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Industrials Select Sector Index

Often compared with ^SIXI:
^SIXI vs. PPA

Performance

^SIXI Performance Chart

Industrials Select Sector Index (^SIXI) is up 11.0% since the beginning of the year. ^SIXI is currently trading at $1,736 per share. Investors who bought $1,000 worth of ^SIXI shares 5 years ago would now be looking at an investment worth $1,641.


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S&P 500 Index

Returns By Period

Industrials Select Sector Index (^SIXI) has returned 10.95% so far this year and 20.96% over the past 12 months. Over the last ten years, ^SIXI has returned 12.01% per year, falling short of the S&P 500 Index benchmark, which averaged 13.75% annually.


Industrials Select Sector Index

1D
-0.45%
1M
-0.49%
YTD
10.95%
6M
12.92%
1Y
20.96%
3Y*
19.60%
5Y*
10.42%
10Y*
12.01%

Benchmark (S&P 500 Index)

1D
0.13%
1M
5.25%
YTD
11.16%
6M
11.43%
1Y
28.20%
3Y*
21.12%
5Y*
12.66%
10Y*
13.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

^SIXI Monthly Returns History

Based on dividend-adjusted daily data since Jan 2, 2009, ^SIXI's average daily return is +0.05%, while the average monthly return is +1.09%. At this rate, an investment would double in approximately 5.3 years.

Historically, 61% of months were positive and 39% were negative. The best month was Apr 2009 with a return of +17.6%, while the worst month was Mar 2020 at -19.3%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 5 months.

On a daily basis, ^SIXI closed higher 54% of trading days. The best single day was Mar 24, 2020 with a return of +12.8%, while the worst single day was Mar 16, 2020 at -11.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20266.62%6.97%-8.54%7.90%-0.97%-0.45%10.95%
20254.99%-1.61%-3.72%0.15%8.63%3.46%2.95%-0.15%1.72%0.43%-1.01%1.13%17.70%
2024-0.92%6.98%4.32%-3.62%1.44%-1.05%4.84%2.67%3.27%-1.39%7.33%-8.10%15.64%
20233.67%-1.17%0.55%-1.22%-3.46%11.17%2.85%-2.26%-6.06%-2.97%8.51%6.84%16.04%
2022-4.34%-1.13%3.29%-7.57%-0.78%-7.50%9.46%-3.08%-10.57%13.86%7.57%-3.11%-6.69%
2021-4.34%6.63%8.82%3.55%2.89%-2.28%0.85%0.92%-6.22%6.83%-3.71%4.76%18.88%

Benchmark Metrics

Industrials Select Sector Index has an annualized alpha of -0.56%, beta of 1.03, and R2 of 0.83 versus S&P 500 Index. Calculated based on daily prices since January 05, 2009.

  • This index participated in 110.50% of S&P 500 Index downside but only 106.68% of its upside - more exposed to losses than it benefited from rallies.
  • With beta of 1.03 and R2 of 0.83, 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
-0.56%
Beta
1.03
0.83
Upside Capture
106.68%
Downside Capture
110.50%

Return for Risk

Risk / Return Rank

^SIXI ranks 49 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.


^SIXI Risk / Return Rank: 4949
Overall Rank
^SIXI Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
^SIXI Sortino Ratio Rank: 4949
Sortino Ratio Rank
^SIXI Omega Ratio Rank: 4949
Omega Ratio Rank
^SIXI Calmar Ratio Rank: 4747
Calmar Ratio Rank
^SIXI Martin Ratio Rank: 5050
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Industrials Select Sector Index (^SIXI) and compare them to S&P 500 Index.


^SIXIBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.35

2.39

-1.04

Sortino ratio

Return per unit of downside risk

2.00

3.25

-1.25

Omega ratio

Gain probability vs. loss probability

1.24

1.43

-0.20

Calmar ratio

Return relative to maximum drawdown

1.69

3.11

-1.42

Martin ratio

Return relative to average drawdown

6.61

14.38

-7.78

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 Industrials 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 Industrials Select Sector Index was 42.63%, occurring on Mar 23, 2020. Recovery took 157 trading sessions.

The current Industrials Select Sector Index drawdown is 3.66%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-42.63%Mar 2020
1mo 9d7mo 22d
9mo 1dFeb 2020 - Nov 2020
Financial crisis2007–2009
-38.15%Mar 2009
2mo 1d5mo 1d
7mo 2dJan 2009 - Aug 2009
2011 bear market2011
-26.70%Oct 2011
5mo 4d1y 3mo
1y 8moMay 2011 - Jan 2013
Rate-hike selloffLate 2018
-25.21%Dec 2018
10mo 29d10mo 15d
1y 9moJan 2018 - Nov 2019
Bear market2022
-22.64%Sep 2022
8mo 28d9mo 3d
1y 5moJan 2022 - Jun 2023

Drawdown Indicators


^SIXIBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-42.63%

-56.78%

+14.15%

Max Drawdown (1Y)

Largest decline over 1 year

-12.27%

-9.10%

-3.17%

Max Drawdown (3Y)

Largest decline over 3 years

-18.82%

-18.90%

+0.08%

Max Drawdown (5Y)

Largest decline over 5 years

-22.64%

-25.43%

+2.79%

Max Drawdown (10Y)

Largest decline over 10 years

-42.63%

-33.92%

-8.71%

Current Drawdown

Current decline from peak

-3.66%

0.00%

-3.66%

Average Drawdown

Average peak-to-trough decline

-5.49%

-10.72%

+5.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.14%

1.97%

+1.17%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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