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Technology Select Sector Index (^SIXT)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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Popular comparisons: ^SIXT vs. NVDA, ^SIXT vs. SMH

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Technology 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%15.00%MayJuneJulyAugustSeptemberOctober
12.62%
12.23%
^SIXT (Technology Select Sector Index)
Benchmark (^GSPC)

Returns By Period

Technology Select Sector Index had a return of 19.74% year-to-date (YTD) and 36.12% in the last 12 months. Over the past 10 years, Technology Select Sector Index had an annualized return of 19.88%, outperforming the S&P 500 benchmark which had an annualized return of 11.78%.


PeriodReturnBenchmark
Year-To-Date19.74%21.43%
1 month11.35%5.87%
6 months12.62%12.23%
1 year36.12%32.90%
5 years (annualized)23.31%14.34%
10 years (annualized)19.88%11.78%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20242.69%4.66%0.76%-5.85%6.92%7.82%-3.35%0.67%2.60%19.74%
20239.22%0.26%10.79%-0.17%8.67%6.14%2.47%-1.66%-6.49%0.03%12.73%4.14%54.58%
2022-7.21%-5.11%3.18%-10.91%-0.84%-9.30%13.36%-6.33%-12.04%7.63%6.22%-8.30%-28.72%
2021-0.97%1.25%1.65%5.22%-1.05%6.90%3.82%3.44%-5.82%8.12%4.23%3.79%34.18%
20203.89%-7.45%-8.71%13.73%6.83%7.08%5.56%11.83%-5.42%-5.15%11.26%5.68%42.21%
20196.88%6.63%4.75%6.36%-8.91%9.06%3.26%-1.70%1.44%3.81%5.17%4.42%48.04%
20186.97%-0.55%-3.73%-0.13%6.47%-0.20%1.96%6.47%-0.09%-8.05%-2.12%-8.54%-2.96%
20173.56%4.32%2.16%1.82%3.70%-2.76%4.31%2.69%0.85%6.34%1.25%0.38%32.30%
2016-3.78%-1.00%8.70%-5.18%4.67%-1.46%6.88%1.00%2.05%-0.90%-0.16%2.17%12.75%
2015-3.70%7.86%-3.39%2.49%1.61%-4.11%2.54%-5.56%-1.36%10.14%0.38%-1.94%3.76%
2014-2.75%3.81%0.66%0.18%3.49%1.82%1.44%3.13%-0.62%1.50%4.50%-2.22%15.66%
20131.49%0.65%2.50%1.53%2.50%-2.96%3.53%-1.21%2.46%4.75%2.86%3.59%23.66%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ^SIXT is 53, suggesting that the investment has average results relative to other indices in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of ^SIXT is 5353
^SIXT (Technology Select Sector Index)
The Sharpe Ratio Rank of ^SIXT is 5050Sharpe Ratio Rank
The Sortino Ratio Rank of ^SIXT is 4646Sortino Ratio Rank
The Omega Ratio Rank of ^SIXT is 4949Omega Ratio Rank
The Calmar Ratio Rank of ^SIXT is 7676Calmar Ratio Rank
The Martin Ratio Rank of ^SIXT is 4444Martin 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 Technology Select Sector Index (^SIXT) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


^SIXT
Sharpe ratio
The chart of Sharpe ratio for ^SIXT, currently valued at 1.82, compared to the broader market0.001.002.003.001.82
Sortino ratio
The chart of Sortino ratio for ^SIXT, currently valued at 2.40, compared to the broader market-1.000.001.002.003.004.002.40
Omega ratio
The chart of Omega ratio for ^SIXT, currently valued at 1.32, compared to the broader market1.001.201.401.601.32
Calmar ratio
The chart of Calmar ratio for ^SIXT, currently valued at 2.33, compared to the broader market0.001.002.003.004.005.002.33
Martin ratio
The chart of Martin ratio for ^SIXT, currently valued at 8.03, compared to the broader market0.005.0010.0015.0020.008.03
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.68, compared to the broader market0.001.002.003.002.68
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.59, compared to the broader market-1.000.001.002.003.004.003.59
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.49, compared to the broader market1.001.201.401.601.49
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.37, compared to the broader market0.001.002.003.004.005.002.37
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 16.37, compared to the broader market0.005.0010.0015.0020.0016.37

Sharpe Ratio

The current Technology Select Sector Index Sharpe ratio is 1.82. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Technology 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 Ratio0.501.001.502.002.50MayJuneJulyAugustSeptemberOctober
1.82
2.68
^SIXT (Technology Select Sector Index)
Benchmark (^GSPC)

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.


-15.00%-10.00%-5.00%0.00%MayJuneJulyAugustSeptemberOctober
-3.03%
0
^SIXT (Technology Select Sector Index)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Technology 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 Technology Select Sector Index was 33.93%, occurring on Oct 14, 2022. Recovery took 187 trading sessions.

The current Technology Select Sector Index drawdown is 3.03%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.93%Dec 28, 2021200Oct 14, 2022187Jul 17, 2023387
-31.21%Feb 20, 202023Mar 23, 202055Jun 10, 202078
-24.12%Oct 4, 201856Dec 24, 201871Apr 8, 2019127
-19.98%Jan 7, 200942Mar 9, 200918Apr 2, 200960
-17.02%Jul 11, 202420Aug 7, 2024

Volatility

Volatility Chart

The current Technology Select Sector Index volatility is 6.02%, 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%12.00%MayJuneJulyAugustSeptemberOctober
6.02%
2.94%
^SIXT (Technology Select Sector Index)
Benchmark (^GSPC)