PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Silver (SI=F)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons: SI=F vs. PAAS, SI=F vs. MAG, SI=F vs. SAMG, SI=F vs. SBOW, SI=F vs. GC=F, SI=F vs. BTC-USD, SI=F vs. GLTR, SI=F vs. GLD, SI=F vs. AG, SI=F vs. RGLD

Performance

Performance Chart

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


-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
1.22%
12.76%
SI=F (Silver)
Benchmark (^GSPC)

Returns By Period

Silver had a return of 24.35% year-to-date (YTD) and 29.15% in the last 12 months. Over the past 10 years, Silver had an annualized return of 5.12%, while the S&P 500 had an annualized return of 11.39%, indicating that Silver did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date24.35%25.48%
1 month-3.89%2.14%
6 months1.22%12.76%
1 year29.15%33.14%
5 years (annualized)9.83%13.96%
10 years (annualized)5.12%11.39%

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
2024-3.56%-2.17%9.40%6.43%14.80%-3.50%-1.57%-0.16%8.47%4.42%24.35%
2023-0.85%-12.06%15.24%5.36%-7.32%-3.29%9.48%-0.64%-9.52%2.24%11.80%-6.37%-0.06%
2022-4.11%8.81%3.15%-8.15%-5.65%-6.56%-0.73%-12.08%7.19%0.42%13.92%10.37%2.95%
20219.12%-6.90%-8.57%5.47%8.62%-6.79%-2.47%-6.03%-8.16%8.13%-4.30%2.35%-11.59%
20200.51%-8.63%-13.98%5.77%24.78%-0.25%29.94%18.08%-17.84%0.65%-4.45%16.90%47.38%
20193.42%-2.73%-3.33%-0.85%-2.78%4.57%7.70%11.81%-7.33%6.29%-5.57%5.05%15.32%
20180.56%-4.84%-0.85%0.82%0.35%-1.58%-3.94%-6.44%0.88%-2.74%-0.46%9.31%-9.36%
20179.72%5.28%-1.15%-5.26%0.64%-4.48%0.96%4.70%-5.12%0.10%-1.31%4.07%7.23%
20163.24%4.69%3.66%15.23%-10.11%16.26%9.58%-8.33%2.71%-7.38%-7.38%-2.99%15.84%
201510.31%-3.78%0.24%-2.68%3.40%-6.72%-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%-4.57%-12.44%-5.58%-8.37%5.70%-19.47%
20133.72%-9.31%-0.65%-14.38%-8.03%-10.61%-1.28%19.79%-7.68%0.73%-8.62%-3.06%-35.92%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of SI=F is 58, suggesting that the investment has average results relative to other futures 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 SI=F is 5858
Combined Rank
The Sharpe Ratio Rank of SI=F is 5959Sharpe Ratio Rank
The Sortino Ratio Rank of SI=F is 5959Sortino Ratio Rank
The Omega Ratio Rank of SI=F is 5959Omega Ratio Rank
The Calmar Ratio Rank of SI=F is 5656Calmar Ratio Rank
The Martin Ratio Rank of SI=F is 5959Martin 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.


SI=F
Sharpe ratio
The chart of Sharpe ratio for SI=F, currently valued at 0.82, compared to the broader market-0.500.000.501.001.502.000.82
Sortino ratio
The chart of Sortino ratio for SI=F, currently valued at 1.27, compared to the broader market-0.500.000.501.001.502.002.501.27
Omega ratio
The chart of Omega ratio for SI=F, currently valued at 1.17, compared to the broader market1.001.101.201.301.17
Calmar ratio
The chart of Calmar ratio for SI=F, currently valued at 0.45, compared to the broader market0.001.002.003.000.45
Martin ratio
The chart of Martin ratio for SI=F, currently valued at 3.45, compared to the broader market0.002.004.006.008.0010.003.45
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.91, compared to the broader market-0.500.000.501.001.502.002.91
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.88, compared to the broader market-0.500.000.501.001.502.002.503.88
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.55, compared to the broader market1.001.101.201.301.55
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 4.20, compared to the broader market0.001.002.003.004.20
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 18.80, compared to the broader market0.002.004.006.008.0010.0018.80

Sharpe Ratio

The current Silver Sharpe ratio is 0.82. 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 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 Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
0.82
2.91
SI=F (Silver)
Benchmark (^GSPC)

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.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-38.53%
-0.27%
SI=F (Silver)
Benchmark (^GSPC)

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 38.53%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-91.54%Jan 22, 19802798Feb 22, 19915156Apr 14, 20117954
-75.78%May 1, 20112767Mar 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

Volatility

Volatility Chart

The current Silver volatility is 10.29%, 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%JuneJulyAugustSeptemberOctoberNovember
10.29%
3.75%
SI=F (Silver)
Benchmark (^GSPC)