Global X Silver Miners ETF (SIL)
31.93
+0.17
(+0.54%)
USD |
NYSEARCA |
Apr 26, 16:00
31.93
0.00 (0.00%)
After-Hours: 20:00
SIL Max Drawdown (5Y): 63.07% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 63.07% |
| February 29, 2024 | 63.07% |
| January 31, 2024 | 63.07% |
| December 31, 2023 | 63.07% |
| November 30, 2023 | 63.07% |
| October 31, 2023 | 63.07% |
| September 30, 2023 | 63.07% |
| August 31, 2023 | 63.07% |
| July 31, 2023 | 63.07% |
| June 30, 2023 | 63.07% |
| May 31, 2023 | 63.07% |
| April 30, 2023 | 63.07% |
| March 31, 2023 | 63.07% |
| February 28, 2023 | 63.07% |
| January 31, 2023 | 63.07% |
| December 31, 2022 | 63.07% |
| November 30, 2022 | 63.07% |
| October 31, 2022 | 63.07% |
| September 30, 2022 | 63.07% |
| August 31, 2022 | 63.07% |
| July 31, 2022 | 63.07% |
| June 30, 2022 | 63.07% |
| May 31, 2022 | 63.07% |
| April 30, 2022 | 63.07% |
| March 31, 2022 | 63.07% |
| Date | Value |
|---|---|
| February 28, 2022 | 63.07% |
| January 31, 2022 | 63.07% |
| December 31, 2021 | 63.07% |
| November 30, 2021 | 63.07% |
| October 31, 2021 | 63.07% |
| September 30, 2021 | 63.07% |
| August 31, 2021 | 63.07% |
| July 31, 2021 | 63.07% |
| June 30, 2021 | 63.07% |
| May 31, 2021 | 63.07% |
| April 30, 2021 | 63.07% |
| March 31, 2021 | 63.07% |
| February 28, 2021 | 63.07% |
| January 31, 2021 | 69.38% |
| December 31, 2020 | 70.66% |
| November 30, 2020 | 80.04% |
| October 31, 2020 | 82.99% |
| September 30, 2020 | 82.99% |
| August 31, 2020 | 82.99% |
| July 31, 2020 | 82.99% |
| June 30, 2020 | 82.99% |
| May 31, 2020 | 82.99% |
| April 30, 2020 | 82.99% |
| March 31, 2020 | 82.99% |
| February 29, 2020 | 82.99% |
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
63.07%
Minimum
Feb 2021
82.99%
Maximum
Apr 2019
69.89%
Average
63.07%
Median
Feb 2021
Max Drawdown (5Y) Benchmarks
| VanEck Gold Miners ETF | 49.79% |
| VanEck Junior Gold Miners ETF | 57.79% |
| iShares MSCI Global Gold Miners ETF | 52.03% |
| iShares MSCI Global Silver&Mtls Mnrs ETF | 62.02% |
| Sprott Gold Miners ETF | 49.68% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -11.70 |
| Beta (5Y) | 1.166 |
| Alpha (vs YCharts Benchmark) (5Y) | -8.981 |
| Beta (vs YCharts Benchmark) (5Y) | 0.9639 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.47% |
| Historical Sharpe Ratio (5Y) | 0.0012 |
| Historical Sortino (5Y) | 0.0022 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.57% |