Real Estate Select Sector Index (^SIXRE)
Share Price Chart
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Performance
The chart shows the growth of an initial investment of $10,000 in Real Estate 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
Real Estate Select Sector Index had a return of -3.74% year-to-date (YTD) and -20.17% in the last 12 months. Over the past 10 years, Real Estate Select Sector Index had an annualized return of 3.25%, while the S&P 500 had an annualized return of 9.79%, indicating that Real Estate Select Sector Index did not perform as well as the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| 1 month | -4.43% | 1.70% |
| Year-To-Date | -3.74% | 9.53% |
| 6 months | -7.94% | 4.45% |
| 1 year | -20.17% | 1.47% |
| 5 years (annualized) | 3.15% | 9.02% |
| 10 years (annualized) | 3.25% | 9.79% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 9.86% | -6.07% | -2.08% | 0.83% | ||||||||
| 2022 | 1.91% | 6.75% | -5.47% |
Risk-Adjusted Performance
This table presents a comparison of risk-adjusted performance metrics for Real Estate Select Sector Index (^SIXRE) 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 | |
|---|---|---|---|---|---|
^SIXRE Real Estate Select Sector Index | -0.70 | ||||
^GSPC S&P 500 | 0.27 |
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 Real Estate 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 Real Estate Select Sector Index is 38.93%, recorded on Mar 23, 2020. It took 265 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -38.93% | Feb 24, 2020 | 21 | Mar 23, 2020 | 265 | Apr 19, 2021 | 286 |
| -34.77% | Jan 3, 2022 | 197 | Oct 14, 2022 | — | — | — |
| -18.92% | May 22, 2013 | 62 | Aug 19, 2013 | 251 | Aug 18, 2014 | 313 |
| -18.61% | Jan 27, 2015 | 264 | Feb 11, 2016 | 96 | Jun 29, 2016 | 360 |
| -15.58% | Aug 2, 2016 | 86 | Dec 1, 2016 | 546 | Feb 5, 2019 | 632 |
Volatility Chart
The current Real Estate Select Sector Index volatility is 5.38%, 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.