PortfoliosLab logo

Financial Select Sector Index (^SIXM)

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

Share Price Chart

Loading data...


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.

^SIXM (Financial Select Sector Index)
Benchmark (^GSPC)

S&P 500

Compare to other instruments

Search for stocks, ETFs, and funds to compare with ^SIXM

Financial Select Sector Index


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.

1 month0.29%3.18%
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


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
Financial 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 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.

^SIXM (Financial Select Sector Index)
Benchmark (^GSPC)

Drawdowns Chart

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

^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.



To Bottom


To Recover



-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.

^SIXM (Financial Select Sector Index)
Benchmark (^GSPC)