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Consumer Staples Select Sector Index (^SIXR)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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Consumer Staples Select Sector Index

Popular comparisons: ^SIXR vs. LRLCY

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.


200.00%250.00%300.00%350.00%400.00%450.00%December2024FebruaryMarchAprilMay
220.50%
469.67%
^SIXR (Consumer Staples Select Sector Index)
Benchmark (^GSPC)

S&P 500

Returns By Period

Consumer Staples Select Sector Index had a return of 7.10% year-to-date (YTD) and 1.47% in the last 12 months. Over the past 10 years, Consumer Staples Select Sector Index had an annualized return of 5.84%, while the S&P 500 had an annualized return of 10.97%, indicating that Consumer Staples Select Sector Index did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date7.10%11.29%
1 month5.48%4.87%
6 months9.93%17.88%
1 year1.47%29.16%
5 years (annualized)6.15%13.20%
10 years (annualized)5.84%10.97%

Monthly Returns

The table below presents the monthly returns of ^SIXR, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.12%1.94%2.99%-1.29%7.10%
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%
20200.15%-8.37%-5.86%6.77%1.53%-0.61%6.65%4.51%-2.00%-3.15%7.35%1.41%7.20%
20194.86%1.68%3.50%2.68%-3.79%4.95%2.16%1.98%1.39%-0.62%1.17%2.18%24.16%
20181.50%-7.69%-1.34%-4.32%-1.84%4.17%3.82%0.33%0.51%1.90%2.22%-9.46%-10.71%
20171.47%4.75%-0.76%0.87%2.53%-2.55%0.48%-1.24%-1.00%-1.83%5.31%1.98%10.10%
20160.43%0.18%4.32%-1.54%0.66%4.89%-0.98%-0.66%-1.89%-0.97%-4.46%2.80%2.41%
2015-1.22%4.18%-2.26%-1.05%0.76%-2.08%5.36%-5.99%0.10%5.47%-1.08%2.62%4.22%
2014-5.20%3.73%1.81%2.57%1.73%-0.55%-3.56%4.57%0.21%3.39%5.34%-1.14%13.04%
20135.57%3.17%4.59%2.81%-2.34%-0.64%4.00%-4.52%1.08%6.14%1.46%0.31%23.20%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ^SIXR is 11, indicating that it is in the bottom 11% of indices on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of ^SIXR is 1111
^SIXR (Consumer Staples Select Sector Index)
The Sharpe Ratio Rank of ^SIXR is 1111Sharpe Ratio Rank
The Sortino Ratio Rank of ^SIXR is 1010Sortino Ratio Rank
The Omega Ratio Rank of ^SIXR is 1010Omega Ratio Rank
The Calmar Ratio Rank of ^SIXR is 1212Calmar Ratio Rank
The Martin Ratio Rank of ^SIXR is 1111Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Consumer Staples Select Sector Index (^SIXR) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


^SIXR
Sharpe ratio
The chart of Sharpe ratio for ^SIXR, currently valued at 0.07, compared to the broader market-1.000.001.002.003.000.07
Sortino ratio
The chart of Sortino ratio for ^SIXR, currently valued at 0.17, compared to the broader market-1.000.001.002.003.004.000.17
Omega ratio
The chart of Omega ratio for ^SIXR, currently valued at 1.02, compared to the broader market0.801.001.201.401.02
Calmar ratio
The chart of Calmar ratio for ^SIXR, currently valued at 0.04, compared to the broader market0.001.002.003.004.005.000.04
Martin ratio
The chart of Martin ratio for ^SIXR, currently valued at 0.11, compared to the broader market0.005.0010.0015.0020.000.11
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.44, compared to the broader market-1.000.001.002.003.002.44
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.45, compared to the broader market-1.000.001.002.003.004.003.45
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.42, compared to the broader market0.801.001.201.401.42
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.98, compared to the broader market0.001.002.003.004.005.001.98
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 9.39, compared to the broader market0.005.0010.0015.0020.009.39

Sharpe Ratio

The current Consumer Staples Select Sector Index Sharpe ratio is 0.07. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Consumer Staples Select Sector Index with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2024FebruaryMarchAprilMay
0.07
2.44
^SIXR (Consumer Staples Select Sector Index)
Benchmark (^GSPC)

Drawdowns

Drawdowns Chart

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


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2024FebruaryMarchAprilMay
-4.02%
0
^SIXR (Consumer Staples Select Sector Index)
Benchmark (^GSPC)

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 4.02%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-24.93%Feb 18, 202025Mar 23, 2020105Aug 27, 2020130
-20.7%Jan 5, 200944Mar 9, 200996Jul 24, 2009140
-17.73%Apr 21, 2022371Oct 12, 2023
-16.98%Jan 29, 2018229Dec 24, 2018118Jun 14, 2019347
-12.45%May 20, 201157Aug 10, 201193Dec 21, 2011150

Volatility

Volatility Chart

The current Consumer Staples Select Sector Index volatility is 2.37%, 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.


2.00%2.50%3.00%3.50%4.00%4.50%December2024FebruaryMarchAprilMay
2.37%
3.47%
^SIXR (Consumer Staples Select Sector Index)
Benchmark (^GSPC)