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PHLX Utility Sector Index (^UTY)

Index · Currency in USD · Last updated May 31, 2023

Share Price Chart


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Performance

The chart shows the growth of an initial investment of $10,000 in PHLX Utility 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%2023FebruaryMarchAprilMay
-10.42%
3.16%
^UTY (PHLX Utility Sector Index)
Benchmark (^GSPC)

S&P 500

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PHLX Utility Sector Index

Return

PHLX Utility Sector Index had a return of -10.31% year-to-date (YTD) and -14.09% in the last 12 months. Over the past 10 years, PHLX Utility Sector Index had an annualized return of 5.38%, while the S&P 500 had an annualized return of 9.93%, indicating that PHLX Utility Sector Index did not perform as well as the benchmark.


PeriodReturnBenchmark
1 month-7.70%0.90%
Year-To-Date-10.31%9.53%
6 months-10.55%3.07%
1 year-14.09%1.78%
5 years (annualized)5.28%9.08%
10 years (annualized)5.38%9.93%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2023-2.77%-6.60%5.11%1.60%
20226.35%-0.27%

Risk-Adjusted Performance

This table presents a comparison of risk-adjusted performance metrics for PHLX Utility Sector Index (^UTY) 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
^UTY
PHLX Utility Sector Index
-0.64
^GSPC
S&P 500
0.17

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 PHLX Utility Sector Index Sharpe ratio is -0.64. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-0.80-0.60-0.40-0.200.000.200.402023FebruaryMarchAprilMay
-0.64
0.17
^UTY (PHLX Utility Sector Index)
Benchmark (^GSPC)

Drawdowns Chart

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


-20.00%-15.00%-10.00%2023FebruaryMarchAprilMay
-18.71%
-12.32%
^UTY (PHLX Utility Sector Index)
Benchmark (^GSPC)

Worst Drawdowns

The table below shows the maximum drawdowns of the PHLX Utility 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 PHLX Utility Sector Index is 48.16%, recorded on Oct 9, 2002. It took 605 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-48.16%Dec 27, 2000446Oct 9, 2002605Mar 7, 20051051
-47.9%Dec 11, 2007312Mar 9, 20091427Nov 5, 20141739
-36.1%Feb 19, 202024Mar 23, 2020357Aug 20, 2021381
-34.93%Oct 9, 1998360Mar 14, 2000125Sep 11, 2000485
-31.28%Sep 14, 1993258Sep 20, 1994825Dec 23, 19971083

Volatility Chart

The current PHLX Utility Sector Index volatility is 3.69%, 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.


3.00%4.00%5.00%6.00%7.00%8.00%2023FebruaryMarchAprilMay
3.69%
3.82%
^UTY (PHLX Utility Sector Index)
Benchmark (^GSPC)