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Industrials Select Sector Index (^SIXI)

Index · Currency in USD · Last updated Jun 2, 2023

Share Price Chart

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

^SIXI (Industrials Select Sector Index)
Benchmark (^GSPC)

S&P 500

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Industrials Select Sector Index


Industrials Select Sector Index had a return of -0.51% year-to-date (YTD) and 2.33% in the last 12 months. Over the past 10 years, Industrials Select Sector Index had an annualized return of 8.61%, while the S&P 500 had an annualized return of 9.95%, indicating that Industrials Select Sector Index did not perform as well as the benchmark.

1 month-1.36%3.18%
6 months-4.19%3.67%
1 year2.33%1.39%
5 years (annualized)5.62%9.00%
10 years (annualized)8.61%9.95%

Monthly Returns Heatmap


Risk-Adjusted Performance

This table presents a comparison of risk-adjusted performance metrics for Industrials Select Sector Index (^SIXI) 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
Industrials Select Sector Index
S&P 500

Sharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Industrials Select Sector Index Sharpe ratio is 0.13. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.

^SIXI (Industrials Select Sector Index)
Benchmark (^GSPC)

Drawdowns Chart

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

^SIXI (Industrials Select Sector Index)
Benchmark (^GSPC)

Worst Drawdowns

The table below shows the maximum drawdowns of the Industrials Select Sector Index. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Industrials Select Sector Index is 42.63%, recorded on Mar 23, 2020. It took 157 trading sessions for the portfolio to recover.



To Bottom


To Recover



-42.63%Feb 13, 202027Mar 23, 2020157Nov 10, 2020184
-38.15%Jan 7, 200942Mar 9, 2009106Aug 7, 2009148
-26.7%May 2, 2011108Oct 3, 2011313Jan 2, 2013421
-25.21%Jan 29, 2018229Dec 24, 2018216Nov 4, 2019445
-22.64%Jan 5, 2022186Sep 30, 2022

Volatility Chart

The current Industrials Select Sector Index volatility is 4.33%, 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.

^SIXI (Industrials Select Sector Index)
Benchmark (^GSPC)