Silver Futures Commodity Performance
| SIUSD Commodity | 31.50 0.62 2.01% |
The entity has a beta of -0.28, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Silver Futures are expected to decrease at a much lower rate. During the bear market, Silver Futures is likely to outperform the market.
Risk-Adjusted Performance
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Over the last 90 days Silver Futures has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of rather sound basic indicators, Silver Futures is not utilizing all of its potentials. The latest stock price tumult, may contribute to shorter-term losses for the shareholders. ...more
Silver |
Silver Futures Relative Risk vs. Return Landscape
If you would invest 3,268 in Silver Futures on November 1, 2024 and sell it today you would lose (118.00) from holding Silver Futures or give up 3.61% of portfolio value over 90 days. Silver Futures is currently producing negative expected returns and takes up 1.7336% volatility of returns over 90 trading days. Put another way, 15% of traded commoditys are less volatile than Silver, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Silver Futures Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Silver Futures' investment risk. Standard deviation is the most common way to measure market volatility of commoditys, such as Silver Futures, and traders can use it to determine the average amount a Silver Futures' price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = -0.0251
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | SIUSD |
Estimated Market Risk
| 1.73 actual daily | 15 85% of assets are more volatile |
Expected Return
| -0.04 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.03 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Silver Futures is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Silver Futures by adding Silver Futures to a well-diversified portfolio.
| Silver Futures generated a negative expected return over the last 90 days |