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PHLX Housing Sector Index

Performance

^HGX Performance Chart

PHLX Housing Sector Index (^HGX) is down 1.1% since the beginning of the year. ^HGX is currently trading at $657 per share. Investors who bought $1,000 worth of ^HGX shares 5 years ago would now be looking at an investment worth $1,357.


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S&P 500 Index

Returns By Period

PHLX Housing Sector Index (^HGX) has returned -1.09% so far this year and 7.48% over the past 12 months. Over the last ten years, ^HGX has returned 10.82% per year, falling short of the S&P 500 Index benchmark, which averaged 13.75% annually.


PHLX Housing Sector Index

1D
0.77%
1M
-2.14%
YTD
-1.09%
6M
-5.51%
1Y
7.48%
3Y*
10.03%
5Y*
6.30%
10Y*
10.82%

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.25%
YTD
11.16%
6M
11.43%
1Y
28.20%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

^HGX Monthly Returns History

Based on dividend-adjusted daily data since Jul 3, 2002, ^HGX's average daily return is +0.04%, while the average monthly return is +0.85%. At this rate, an investment would double in approximately 6.8 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%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.65%5.01%-13.06%8.56%-3.82%0.10%-1.09%
20253.29%-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%
202313.43%-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%
20212.46%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 -1.66%, 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 127.47% of its upside - more exposed to losses than it benefited from rallies.

Alpha
-1.66%
Beta
1.23
0.59
Upside Capture
127.47%
Downside Capture
133.89%

Return for Risk

Risk / Return Rank

^HGX ranks 23 for risk / return — below 23% of indices on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


^HGX Risk / Return Rank: 2323
Overall Rank
^HGX Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
^HGX Sortino Ratio Rank: 2323
Sortino Ratio Rank
^HGX Omega Ratio Rank: 2222
Omega Ratio Rank
^HGX Calmar Ratio Rank: 2323
Calmar Ratio Rank
^HGX Martin Ratio Rank: 2222
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for PHLX Housing Sector Index (^HGX) and compare them to S&P 500 Index.


^HGXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.29

2.39

-2.09

Sortino ratio

Return per unit of downside risk

0.65

3.25

-2.60

Omega ratio

Gain probability vs. loss probability

1.07

1.43

-0.36

Calmar ratio

Return relative to maximum drawdown

0.34

3.11

-2.77

Martin ratio

Return relative to average drawdown

0.68

14.38

-13.71

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 21.29%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-81.17%Mar 2009
3y 7mo8y 6mo
12y 2moJul 2005 - Sep 2017
COVID crash2020
-52.28%Mar 2020
1mo 1d4mo 27d
5mo 28dFeb 2020 - Aug 2020
Rate-hike selloffLate 2018
-37.15%Dec 2018
11mo 4d1y 28d
1y 12moJan 2018 - Jan 2020
Bear market2022
-36.16%Jun 2022
5mo 15d1y 4d
1y 5moJan 2022 - Jun 2023
Dot-com crash2000–2002
-34.02%Oct 2002
3mo 3d7mo 28d
11mo 1dJul 2002 - Jun 2003

Drawdown Indicators


^HGXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-81.17%

-56.78%

-24.39%

Max Drawdown (1Y)

Largest decline over 1 year

-21.87%

-9.10%

-12.77%

Max Drawdown (3Y)

Largest decline over 3 years

-31.24%

-18.90%

-12.34%

Max Drawdown (5Y)

Largest decline over 5 years

-36.16%

-25.43%

-10.73%

Max Drawdown (10Y)

Largest decline over 10 years

-52.28%

-33.92%

-18.36%

Current Drawdown

Current decline from peak

-21.29%

0.00%

-21.29%

Average Drawdown

Average peak-to-trough decline

-26.17%

-10.72%

-15.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.09%

1.97%

+9.12%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with ^HGX

Add PHLX Housing Sector Index to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with ^HGX