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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Consumer Staples 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.
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Returns By Period
Consumer Staples Select Sector Index (^SIXR) has returned 5.39% so far this year and 0.38% over the past 12 months. Over the last ten years, ^SIXR has returned 4.38% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.
Consumer Staples Select Sector Index
- 1D
- 0.06%
- 1M
- -8.74%
- YTD
- 5.39%
- 6M
- 4.50%
- 1Y
- 0.38%
- 3Y*
- 3.24%
- 5Y*
- 3.87%
- 10Y*
- 4.38%
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Jan 2, 2009, ^SIXR's average daily return is +0.03%, while the average monthly return is +0.66%. At this rate, your investment would double in approximately 8.8 years.
Historically, 60% of months were positive and 40% were negative. The best month was Dec 2021 with a return of +9.5%, while the worst month was Dec 2018 at -9.5%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 5 months.
On a daily basis, ^SIXR closed higher 53% of trading days. The best single day was Mar 17, 2020 with a return of +8.4%, while the worst single day was Mar 12, 2020 at -9.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 7.23% | 7.69% | -8.74% | 5.39% | |||||||||
| 2025 | 0.38% | 4.93% | -1.49% | 0.11% | 1.00% | -1.90% | -1.65% | 1.04% | -2.55% | -2.93% | 3.84% | -1.64% | -1.16% |
| 2024 | 1.12% | 1.94% | 2.99% | -1.29% | 2.24% | -0.51% | 1.49% | 5.83% | 0.90% | -3.64% | 3.58% | -5.08% | 9.44% |
| 2023 | -1.27% | -2.41% | 3.85% | 3.48% | -6.33% | 2.48% | 1.95% | -4.19% | -5.05% | -1.55% | 3.86% | 2.45% | -3.44% |
| 2022 | -0.92% | -1.41% | 1.15% | 2.33% | -4.23% | -2.70% | 3.06% | -1.96% | -8.51% | 8.82% | 6.02% | -3.01% | -2.56% |
| 2021 | -5.15% | -1.34% | 7.85% | 1.85% | 1.64% | -0.82% | 1.96% | 1.02% | -4.51% | 3.35% | -1.59% | 9.49% | 13.49% |
Benchmark Metrics
Consumer Staples Select Sector Index has an annualized alpha of 0.86%, beta of 0.57, and R² of 0.54 versus S&P 500 Index. Calculated based on daily prices since January 05, 2009.
- This index participated in 63.45% of S&P 500 Index downside but only 55.75% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.57 indicates this index moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- 0.86%
- Beta
- 0.57
- R²
- 0.54
- Upside Capture
- 55.75%
- Downside Capture
- 63.45%
Return for Risk
Risk / Return Rank
^SIXR ranks 18 for risk / return — in the bottom 18% 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 Consumer Staples Select Sector Index (^SIXR) and compare them to a chosen benchmark (S&P 500 Index).
| ^SIXR | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.03 | 0.90 | -0.87 |
Sortino ratioReturn per unit of downside risk | 0.14 | 1.39 | -1.25 |
Omega ratioGain probability vs. loss probability | 1.02 | 1.21 | -0.19 |
Calmar ratioReturn relative to maximum drawdown | 0.19 | 1.40 | -1.21 |
Martin ratioReturn relative to average drawdown | 0.42 | 6.61 | -6.18 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore ^SIXR risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
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 Consumer Staples 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 Consumer Staples Select Sector Index was 24.93%, occurring on Mar 23, 2020. Recovery took 105 trading sessions.
The current Consumer Staples Select Sector Index drawdown is 8.74%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -24.93% | Feb 18, 2020 | 25 | Mar 23, 2020 | 105 | Aug 27, 2020 | 130 |
| -20.7% | Jan 5, 2009 | 44 | Mar 9, 2009 | 96 | Jul 24, 2009 | 140 |
| -17.73% | Apr 21, 2022 | 371 | Oct 12, 2023 | 210 | Aug 16, 2024 | 581 |
| -16.98% | Jan 29, 2018 | 229 | Dec 24, 2018 | 118 | Jun 14, 2019 | 347 |
| -12.45% | May 20, 2011 | 57 | Aug 10, 2011 | 93 | Dec 21, 2011 | 150 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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