Communication Services Select Sector SPDR Fund
Provider: StateStreet
Communication Services Select Sector SPDR Fund is an exchange-traded fund incorporated in the USA. It tracks the Communication Services Select Sector Index. The fund will invest in companies from the following industries: diversified telecommunication services wireless telecommunication services media entertainment and interactive media services.
| Annualised Return | 12.92% |
| Realised Volatility | 19.42% |
| Downside Volatility | 12.65% |
| Max Drawdown | -43.46% |
| Winning months | 61.8% |
| Sharpe Ratio | 0.67 |
| Sortino Ratio | 1.02 |
| Calmar Ratio | 0.3 |
| Viking Ratio | 0.28 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 5.75% | -0.37% | -5.16% | -1.05% | 6.24% | 7.29% | -1.03% | 3.71% | 6.64% | -3.83% | 18.64% | ||
| 2024 | 4.43% | 4.59% | 3.18% | -4.65% | 6.94% | 3.15% | 0.15% | 1.78% | 3.84% | 1.81% | 6.91% | -1.36% | 34.71% |
| 2023 | 14.77% | -2.87% | 8.65% | 3.33% | 3.91% | 4.73% | 5.7% | -1.54% | -2.95% | -1.3% | 7.8% | 4.4% | 52.82% |
| 2022 | -4.8% | -7.44% | 0.74% | -14.13% | 1.9% | -9.6% | 3.87% | -3.53% | -11.75% | 0.67% | 6.84% | -6.6% | -37.63% |
| 2021 | -0.89% | 7.01% | 2.63% | 6.45% | 0.95% | 2.95% | 1.77% | 3.91% | -6.28% | 0.24% | -6.14% | 3.28% | 15.96% |
| 2020 | 0.52% | -5.84% | -12.6% | 13.65% | 7.44% | 0.24% | 7.57% | 8.82% | -5.9% | -0.34% | 10.47% | 3.35% | 26.9% |
| 2019 | 11.75% | -0.46% | 2.03% | 7.06% | -5.95% | 4.77% | 3.17% | -2.46% | 0.21% | 2.22% | 3.83% | 2.26% | 31.05% |
| 2018 | -2.1% | -2.16% | 1.49% | -0.1% | -6.04% | -2.24% | -7.99% | -17.92% |