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Financial Select Sector Index (^SIXM)

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

Share Price Chart


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Performance

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


-10.00%-5.00%0.00%5.00%2023FebruaryMarchAprilMayJune
-8.30%
5.56%
^SIXM (Financial Select Sector Index)
Benchmark (^GSPC)

S&P 500

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Financial Select Sector Index

Return

Financial Select Sector Index had a return of -6.54% year-to-date (YTD) and -9.26% in the last 12 months. Over the past 10 years, Financial Select Sector Index had an annualized return of 7.27%, while the S&P 500 had an annualized return of 9.88%, indicating that Financial Select Sector Index did not perform as well as the benchmark.


PeriodReturnBenchmark
1 month0.29%3.18%
Year-To-Date-6.54%9.94%
6 months-10.59%3.67%
1 year-9.26%1.06%
5 years (annualized)3.21%8.86%
10 years (annualized)7.27%9.88%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20236.70%-2.45%-9.74%3.01%-4.48%
20226.83%-5.43%

Risk-Adjusted Performance

This table presents a comparison of risk-adjusted performance metrics for Financial Select Sector Index (^SIXM) 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
^SIXM
Financial Select Sector Index
-0.42
^GSPC
S&P 500
0.10

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 Financial Select Sector Index Sharpe ratio is -0.42. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-0.80-0.60-0.40-0.200.000.200.402023FebruaryMarchAprilMayJune
-0.42
0.10
^SIXM (Financial Select Sector Index)
Benchmark (^GSPC)

Drawdowns Chart

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


-25.00%-20.00%-15.00%-10.00%2023FebruaryMarchAprilMayJune
-22.70%
-12.00%
^SIXM (Financial Select Sector Index)
Benchmark (^GSPC)

Worst Drawdowns

The table below shows the maximum drawdowns of the Financial 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 Financial Select Sector Index is 52.30%, recorded on Mar 6, 2009. It took 44 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-52.3%Jan 5, 200943Mar 6, 200944May 8, 200987
-43.13%Jan 3, 202055Mar 23, 2020199Jan 12, 2021254
-34.31%Feb 22, 2011156Oct 3, 2011319Jan 10, 2013475
-26.95%Jan 13, 2022188Oct 12, 2022
-26.09%Jan 29, 2018229Dec 24, 2018239Dec 6, 2019468

Volatility Chart

The current Financial Select Sector Index volatility is 4.84%, 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%4.00%6.00%8.00%10.00%2023FebruaryMarchAprilMayJune
4.84%
3.68%
^SIXM (Financial Select Sector Index)
Benchmark (^GSPC)