 at -31.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 11.63% | 18.38% | -19.41% | -1.55% | 2.83% | -21.34% | -2.86% | -17.62% | |||||
| 2025 | 11.02% | -2.83% | 10.37% | -5.59% | 1.11% | 9.00% | 1.95% | 9.98% | 15.06% | 3.76% | 17.61% | 24.25% | 142.34% |
| 2024 | -3.36% | -1.67% | 9.40% | 6.43% | 14.80% | -3.50% | -1.57% | -0.16% | 8.47% | 4.78% | -6.03% | -5.69% | 21.33% |
| 2023 | -0.48% | -11.74% | 14.86% | 3.83% | -6.10% | -2.83% | 8.96% | -1.54% | -9.14% | 2.72% | 10.74% | -5.69% | -0.04% |
| 2022 | -4.00% | 8.78% | 3.12% | -8.28% | -6.03% | -6.32% | -0.62% | -11.88% | 6.74% | 0.87% | 12.68% | 10.73% | 2.29% |
| 2021 | 2.16% | -1.85% | -7.14% | 5.45% | 8.28% | -6.53% | -2.43% | -6.14% | -8.09% | 8.74% | -4.93% | 2.47% | -11.41% |
Benchmark Metrics
Silver Futures has an annualized alpha of 14.24%, beta of 0.21, and R2 of 0.01 versus S&P 500 Index. Calculated based on daily prices since August 30, 2000.
- This asset participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (61.22%) than losses (40.13%) - typical of diversified or defensive assets.
- Beta of 0.21 may look defensive, but with R2 of 0.01 this asset is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this asset's risk.
- R2 of 0.01 means this asset moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 14.24%
- Beta
- 0.21
- R²
- 0.01
- Upside Capture
- 61.22%
- Downside Capture
- 40.13%
Return for Risk
Risk / Return Rank
SI=F ranks 36 for risk / return — above 36% of futures peers on PortfoliosLab. Its historical combined result is below the peer median.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for Silver Futures (SI=F) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SI=F | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.52 | ||
| Sortino ratioReturn per unit of downside risk | -0.58 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.25 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.13 | 2.00 | -0.87 |
| Martin ratioReturn relative to average drawdown | 2.18 | 8.49 | -6.31 |
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 Futures. 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 Futures was 75.85%, occurring on Mar 18, 2020. Recovery took 1399 trading sessions.
The current Silver Futures drawdown is 49.80%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-75.85%Mar 2020 | 8y 10mo | 5y 6mo | 14y 5moMay 2011 - Oct 2025 | COVID crash2020 |
-57.51%Oct 2008 | 7mo 26d | 1y 10mo | 2y 6moMar 2008 - Sep 2010 | Financial crisis2007–2009 |
-51.43%Jul 2026 | 5mo 20d | — | 6mo 8dJan 2026 - now | — |
-35.37%Jun 2006 | 1mo 2d | 1y 4mo | 1y 5moMay 2006 - Nov 2007 | — |
-32.85%May 2004 | 1mo 4d | 1y 6mo | 1y 7moApr 2004 - Nov 2005 | — |
Drawdown Indicators
| SI=F | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.85% | -56.78% | -19.07% |
Max Drawdown (1Y)Largest decline over 1 year | -51.43% | -9.10% | -42.33% |
Max Drawdown (3Y)Largest decline over 3 years | -51.43% | -18.90% | -32.53% |
Max Drawdown (5Y)Largest decline over 5 years | -51.43% | -25.43% | -26.00% |
Max Drawdown (10Y)Largest decline over 10 years | -51.43% | -33.92% | -17.51% |
Current DrawdownCurrent decline from peak | -49.80% | -1.58% | -48.22% |
Average DrawdownAverage peak-to-trough decline | -36.22% | -10.70% | -25.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 26.71% | 2.14% | +24.57% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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