Consumer Discretionary Select Sector Index (^SIXY)
Share Price Chart
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Performance
The chart shows the growth of an initial investment of $10,000 in Consumer Discretionary 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
Consumer Discretionary Select Sector Index had a return of 17.47% year-to-date (YTD) and -1.24% in the last 12 months. Over the past 10 years, Consumer Discretionary Select Sector Index had an annualized return of 10.42%, outperforming the S&P 500 benchmark which had an annualized return of 9.80%.
| Period | Return | Benchmark |
|---|---|---|
| 1 month | 2.89% | 1.70% |
| Year-To-Date | 17.47% | 9.53% |
| 6 months | 6.54% | 4.45% |
| 1 year | -1.24% | 1.14% |
| 5 years (annualized) | 7.46% | 9.05% |
| 10 years (annualized) | 10.42% | 9.80% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 15.08% | -2.26% | 2.95% | -1.20% | ||||||||
| 2022 | 1.07% | 1.35% | -11.49% |
Risk-Adjusted Performance
This table presents a comparison of risk-adjusted performance metrics for Consumer Discretionary Select Sector Index (^SIXY) 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 | |
|---|---|---|---|---|---|
^SIXY Consumer Discretionary Select Sector Index | 0.25 | ||||
^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 Consumer Discretionary 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 Consumer Discretionary Select Sector Index is 40.25%, recorded on Dec 28, 2022. The portfolio has not recovered from it yet.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -40.25% | Nov 22, 2021 | 277 | Dec 28, 2022 | — | — | — |
| -34.15% | Feb 21, 2020 | 19 | Mar 18, 2020 | 56 | Jun 8, 2020 | 75 |
| -30.37% | Jan 7, 2009 | 42 | Mar 9, 2009 | 36 | Apr 29, 2009 | 78 |
| -21.67% | Sep 21, 2018 | 65 | Dec 24, 2018 | 70 | Apr 5, 2019 | 135 |
| -19.2% | Apr 27, 2010 | 49 | Jul 6, 2010 | 86 | Nov 4, 2010 | 135 |
Volatility Chart
The current Consumer Discretionary Select Sector Index volatility is 4.80%, 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.