AGQ vs SIVR: returns, Sharpe ratio and drawdown
Performance
AGQ-35.76%SIVR+8.45%
Summary
AGQ vs SIVR
Over the past year, SIVR returned +8.45% against -35.76% for AGQ. Over five years, SIVR averaged +18.81% a year, compared with +9.75% for AGQ. SIVR had the higher Sharpe ratio over the past year (0.39 vs 0.38), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -52.37% for SIVR and -85.97% for AGQ.
Current Drawdown
AGQ-85.25%SIVR-51.14%
Rolling Volatility
AGQ+4.86%SIVR+2.41%
METRICS
Correlation Matrix
Metrics
Risk Indicators
AGQSIVR
Alpha
AGQ
11.91%
SIVR
6.76%
Beta
AGQ
3.93x
SIVR
1.94x
Sharpe
AGQ
0.38
SIVR
0.39
Sortino
AGQ
0.48
SIVR
0.50
Omega
AGQ
1.07
SIVR
1.07
Calmar
AGQ
-0.42
SIVR
0.16
Martin
AGQ
0.76
SIVR
0.72
Comparisons