iShares Silver Trust (SLV)
25.07
+0.85
(+3.51%)
USD |
NYSEARCA |
May 06, 16:00
24.96
-0.11
(-0.44%)
Pre-Market: 07:59
SLV Max Drawdown (5Y): 42.81% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 42.81% |
| March 31, 2024 | 42.81% |
| February 29, 2024 | 42.81% |
| January 31, 2024 | 42.81% |
| December 31, 2023 | 42.81% |
| November 30, 2023 | 42.81% |
| October 31, 2023 | 42.81% |
| September 30, 2023 | 42.81% |
| August 31, 2023 | 42.81% |
| July 31, 2023 | 42.81% |
| June 30, 2023 | 42.81% |
| May 31, 2023 | 42.81% |
| April 30, 2023 | 42.81% |
| March 31, 2023 | 42.81% |
| February 28, 2023 | 42.81% |
| January 31, 2023 | 42.81% |
| December 31, 2022 | 42.81% |
| November 30, 2022 | 42.81% |
| October 31, 2022 | 43.19% |
| September 30, 2022 | 51.13% |
| August 31, 2022 | 51.13% |
| July 31, 2022 | 51.59% |
| June 30, 2022 | 52.22% |
| May 31, 2022 | 53.82% |
| April 30, 2022 | 56.59% |
| Date | Value |
|---|---|
| March 31, 2022 | 56.59% |
| February 28, 2022 | 56.59% |
| January 31, 2022 | 56.59% |
| December 31, 2021 | 56.59% |
| November 30, 2021 | 56.59% |
| October 31, 2021 | 56.59% |
| September 30, 2021 | 58.39% |
| August 31, 2021 | 58.39% |
| July 31, 2021 | 58.39% |
| June 30, 2021 | 58.39% |
| May 31, 2021 | 58.39% |
| April 30, 2021 | 58.39% |
| March 31, 2021 | 64.30% |
| February 28, 2021 | 64.41% |
| January 31, 2021 | 66.69% |
| December 31, 2020 | 66.69% |
| November 30, 2020 | 71.18% |
| October 31, 2020 | 72.13% |
| September 30, 2020 | 72.37% |
| August 31, 2020 | 72.37% |
| July 31, 2020 | 72.37% |
| June 30, 2020 | 72.37% |
| May 31, 2020 | 72.37% |
| April 30, 2020 | 72.37% |
| March 31, 2020 | 72.37% |
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
42.81%
Minimum
Nov 2022
72.37%
Maximum
May 2019
57.59%
Average
56.59%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
| abrdn Physical Silver Shares ETF | 42.32% |
| SPDR® Gold Shares | 22.00% |
| abrdn Physical Gold Shares ETF | 21.56% |
| iShares Gold Trust | 21.82% |
| GraniteShares Gold Trust | 21.53% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 5.218 |
| Beta (5Y) | 0.8272 |
| Alpha (vs YCharts Benchmark) (5Y) | 5.218 |
| Beta (vs YCharts Benchmark) (5Y) | 0.8272 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.84% |
| Historical Sharpe Ratio (5Y) | 0.2847 |
| Historical Sortino (5Y) | 0.5583 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.00% |