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Financial Select Sector Index (^SIXM)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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Financial Select Sector Index

Popular comparisons: ^SIXM vs. ^SIXE

Performance

Performance Chart

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.


0.00%5.00%10.00%15.00%2024FebruaryMarchAprilMayJune
9.75%
14.20%
^SIXM (Financial Select Sector Index)
Benchmark (^GSPC)

S&P 500

Returns By Period

Financial Select Sector Index had a return of 8.09% year-to-date (YTD) and 23.25% in the last 12 months. Over the past 10 years, Financial Select Sector Index had an annualized return of 8.38%, while the S&P 500 had an annualized return of 10.77%, indicating that Financial Select Sector Index did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date8.09%12.69%
1 month-2.63%2.92%
6 months11.51%15.76%
1 year23.25%23.89%
5 years (annualized)8.61%13.23%
10 years (annualized)8.38%10.77%

Monthly Returns

The table below presents the monthly returns of ^SIXM, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20242.91%3.96%4.67%-4.31%3.01%8.09%
20236.70%-2.45%-9.74%3.01%-4.48%6.53%4.70%-2.86%-3.25%-2.62%10.68%5.25%9.94%
2022-0.08%-1.49%-0.35%-10.02%2.57%-11.06%7.01%-2.18%-7.93%11.80%6.83%-5.43%-12.35%
2021-1.93%11.36%5.62%6.41%4.68%-3.10%-0.61%5.00%-1.99%7.12%-5.79%3.12%32.55%
2020-2.80%-11.34%-21.48%9.34%2.42%-0.52%3.52%4.13%-3.67%-1.05%16.75%6.05%-4.10%
20198.59%2.18%-2.75%8.84%-7.38%6.57%2.30%-5.07%4.46%2.24%4.83%2.49%29.17%
20186.36%-2.96%-4.46%-0.47%-1.12%-2.02%5.14%1.18%-2.37%-4.87%2.58%-11.45%-14.66%
20170.12%5.01%-2.90%-0.97%-1.41%6.32%1.60%-1.85%5.05%2.82%3.28%1.83%20.03%
2016-8.96%-3.17%7.08%3.27%1.82%-3.43%3.41%3.57%-2.87%2.16%13.67%3.76%20.14%
2015-6.99%5.65%-0.78%0.07%1.64%-0.48%3.01%-6.94%-3.17%6.11%1.70%-2.35%-3.48%
2014-3.73%2.94%3.08%-1.64%1.23%2.28%-1.55%4.03%-0.55%2.86%2.12%1.62%13.10%
20135.77%1.14%3.69%2.68%5.87%-1.77%5.28%-5.22%2.63%3.15%4.37%2.00%33.21%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ^SIXM is 70, suggesting that the investment has average results relative to other indices in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of ^SIXM is 7070
^SIXM (Financial Select Sector Index)
The Sharpe Ratio Rank of ^SIXM is 7575Sharpe Ratio Rank
The Sortino Ratio Rank of ^SIXM is 7474Sortino Ratio Rank
The Omega Ratio Rank of ^SIXM is 7070Omega Ratio Rank
The Calmar Ratio Rank of ^SIXM is 5959Calmar Ratio Rank
The Martin Ratio Rank of ^SIXM is 7272Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Financial Select Sector Index (^SIXM) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


^SIXM
Sharpe ratio
The chart of Sharpe ratio for ^SIXM, currently valued at 1.93, compared to the broader market-1.000.001.002.001.93
Sortino ratio
The chart of Sortino ratio for ^SIXM, currently valued at 2.69, compared to the broader market-2.00-1.000.001.002.003.002.70
Omega ratio
The chart of Omega ratio for ^SIXM, currently valued at 1.33, compared to the broader market0.801.001.201.401.33
Calmar ratio
The chart of Calmar ratio for ^SIXM, currently valued at 0.96, compared to the broader market0.001.002.003.004.005.000.96
Martin ratio
The chart of Martin ratio for ^SIXM, currently valued at 6.59, compared to the broader market0.005.0010.0015.0020.006.59
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.21, compared to the broader market-1.000.001.002.002.21
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.13, compared to the broader market-2.00-1.000.001.002.003.003.13
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.39, compared to the broader market0.801.001.201.401.39
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.77, compared to the broader market0.001.002.003.004.005.001.77
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.30, compared to the broader market0.005.0010.0015.0020.008.30

Sharpe Ratio

The current Financial Select Sector Index Sharpe ratio is 1.93. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Financial Select Sector Index with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.002024FebruaryMarchAprilMayJune
1.93
2.21
^SIXM (Financial Select Sector Index)
Benchmark (^GSPC)

Drawdowns

Drawdowns Chart

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


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%2024FebruaryMarchAprilMayJune
-3.94%
0
^SIXM (Financial Select Sector Index)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Financial 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 Financial Select Sector Index was 52.30%, occurring on Mar 6, 2009. Recovery took 44 trading sessions.

The current Financial Select Sector Index drawdown is 3.94%.


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, 2022360Mar 20, 2024548
-26.09%Jan 29, 2018229Dec 24, 2018239Dec 6, 2019468

Volatility

Volatility Chart

The current Financial Select Sector Index volatility is 3.61%, 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%2.50%3.00%3.50%4.00%2024FebruaryMarchAprilMayJune
3.61%
2.41%
^SIXM (Financial Select Sector Index)
Benchmark (^GSPC)