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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in PHLX Housing Sector Index, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
PHLX Housing Sector Index (^HGX) has returned -5.37% so far this year and -1.77% over the past 12 months. Over the last ten years, ^HGX has returned 10.49% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.
PHLX Housing Sector Index
- 1D
- 2.85%
- 1M
- -13.06%
- YTD
- -5.37%
- 6M
- -14.73%
- 1Y
- -1.77%
- 3Y*
- 12.21%
- 5Y*
- 5.77%
- 10Y*
- 10.49%
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Jul 3, 2002, ^HGX's average daily return is +0.04%, while the average monthly return is +0.84%. At this rate, your investment would double in approximately 6.9 years.
Historically, 59% of months were positive and 41% were negative. The best month was Apr 2009 with a return of +22.8%, while the worst month was Mar 2020 at -32.3%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 5 months.
On a daily basis, ^HGX closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +15.3%, while the worst single day was Mar 16, 2020 at -17.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.65% | 5.01% | -13.06% | -5.37% | |||||||||
| 2025 | 3.29% | -6.59% | -3.57% | -2.06% | -1.37% | 3.74% | 4.74% | 10.85% | -1.00% | -6.60% | 2.09% | -5.50% | -3.44% |
| 2024 | -2.12% | 6.70% | 7.59% | -9.76% | 4.44% | -3.57% | 17.52% | -0.46% | 4.25% | -5.73% | 5.56% | -15.69% | 4.48% |
| 2023 | 13.43% | -3.39% | 0.82% | 7.58% | -1.77% | 16.70% | 4.68% | -3.25% | -7.92% | -4.30% | 16.88% | 15.02% | 63.47% |
| 2022 | -11.56% | -5.19% | -8.07% | -2.32% | 2.71% | -12.69% | 15.51% | -7.32% | -8.30% | 7.77% | 8.72% | -1.94% | -23.84% |
| 2021 | 2.46% | 3.83% | 12.02% | 7.54% | -0.26% | -5.62% | 1.94% | 1.99% | -10.08% | 7.05% | 2.18% | 9.66% | 35.28% |
Benchmark Metrics
PHLX Housing Sector Index has an annualized alpha of -1.09%, beta of 1.23, and R² of 0.59 versus S&P 500 Index. Calculated based on daily prices since July 05, 2002.
- This index participated in 133.89% of S&P 500 Index downside but only 130.67% of its upside — more exposed to losses than it benefited from rallies.
- Alpha
- -1.09%
- Beta
- 1.23
- R²
- 0.59
- Upside Capture
- 130.67%
- Downside Capture
- 133.89%
Return for Risk
Risk / Return Rank
^HGX ranks 13 for risk / return — in the bottom 13% of indices on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for PHLX Housing Sector Index (^HGX) and compare them to a chosen benchmark (S&P 500 Index).
| ^HGX | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.07 | 0.90 | -0.96 |
Sortino ratioReturn per unit of downside risk | 0.10 | 1.39 | -1.28 |
Omega ratioGain probability vs. loss probability | 1.01 | 1.21 | -0.20 |
Calmar ratioReturn relative to maximum drawdown | -0.05 | 1.40 | -1.45 |
Martin ratioReturn relative to average drawdown | -0.13 | 6.61 | -6.73 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore ^HGX risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the PHLX Housing Sector Index. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the PHLX Housing Sector Index was 81.17%, occurring on Mar 9, 2009. Recovery took 2156 trading sessions.
The current PHLX Housing Sector Index drawdown is 24.70%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -81.17% | Jul 29, 2005 | 908 | Mar 9, 2009 | 2156 | Sep 28, 2017 | 3064 |
| -52.28% | Feb 21, 2020 | 22 | Mar 23, 2020 | 102 | Aug 17, 2020 | 124 |
| -37.15% | Jan 24, 2018 | 232 | Dec 24, 2018 | 269 | Jan 21, 2020 | 501 |
| -36.16% | Jan 3, 2022 | 116 | Jun 17, 2022 | 252 | Jun 21, 2023 | 368 |
| -34.02% | Jul 8, 2002 | 67 | Oct 9, 2002 | 163 | Jun 4, 2003 | 230 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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