Sortino ratio is not yet available for ^SIXY. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.
How it compares to other similar indices
The table compares ^SIXY's Sortino Ratio with other similar indices across multiple time periods, showing relative risk-adjusted performance.
Data shows 1-, 5-, and 10-year periods, plus each index's all-time average, as of Jun 24, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| ^NWX | ARCA Networking | 5.07 | |||
| ^SOX | PHLX Semiconductor Index | 3.99 | |||
| ^NBI | NASDAQ Biotechnology Index | 3.27 | |||
| ^PUT | CBOE S&P 500 PutWrite Index | 3.25 | |||
| ^DJUSST | Dow Jones U.S. Iron & Steel Index | 3.18 | |||
| ^DJAT | Dow Jones Asian Titans 50 Index | 3.05 | |||
| ^W1DOW | Dow Jones Global Index | 3.01 | |||
| ^IMXL | Dow Jones Islamic Market Titans 100 Index | 2.95 | |||
| ^DJA | Dow Jones Composite Average Index | 2.74 | |||
| ^SP600 | S&P 600 | 2.69 | |||
| ^SIXY | Consumer Discretionary Select Sector Index | — |
Historical Sortino Ratio
The chart shows ^SIXY's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.
Identify market cycles by observing when ^SIXY consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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