Industrials Select Sector Index (^SIXI)
Share Price Chart
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Performance
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.
Compare to other instruments
Return
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.
Period | Return | Benchmark |
---|---|---|
1 month | -1.36% | 3.18% |
Year-To-Date | -0.51% | 9.94% |
6 months | -4.19% | 3.67% |
1 year | 2.33% | 1.39% |
5 years (annualized) | 5.62% | 9.00% |
10 years (annualized) | 8.61% | 9.95% |
Monthly Returns Heatmap
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2023 | 3.67% | -1.17% | 0.55% | -1.22% | -3.46% | |||||||
2022 | 7.57% | -3.11% |
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
^SIXI Industrials Select Sector Index | 0.13 | ||||
^GSPC S&P 500 | 0.10 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-42.63% | Feb 13, 2020 | 27 | Mar 23, 2020 | 157 | Nov 10, 2020 | 184 |
-38.15% | Jan 7, 2009 | 42 | Mar 9, 2009 | 106 | Aug 7, 2009 | 148 |
-26.7% | May 2, 2011 | 108 | Oct 3, 2011 | 313 | Jan 2, 2013 | 421 |
-25.21% | Jan 29, 2018 | 229 | Dec 24, 2018 | 216 | Nov 4, 2019 | 445 |
-22.64% | Jan 5, 2022 | 186 | Sep 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.