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Communication Services Select Sector Index (^SIXC)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Communication Services 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.


450.00%500.00%550.00%600.00%650.00%AprilMayJuneJulyAugustSeptember
667.73%
515.82%
^SIXC (Communication Services Select Sector Index)
Benchmark (^GSPC)

Returns By Period

Communication Services Select Sector Index had a return of 23.91% year-to-date (YTD) and 36.52% in the last 12 months. Over the past 10 years, Communication Services Select Sector Index had an annualized return of 11.42%, while the S&P 500 benchmark had an annualized return of 11.29%, indicating that Communication Services Select Sector Index performed slightly bigger than the benchmark.


PeriodReturnBenchmark
Year-To-Date23.91%20.30%
1 month3.76%2.61%
6 months10.20%9.21%
1 year36.52%33.46%
5 years (annualized)12.82%14.17%
10 years (annualized)11.42%11.29%

Monthly Returns

The table below presents the monthly returns of ^SIXC, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20244.30%4.62%3.04%-4.79%6.83%3.09%0.05%1.70%23.91%
202314.56%-2.88%8.65%3.15%3.89%4.74%5.48%-1.59%-2.93%-1.56%7.75%4.39%51.39%
2022-4.96%-7.47%0.66%-14.20%1.85%-9.66%3.72%-3.55%-11.81%0.45%6.86%-6.69%-38.25%
2021-1.01%7.02%2.48%6.30%0.92%2.97%1.64%3.86%-6.24%0.04%-6.12%3.20%15.06%
20200.38%-5.83%-12.84%13.61%7.43%0.18%7.30%8.95%-6.02%-0.55%10.48%3.45%25.80%
201911.69%-0.50%1.94%6.98%-6.02%4.70%3.01%-2.43%0.07%2.06%3.82%2.35%30.09%
20189.38%-4.48%-5.12%0.10%4.86%5.92%-2.12%1.47%-0.19%-6.03%-2.29%-8.24%-7.96%
20176.65%1.66%2.22%3.30%2.03%-2.69%6.03%-1.07%-0.50%0.67%0.51%2.63%23.20%
2016-0.44%-1.66%6.96%-1.58%3.00%-2.55%4.79%-0.33%0.96%0.72%-1.08%1.39%10.21%
2015-3.36%6.94%-2.26%1.63%0.63%-0.63%5.58%-7.03%-2.79%11.74%0.90%-1.41%8.89%
2014-1.58%4.34%-3.32%-1.29%5.05%1.72%0.99%1.25%-1.01%-0.17%1.28%-1.92%5.11%
20134.73%2.97%4.19%4.03%-0.38%1.58%2.79%-3.18%3.82%7.83%1.05%3.49%37.80%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ^SIXC is 61, suggesting that the investment has average results relative to other indices in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of ^SIXC is 6161
^SIXC (Communication Services Select Sector Index)
The Sharpe Ratio Rank of ^SIXC is 6262Sharpe Ratio Rank
The Sortino Ratio Rank of ^SIXC is 5757Sortino Ratio Rank
The Omega Ratio Rank of ^SIXC is 6262Omega Ratio Rank
The Calmar Ratio Rank of ^SIXC is 4949Calmar Ratio Rank
The Martin Ratio Rank of ^SIXC is 7777Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Communication Services Select Sector Index (^SIXC) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


^SIXC
Sharpe ratio
The chart of Sharpe ratio for ^SIXC, currently valued at 2.18, compared to the broader market-1.000.001.002.003.002.18
Sortino ratio
The chart of Sortino ratio for ^SIXC, currently valued at 2.86, compared to the broader market-1.000.001.002.003.002.86
Omega ratio
The chart of Omega ratio for ^SIXC, currently valued at 1.40, compared to the broader market1.001.201.401.601.40
Calmar ratio
The chart of Calmar ratio for ^SIXC, currently valued at 1.30, compared to the broader market0.001.002.003.004.005.006.001.30
Martin ratio
The chart of Martin ratio for ^SIXC, currently valued at 15.44, compared to the broader market0.005.0010.0015.0020.0025.0015.44
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.73, compared to the broader market-1.000.001.002.003.002.73
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.64, compared to the broader market-1.000.001.002.003.003.64
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.50, compared to the broader market1.001.201.401.601.50
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.42, compared to the broader market0.001.002.003.004.005.006.002.42
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 16.69, compared to the broader market0.005.0010.0015.0020.0025.0016.69

Sharpe Ratio

The current Communication Services Select Sector Index Sharpe ratio is 2.18. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Communication Services Select Sector Index with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.50AprilMayJuneJulyAugustSeptember
2.18
2.73
^SIXC (Communication Services Select Sector Index)
Benchmark (^GSPC)

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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember0
-0.13%
^SIXC (Communication Services Select Sector Index)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Communication Services 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 Communication Services Select Sector Index was 47.28%, occurring on Nov 3, 2022. Recovery took 410 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-47.28%Sep 2, 2021296Nov 3, 2022410Jun 25, 2024706
-30.15%Feb 20, 202022Mar 20, 202077Jul 10, 202099
-24.89%Jan 5, 200944Mar 9, 200939May 4, 200983
-24.57%Jul 26, 2018105Dec 24, 2018225Nov 15, 2019330
-17.18%May 11, 2011101Oct 3, 2011101Feb 28, 2012202

Volatility

Volatility Chart

The current Communication Services Select Sector Index volatility is 4.20%, 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%AprilMayJuneJulyAugustSeptember
4.20%
4.00%
^SIXC (Communication Services Select Sector Index)
Benchmark (^GSPC)