Materials Select Sector Index (^SIXB)
Share Price Chart
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Performance
The chart shows the growth of an initial investment of $10,000 in Materials Select 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.
Compare to other instruments
Return
Materials Select Sector Index had a return of 4.96% year-to-date (YTD) and 0.23% in the last 12 months. Over the past 10 years, Materials Select Sector Index had an annualized return of 6.29%, while the S&P 500 had an annualized return of 9.85%, indicating that Materials Select Sector Index did not perform as well as the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 4.96% | 19.92% |
| 1 month | 5.88% | 5.06% |
| 6 months | 3.67% | 7.11% |
| 1 year | 0.23% | 16.17% |
| 5 years (annualized) | 9.61% | 11.84% |
| 10 years (annualized) | 6.29% | 9.85% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | -7.11% | 10.81% | 3.36% | -3.45% | -5.05% | -3.22% | 8.06% |
Risk-Adjusted Performance
This table presents a comparison of risk-adjusted performance metrics for Materials Select Sector Index (^SIXB) and S&P 500 (^GSPC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
^SIXB Materials Select Sector Index | 0.05 | ||||
^GSPC S&P 500 | 1.25 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the Materials Select 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 Materials Select Sector Index was 60.98%, occurring on Mar 2, 2009. Recovery took 1212 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -60.98% | May 19, 2008 | 198 | Mar 2, 2009 | 1212 | Dec 19, 2013 | 1410 |
| -40.03% | Jan 29, 2018 | 541 | Mar 23, 2020 | 113 | Sep 1, 2020 | 654 |
| -39.59% | May 7, 1999 | 861 | Oct 9, 2002 | 497 | Sep 30, 2004 | 1358 |
| -28.34% | Feb 25, 2015 | 231 | Jan 25, 2016 | 252 | Jan 24, 2017 | 483 |
| -25.6% | Jan 3, 2022 | 184 | Sep 26, 2022 | — | — | — |
Volatility Chart
The current Materials Select Sector Index volatility is 3.97%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.