Consumer Discretionary Select Sector Index (^SIXY)
Share Price Chart
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
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%.
|5 years (annualized)||7.46%||9.05%|
|10 years (annualized)||10.42%||9.80%|
Monthly Returns Heatmap
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|
|Consumer Discretionary Select Sector Index||0.25|
The Drawdowns chart displays portfolio losses from any high point along the way.
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.
|-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|
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.