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Real Estate Select Sector Index (^SIXRE)

Index · Currency in USD · Last updated May 27, 2023

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.


-5.00%0.00%5.00%10.00%December2023FebruaryMarchAprilMay
-5.29%
6.09%
^SIXRE (Real Estate Select Sector Index)
Benchmark (^GSPC)

S&P 500

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Real Estate Select Sector Index

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.


PeriodReturnBenchmark
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


JanFebMarAprMayJunJulAugSepOctNovDec
20239.86%-6.07%-2.08%0.83%
20221.91%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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^SIXRE
Real Estate Select Sector Index
-0.70
^GSPC
S&P 500
0.27

Sharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Real Estate Select Sector Index Sharpe ratio is -0.70. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-1.00-0.500.00December2023FebruaryMarchAprilMay
-0.70
0.33
^SIXRE (Real Estate Select Sector Index)
Benchmark (^GSPC)

Drawdowns Chart

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


-30.00%-25.00%-20.00%-15.00%December2023FebruaryMarchAprilMay
-31.00%
-12.03%
^SIXRE (Real Estate Select Sector Index)
Benchmark (^GSPC)

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, 202021Mar 23, 2020265Apr 19, 2021286
-34.77%Jan 3, 2022197Oct 14, 2022
-18.92%May 22, 201362Aug 19, 2013251Aug 18, 2014313
-18.61%Jan 27, 2015264Feb 11, 201696Jun 29, 2016360
-15.58%Aug 2, 201686Dec 1, 2016546Feb 5, 2019632

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.


2.00%4.00%6.00%8.00%10.00%December2023FebruaryMarchAprilMay
5.38%
3.82%
^SIXRE (Real Estate Select Sector Index)
Benchmark (^GSPC)