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Materials Select Sector Index (^SIXB)

Index · Currency in USD · Last updated Dec 9, 2023
Summary

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.


260.00%270.00%280.00%290.00%300.00%310.00%320.00%JulyAugustSeptemberOctoberNovemberDecember
295.23%
315.09%
^SIXB (Materials Select Sector Index)
Benchmark (^GSPC)

S&P 500

Compare to other instruments

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Materials Select Sector Index

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.


PeriodReturnBenchmark
Year-To-Date4.96%19.92%
1 month5.88%5.06%
6 months3.67%7.11%
1 year0.23%16.17%
5 years (annualized)9.61%11.84%
10 years (annualized)6.29%9.85%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^SIXB
Materials Select Sector Index
0.05
^GSPC
S&P 500
1.25

Sharpe Ratio

The current Materials Select Sector Index Sharpe ratio is 0.05. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio0.000.501.00JulyAugustSeptemberOctoberNovemberDecember
0.05
1.25
^SIXB (Materials Select Sector Index)
Benchmark (^GSPC)

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-18.00%-16.00%-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%JulyAugustSeptemberOctoberNovemberDecember
-9.79%
-4.01%
^SIXB (Materials Select Sector Index)
Benchmark (^GSPC)

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, 2008198Mar 2, 20091212Dec 19, 20131410
-40.03%Jan 29, 2018541Mar 23, 2020113Sep 1, 2020654
-39.59%May 7, 1999861Oct 9, 2002497Sep 30, 20041358
-28.34%Feb 25, 2015231Jan 25, 2016252Jan 24, 2017483
-25.6%Jan 3, 2022184Sep 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.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.97%
2.77%
^SIXB (Materials Select Sector Index)
Benchmark (^GSPC)