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Consumer Discretionary Select Sector Index (^SIXY)

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 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.


-10.00%-5.00%0.00%5.00%10.00%December2023FebruaryMarchAprilMay
7.21%
6.09%
^SIXY (Consumer Discretionary Select Sector Index)
Benchmark (^GSPC)

S&P 500

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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%.


PeriodReturnBenchmark
1 month2.89%1.70%
Year-To-Date17.47%9.53%
6 months6.54%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


JanFebMarAprMayJunJulAugSepOctNovDec
202315.08%-2.26%2.95%-1.20%
20221.07%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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^SIXY
Consumer Discretionary Select Sector Index
0.25
^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 Consumer Discretionary Select Sector Index Sharpe ratio is 0.25. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


-1.00-0.500.00December2023FebruaryMarchAprilMay
0.25
0.27
^SIXY (Consumer Discretionary Select Sector Index)
Benchmark (^GSPC)

Drawdowns Chart

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


-40.00%-35.00%-30.00%-25.00%-20.00%-15.00%December2023FebruaryMarchAprilMay
-28.19%
-12.32%
^SIXY (Consumer Discretionary Select Sector Index)
Benchmark (^GSPC)

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, 2021277Dec 28, 2022
-34.15%Feb 21, 202019Mar 18, 202056Jun 8, 202075
-30.37%Jan 7, 200942Mar 9, 200936Apr 29, 200978
-21.67%Sep 21, 201865Dec 24, 201870Apr 5, 2019135
-19.2%Apr 27, 201049Jul 6, 201086Nov 4, 2010135

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.


2.00%4.00%6.00%8.00%10.00%December2023FebruaryMarchAprilMay
4.80%
3.82%
^SIXY (Consumer Discretionary Select Sector Index)
Benchmark (^GSPC)