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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.
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Returns By Period
Communication Services Select Sector Index (^SIXC) has returned -5.76% so far this year and 14.97% over the past 12 months. Over the last decade, ^SIXC has posted an annualized return of 12.27%, slightly higher than the S&P 500 Index benchmark’s 12.16%.
Communication Services Select Sector Index
- 1D
- 2.73%
- 1M
- -5.87%
- YTD
- -5.76%
- 6M
- -6.28%
- 1Y
- 14.97%
- 3Y*
- 24.11%
- 5Y*
- 8.25%
- 10Y*
- 12.27%
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 Jan 2, 2009, ^SIXC's average daily return is +0.06%, while the average monthly return is +1.21%. At this rate, your investment would double in approximately 4.8 years.
Historically, 63% of months were positive and 37% were negative. The best month was Jan 2023 with a return of +14.6%, while the worst month was Apr 2022 at -14.2%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.
On a daily basis, ^SIXC closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +8.9%, while the worst single day was Mar 16, 2020 at -11.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.85% | -1.70% | -5.87% | -5.76% | |||||||||
| 2025 | 5.65% | -0.38% | -5.28% | -1.11% | 6.18% | 7.12% | -1.17% | 3.50% | 6.60% | -3.19% | 0.43% | 2.28% | 21.61% |
| 2024 | 4.30% | 4.62% | 3.04% | -4.79% | 6.83% | 3.09% | 0.05% | 1.70% | 3.75% | 1.69% | 6.83% | -1.48% | 33.21% |
| 2023 | 14.56% | -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% |
Benchmark Metrics
Communication Services Select Sector Index has an annualized alpha of 2.72%, beta of 0.96, and R² of 0.78 versus S&P 500 Index. Calculated based on daily prices since January 05, 2009.
- This index captured 105.14% of S&P 500 Index gains but only 95.97% of its losses — a favorable profile for investors.
- This index generated an annualized alpha of 2.72% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- With beta of 0.96 and R² of 0.78, this index moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 2.72%
- Beta
- 0.96
- R²
- 0.78
- Upside Capture
- 105.14%
- Downside Capture
- 95.97%
Return for Risk
Risk / Return Rank
^SIXC ranks 53 for risk / return — on par with similar indices. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Communication Services Select Sector Index (^SIXC) and compare them to a chosen benchmark (S&P 500 Index).
| ^SIXC | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.81 | 0.90 | -0.08 |
Sortino ratioReturn per unit of downside risk | 1.29 | 1.39 | -0.10 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.21 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.36 | 1.40 | -0.04 |
Martin ratioReturn relative to average drawdown | 4.80 | 6.61 | -1.81 |
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 ^SIXC 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 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.
The current Communication Services Select Sector Index drawdown is 7.47%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -47.28% | Sep 2, 2021 | 296 | Nov 3, 2022 | 410 | Jun 25, 2024 | 706 |
| -30.15% | Feb 20, 2020 | 22 | Mar 20, 2020 | 77 | Jul 10, 2020 | 99 |
| -24.89% | Jan 5, 2009 | 44 | Mar 9, 2009 | 39 | May 4, 2009 | 83 |
| -24.57% | Jul 26, 2018 | 105 | Dec 24, 2018 | 225 | Nov 15, 2019 | 330 |
| -18.13% | Feb 18, 2025 | 36 | Apr 8, 2025 | 52 | Jun 24, 2025 | 88 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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