Performance

SIL+9.42%SLV+7.94%

RETURNS	1D	YTD	1Y	5Y Ann.	Max DD	Sharpe
SIL	+0.24%	-0.61%	+9.42%	+16.38%	-39.50%	0.36
SLV	-0.79%	-21.66%	+7.94%	+18.58%	-52.44%	0.39

Summary

SIL vs SLV

Over the past year, SIL returned +9.42% against +7.94% for SLV. Over five years, SLV averaged +18.58% a year, compared with +16.38% for SIL. SLV had the higher Sharpe ratio over the past year (0.39 vs 0.36), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -39.50% for SIL and -52.44% for SLV.

Current Drawdown

SIL-30.10%SLV-51.22%

Rolling Volatility

SIL+2.55%SLV+2.41%

METRICS

Correlation Matrix

	SIL	SLV
SIL	1.00	0.84
SLV	0.84	1.00

Metrics

Risk Indicators

SILSLV

Alpha

-0.77%

6.26%

Beta

2.24x

1.94x

Sharpe

0.36

0.39

Sortino

0.50

0.49

Omega

1.06

1.07

Calmar

0.24

0.15

Martin

0.94

0.70

Comparisons

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SIL vs GDXJ
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SIL vs SLV: returns, Sharpe ratio and drawdown

SIL vs SLV

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