Sprott Physical Silver Trust (PSLV)
9.28
+0.05
(+0.54%)
USD |
NYSEARCA |
Apr 25, 16:00
9.35
+0.07
(+0.75%)
Pre-Market: 09:17
PSLV Max Drawdown (5Y): 42.79% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 42.79% |
| February 29, 2024 | 42.79% |
| January 31, 2024 | 42.79% |
| December 31, 2023 | 42.79% |
| November 30, 2023 | 42.79% |
| October 31, 2023 | 42.79% |
| September 30, 2023 | 42.79% |
| August 31, 2023 | 44.51% |
| July 31, 2023 | 44.51% |
| June 30, 2023 | 44.51% |
| May 31, 2023 | 44.51% |
| April 30, 2023 | 44.51% |
| March 31, 2023 | 44.51% |
| February 28, 2023 | 44.51% |
| January 31, 2023 | 44.51% |
| December 31, 2022 | 44.51% |
| November 30, 2022 | 44.51% |
| October 31, 2022 | 45.27% |
| September 30, 2022 | 53.06% |
| August 31, 2022 | 53.06% |
| July 31, 2022 | 53.06% |
| June 30, 2022 | 53.29% |
| May 31, 2022 | 55.97% |
| April 30, 2022 | 58.28% |
| March 31, 2022 | 58.28% |
| Date | Value |
|---|---|
| February 28, 2022 | 58.28% |
| January 31, 2022 | 58.28% |
| December 31, 2021 | 58.28% |
| November 30, 2021 | 58.28% |
| October 31, 2021 | 58.28% |
| September 30, 2021 | 62.34% |
| August 31, 2021 | 62.34% |
| July 31, 2021 | 62.34% |
| June 30, 2021 | 62.34% |
| May 31, 2021 | 62.34% |
| April 30, 2021 | 62.34% |
| March 31, 2021 | 70.04% |
| February 28, 2021 | 70.19% |
| January 31, 2021 | 70.92% |
| December 31, 2020 | 70.92% |
| November 30, 2020 | 75.17% |
| October 31, 2020 | 76.16% |
| September 30, 2020 | 76.30% |
| August 31, 2020 | 76.30% |
| July 31, 2020 | 76.30% |
| June 30, 2020 | 76.30% |
| May 31, 2020 | 76.30% |
| April 30, 2020 | 76.30% |
| March 31, 2020 | 76.30% |
| February 29, 2020 | 76.30% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
42.79%
Minimum
Sep 2023
76.30%
Maximum
Apr 2019
60.79%
Average
60.31%
Median
Max Drawdown (5Y) Benchmarks
| iShares Silver Trust | 42.81% |
| SPDR® Gold Shares | 22.00% |
| abrdn Physical Gold Shares ETF | 21.56% |
| abrdn Physical Silver Shares ETF | 42.32% |
| abrdn Physical PrecMtlBsk Shrs ETF | 26.34% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.5965 |
| Beta (5Y) | 0.7289 |
| Alpha (vs YCharts Benchmark) (5Y) | 2.838 |
| Beta (vs YCharts Benchmark) (5Y) | 0.8115 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.73% |
| Historical Sharpe Ratio (5Y) | 0.2017 |
| Historical Sortino (5Y) | 0.3897 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.63% |