Summary
SLVR
Prices · period metrics · 12M
NAV as of 03/09/2026
13/06/2025 → 11/06/2026
Return 82.55% Volatility 64.57% Sharpe 1.19
Official loaded data — not a live quote.

SPROTT SILVER MINERS & PHYSICAL SILVER ETF

Symbol: SLVR

Exchange: NASDAQ

Sector: Basic_Materials

Category: Equity Precious Metals

Inception date: 14/01/2025

Latest date: 03/09/2026

Current price: $65.02

Expense ratio: 0.65%

Assets under management
$609.4M
-0.82% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

33.16%

Ann. -95.67% (Sharpe / Sortino numerator)

Volatility

74.83%

Sharpe ratio

-1.327

VaR 95%

-9.08%

CVaR 95%: -10.85%
Max drawdown: -31.91%
Sortino ratio: -1.738
Calmar ratio: -3.00

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

9.10%

Ann. -68.24% (Sharpe / Sortino numerator)

Volatility

67.38%

Sharpe ratio

-1.066

VaR 95%

-7.31%

CVaR 95%: -9.19%
Max drawdown: -31.91%
Sortino ratio: -1.552
Calmar ratio: -2.14

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

-12.04%

Ann. -7.49% (Sharpe / Sortino numerator)

Volatility

75.04%

Sharpe ratio

-0.148

VaR 95%

-7.74%

CVaR 95%: -11.90%
Max drawdown: -41.60%
Sortino ratio: -0.179
Calmar ratio: -0.18

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

82.55%

Ann. 80.22% (Sharpe / Sortino numerator)

Volatility

64.57%

Sharpe ratio

1.187

VaR 95%

-6.34%

CVaR 95%: -10.13%
Max drawdown: -41.60%
Sortino ratio: 1.465
Calmar ratio: 1.93

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

215.13%

Ann. 104.68% (Sharpe / Sortino numerator)

Volatility

59.02%

Sharpe ratio

1.712

VaR 95%

-5.73%

CVaR 95%: -8.81%
Max drawdown: -43.70%
Sortino ratio: 2.208
Calmar ratio: 2.40

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 03/09/2025 - 03/09/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.328%

Best day

9.502%

28/11/2025
Worst day

-18.551%

30/01/2026
Days with data

252

Recent price history (last 90 days)

Date Open High Low Close Volume
03/09/2026 $65.56 $65.74 $63.52 $65.02 166,900
02/09/2026 $61.61 $63.38 $61.14 $63.25 124,400
01/09/2026 $60.15 $62.48 $59.65 $59.89 173,300
31/08/2026 $62.94 $62.94 $61.73 $62.66 116,000
28/08/2026 $67.13 $67.23 $62.23 $63.15 252,400
27/08/2026 $64.00 $66.30 $63.91 $66.04 135,600
26/08/2026 $63.96 $64.83 $63.68 $64.28 100,100
25/08/2026 $62.65 $64.91 $62.02 $64.87 129,800
24/08/2026 $64.48 $64.70 $62.56 $63.39 163,600
21/08/2026 $65.00 $65.00 $63.15 $63.55 200,600