PortfoliosLab logo

SVB Financial Group

SIVB
Equity · Currency in USD
Sector
Financial Services
Industry
Banks—Regional
ISIN
US78486Q1013
CUSIP
78486Q101

SIVBPrice Chart


Click Calculate to get results
S&P 500

SIVBPerformance

The chart shows the growth of $10,000 invested in SVB Financial Group on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $127,957 for a total return of roughly 1,179.57%. All prices are adjusted for splits and dividends.


SIVB (SVB Financial Group)
Benchmark (S&P 500)

SIVBReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M-1.24%
6M21.68%
YTD41.80%
1Y140.39%
5Y40.55%
10Y24.73%

SIVBMonthly Returns Heatmap


Click Calculate to get results

SIVBSharpe 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 SVB Financial Group Sharpe ratio is 3.81. A Sharpe ratio of 3.0 or higher is considered excellent.

The chart below displays rolling 12-month Sharpe Ratio.


SIVB (SVB Financial Group)
Benchmark (S&P 500)

SIVBDividends


SIVB doesn't pay dividends

SIVBDrawdowns Chart

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


SIVB (SVB Financial Group)
Benchmark (S&P 500)

SIVBWorst Drawdowns

The table below shows the maximum drawdowns of the SVB Financial Group. 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 SVB Financial Group is 60.46%, recorded on Mar 16, 2020. It took 166 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-60.46%Aug 28, 2018389Mar 16, 2020166Nov 9, 2020555
-46.91%Jul 21, 2015143Feb 11, 2016192Nov 14, 2016335
-44.94%Jul 25, 201150Oct 3, 2011111Mar 13, 2012161
-28.47%Apr 26, 201089Aug 30, 201078Dec 20, 2010167
-27.41%Mar 21, 2014145Oct 15, 2014134Apr 29, 2015279
-22.05%Mar 27, 2012161Nov 14, 201256Feb 6, 2013217
-18.68%Mar 2, 2017132Sep 7, 201736Oct 27, 2017168
-15.47%Jan 11, 201023Feb 11, 201027Mar 23, 201050
-14.91%Mar 12, 202112Mar 29, 202118Apr 23, 202130
-13.78%Mar 12, 201815Apr 2, 201819Apr 27, 201834

SIVBVolatility Chart

Current SVB Financial Group volatility is 37.48%. 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.


SIVB (SVB Financial Group)
Benchmark (S&P 500)

Portfolios with SVB Financial Group


Loading data...

More Tools for SVB Financial Group