Financial Select Sector Index (^SIXM)
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.
Compare to other instruments
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.
| Period | Return | Benchmark |
|---|---|---|
| 1 month | 0.29% | 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
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 6.70% | -2.45% | -9.74% | 3.01% | -4.48% | |||||||
| 2022 | 6.83% | -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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
^SIXM Financial Select Sector Index | -0.42 | ||||
^GSPC S&P 500 | 0.10 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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, 2009 | 43 | Mar 6, 2009 | 44 | May 8, 2009 | 87 |
| -43.13% | Jan 3, 2020 | 55 | Mar 23, 2020 | 199 | Jan 12, 2021 | 254 |
| -34.31% | Feb 22, 2011 | 156 | Oct 3, 2011 | 319 | Jan 10, 2013 | 475 |
| -26.95% | Jan 13, 2022 | 188 | Oct 12, 2022 | — | — | — |
| -26.09% | Jan 29, 2018 | 229 | Dec 24, 2018 | 239 | Dec 6, 2019 | 468 |
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.