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SAMG vs. SI=F
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between SAMG and SI=F is 0.03, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.0

Performance

SAMG vs. SI=F - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Silvercrest Asset Management Group Inc. (SAMG) and Silver (SI=F). The values are adjusted to include any dividend payments, if applicable.

40.00%60.00%80.00%100.00%120.00%140.00%160.00%JulyAugustSeptemberOctoberNovemberDecember
150.61%
59.87%
SAMG
SI=F

Key characteristics

Sharpe Ratio

SAMG:

0.43

SI=F:

0.98

Sortino Ratio

SAMG:

0.84

SI=F:

1.45

Omega Ratio

SAMG:

1.10

SI=F:

1.20

Calmar Ratio

SAMG:

0.41

SI=F:

0.55

Martin Ratio

SAMG:

1.54

SI=F:

4.09

Ulcer Index

SAMG:

9.21%

SI=F:

7.34%

Daily Std Dev

SAMG:

33.28%

SI=F:

29.79%

Max Drawdown

SAMG:

-54.78%

SI=F:

-91.54%

Current Drawdown

SAMG:

-10.70%

SI=F:

-38.97%

Returns By Period

In the year-to-date period, SAMG achieves a 15.07% return, which is significantly lower than SI=F's 23.45% return. Over the past 10 years, SAMG has outperformed SI=F with an annualized return of 6.38%, while SI=F has yielded a comparatively lower 5.35% annualized return.


SAMG

YTD

15.07%

1M

5.12%

6M

27.71%

1Y

13.60%

5Y*

14.19%

10Y*

6.38%

SI=F

YTD

23.45%

1M

-4.05%

6M

0.29%

1Y

20.74%

5Y*

9.16%

10Y*

5.35%

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Risk-Adjusted Performance

SAMG vs. SI=F - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Silvercrest Asset Management Group Inc. (SAMG) and Silver (SI=F). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for SAMG, currently valued at 0.57, compared to the broader market-4.00-2.000.002.000.570.98
The chart of Sortino ratio for SAMG, currently valued at 1.02, compared to the broader market-4.00-2.000.002.004.001.021.45
The chart of Omega ratio for SAMG, currently valued at 1.13, compared to the broader market0.501.001.502.001.131.20
The chart of Calmar ratio for SAMG, currently valued at 0.54, compared to the broader market0.002.004.006.000.541.21
The chart of Martin ratio for SAMG, currently valued at 2.17, compared to the broader market-5.000.005.0010.0015.0020.0025.002.174.09
SAMG
SI=F

The current SAMG Sharpe Ratio is 0.43, which is lower than the SI=F Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of SAMG and SI=F, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
0.57
0.98
SAMG
SI=F

Drawdowns

SAMG vs. SI=F - Drawdown Comparison

The maximum SAMG drawdown since its inception was -54.78%, smaller than the maximum SI=F drawdown of -91.54%. Use the drawdown chart below to compare losses from any high point for SAMG and SI=F. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.70%
-14.85%
SAMG
SI=F

Volatility

SAMG vs. SI=F - Volatility Comparison

Silvercrest Asset Management Group Inc. (SAMG) has a higher volatility of 11.16% compared to Silver (SI=F) at 9.20%. This indicates that SAMG's price experiences larger fluctuations and is considered to be riskier than SI=F based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JulyAugustSeptemberOctoberNovemberDecember
11.16%
9.20%
SAMG
SI=F
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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