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Performance
^SIXM Performance Chart
Financial Select Sector Index (^SIXM) is down 6.3% since the beginning of the year. ^SIXM is currently trading at $633 per share. Investors who bought $1,000 worth of ^SIXM shares 5 years ago would now be looking at an investment worth $1,345.
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Returns By Period
Financial Select Sector Index (^SIXM) has returned -6.30% so far this year and 0.89% over the past 12 months. Over the last ten years, ^SIXM has returned 10.44% per year, falling short of the S&P 500 Index benchmark, which averaged 13.75% annually.
Financial Select Sector Index
- 1D
- -0.29%
- 1M
- -1.10%
- YTD
- -6.30%
- 6M
- -2.66%
- 1Y
- 0.89%
- 3Y*
- 16.22%
- 5Y*
- 6.11%
- 10Y*
- 10.44%
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%
^SIXM Monthly Returns History
Based on dividend-adjusted daily data since Jan 2, 2009, ^SIXM's average daily return is +0.05%, while the average monthly return is +0.96%. At this rate, an investment would double in approximately 6.0 years.
Historically, 57% of months were positive and 43% were negative. The best month was Apr 2009 with a return of +22.2%, while the worst month was Jan 2009 at -27.7%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 7 months.
On a daily basis, ^SIXM closed higher 53% of trading days. The best single day was Mar 23, 2009 with a return of +17.7%, while the worst single day was Jan 20, 2009 at -16.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -2.61% | -3.83% | -3.70% | 5.43% | -1.18% | -0.29% | -6.30% | ||||||
| 2025 | 6.40% | 1.28% | -4.31% | -2.21% | 4.29% | 3.08% | -0.16% | 2.98% | 0.04% | -2.95% | 1.74% | 2.94% | 13.32% |
| 2024 | 2.91% | 3.96% | 4.67% | -4.31% | 3.01% | -1.01% | 6.32% | 4.36% | -0.66% | 2.55% | 10.16% | -5.58% | 28.43% |
| 2023 | 6.70% | -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% |
Benchmark Metrics
Financial Select Sector Index has an annualized alpha of -4.05%, beta of 1.25, and R2 of 0.70 versus S&P 500 Index. Calculated based on daily prices since January 05, 2009.
- This index participated in 122.21% of S&P 500 Index downside but only 108.65% of its upside - more exposed to losses than it benefited from rallies.
- This index had an annualized alpha of -4.05% versus S&P 500 Index - delivering less than market exposure alone would predict.
- Alpha
- -4.05%
- Beta
- 1.25
- R²
- 0.70
- Upside Capture
- 108.65%
- Downside Capture
- 122.21%
Return for Risk
Risk / Return Rank
^SIXM ranks 12 for risk / return — in the bottom 12% of indices on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Financial Select Sector Index (^SIXM) and compare them to S&P 500 Index.
| ^SIXM | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.07 | 2.39 | -2.32 |
Sortino ratioReturn per unit of downside risk | 0.19 | 3.25 | -3.07 |
Omega ratioGain probability vs. loss probability | 1.02 | 1.43 | -0.41 |
Calmar ratioReturn relative to maximum drawdown | 0.06 | 3.11 | -3.05 |
Martin ratioReturn relative to average drawdown | 0.17 | 14.38 | -14.22 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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 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 8.89%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -52.30%Mar 2009 | 2mo | 2mo 3d | 4mo 3dJan 2009 - May 2009 |
COVID crash2020 | -43.13%Mar 2020 | 2mo 20d | 9mo 25d | 1y 10dJan 2020 - Jan 2021 |
2011 bear market2011 | -34.31%Oct 2011 | 7mo 13d | 1y 3mo | 1y 10moFeb 2011 - Jan 2013 |
Bear market2022 | -26.95%Oct 2022 | 9mo 2d | 1y 5mo | 2y 2moJan 2022 - Mar 2024 |
Rate-hike selloffLate 2018 | -26.09%Dec 2018 | 10mo 29d | 11mo 17d | 1y 10moJan 2018 - Dec 2019 |
Drawdown Indicators
| ^SIXM | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.30% | -56.78% | +4.48% |
Max Drawdown (1Y)Largest decline over 1 year | -15.06% | -9.10% | -5.96% |
Max Drawdown (3Y)Largest decline over 3 years | -15.70% | -18.90% | +3.20% |
Max Drawdown (5Y)Largest decline over 5 years | -26.95% | -25.43% | -1.52% |
Max Drawdown (10Y)Largest decline over 10 years | -43.13% | -33.92% | -9.21% |
Current DrawdownCurrent decline from peak | -8.89% | 0.00% | -8.89% |
Average DrawdownAverage peak-to-trough decline | -8.61% | -10.72% | +2.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.85% | 1.97% | +3.88% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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