Financial Select Sector Index (^SIXM)
Share Price 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.
Compare to other instruments
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.
|5 years (annualized)||3.21%||8.86%|
|10 years (annualized)||7.27%||9.88%|
Monthly Returns Heatmap
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|
|Financial Select Sector Index||-0.42|
The Drawdowns chart displays portfolio losses from any high point along the way.
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.
|-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|
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.