Performance analysis of Select Medical (SEM)
Annual Return
Over the past 3 years, SEM has had an average annual return of +3.77%, underperforming the benchmark SPY, which returned +22.77% annual.
Over the past 5 years, SEM has had an average annual return of -3.54%, underperforming the benchmark SPY, which returned +14% annual.
Over the past 10 years, SEM has had an average annual return of +10.17%, underperforming the benchmark SPY, which returned +15.53% annual.
Since Sep 25, 2009, SEM has had an average annual return of +8.78%, underperforming the benchmark SPY, which returned +14.63% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| +11.93% | -19.86% | +49.62% | -3.56% | -13.85% | +7.43% | +18.51% | +52.05% | -13.03% | +33.21% | +11.25% | -16.69% |
| 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | ||||||
| +27.89% | +27.59% | +28.13% | +16% | -31.16% | +5.25% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +1.35% | -0.53% | +9.27% | +0.74% | +0.93% | -0.06% | +11.93% | ||||||
| 2025 | +4.35% | -7.52% | -7.87% | +9.22% | -15.83% | -0.72% | -2.57% | -11.60% | -1.30% | +7.71% | +12.52% | -4.13% | -19.86% |
| 2024 | +10.60% | +5.25% | +10.72% | -5.90% | +22.22% | +1.48% | +13.41% | -8.93% | -3.33% | -8.00% | +21.27% | -10.70% | +49.62% |
| 2023 | +17.08% | -6.47% | -4.48% | +17.99% | -9.86% | +16.40% | -5.81% | -2.24% | -13.49% | -10.05% | -0.04% | +3.98% | -3.56% |
| 2022 | -20.99% | -0.35% | +4.17% | -5.75% | +8.24% | -3.00% | +25.40% | -13.05% | -13.81% | +16.20% | -3.80% | +1.02% | -13.85% |
| 2021 | -7.09% | +23.15% | +7.74% | +10.61% | +6.58% | +5.46% | -6.65% | -12.05% | +4.63% | -8.16% | -18.87% | +9.50% | +7.43% |
| 2020 | -2.14% | +4.82% | -37.34% | +13.80% | -5.45% | -8.74% | +29.26% | +5.41% | +3.74% | +0.77% | +14.87% | +14.77% | +18.51% |
| 2019 | +1.76% | -5.12% | -4.92% | +1.99% | -2.23% | +12.95% | +5.49% | -3.11% | +2.16% | +9.96% | +21.35% | +5.56% | +52.05% |
| 2018 | +0.29% | +2.26% | -4.69% | +4.64% | +0.27% | +0.28% | +14.60% | -4.81% | -7.07% | -9.89% | +16.89% | -20.80% | -13.03% |
| 2017 | -6.04% | +15.66% | -7.29% | +3% | -2.54% | +14.55% | +5.54% | +14.82% | +3.23% | -0.26% | -7.83% | -0% | +33.21% |
Drawdown analysis of Select Medical (SEM)
The maximum drawdown for the SEM was -60.26%, occurring on Mar 18, 2020. Recovery took 202 trading sessions.
The current SEM drawdown is -23.34%.
Since Sep 25, 2009 SEM has experienced the following drawdowns:
- 50% or more: 2 times
- 40% or more: 4 times
- 30% or more: 6 times
- 20% or more: 7 times
- 10% or more: 12 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -60.26% | Feb 21, 2020 | 18 | Mar 18, 2020 | 202 | Jan 5, 2021 | 220 |
| -55.78% | Jun 25, 2015 | 160 | Feb 12, 2016 | 372 | Aug 4, 2017 | 532 |
| -49.09% | Jun 25, 2021 | 221 | May 11, 2022 | Ongoing | Ongoing | Ongoing |
| -47.77% | Dec 29, 2009 | 405 | Aug 8, 2011 | 233 | Jul 11, 2012 | 638 |
| -39.21% | Jul 26, 2018 | 182 | Apr 17, 2019 | 154 | Nov 25, 2019 | 336 |
| -35.13% | Aug 8, 2012 | 184 | May 6, 2013 | 164 | Dec 27, 2013 | 348 |
| -26.07% | Jul 29, 2014 | 54 | Oct 14, 2014 | 149 | May 19, 2015 | 203 |
| -16.61% | Jan 7, 2021 | 15 | Jan 29, 2021 | 19 | Feb 26, 2021 | 34 |
| -16.20% | Oct 27, 2017 | 67 | Feb 5, 2018 | 116 | Jul 23, 2018 | 183 |
| -14.07% | Sep 28, 2009 | 38 | Nov 19, 2009 | 23 | Dec 23, 2009 | 61 |
| -12.66% | Dec 30, 2013 | 25 | Feb 5, 2014 | 19 | Mar 5, 2014 | 44 |
| -10.70% | Mar 17, 2021 | 5 | Mar 24, 2021 | 19 | Apr 21, 2021 | 24 |
| -8.06% | May 6, 2021 | 4 | May 12, 2021 | 7 | May 21, 2021 | 11 |
| -7.53% | Oct 2, 2017 | 14 | Oct 20, 2017 | 3 | Oct 25, 2017 | 17 |
| -7.49% | Jan 28, 2020 | 3 | Jan 31, 2020 | 7 | Feb 11, 2020 | 10 |
| -7.30% | Aug 8, 2017 | 11 | Aug 23, 2017 | 5 | Aug 30, 2017 | 16 |
| -7.07% | Jul 19, 2012 | 8 | Jul 31, 2012 | 2 | Aug 2, 2012 | 10 |
| -5.15% | Mar 6, 2014 | 12 | Mar 24, 2014 | 5 | Mar 31, 2014 | 17 |
| -4.80% | Sep 1, 2017 | 8 | Sep 14, 2017 | 8 | Sep 26, 2017 | 16 |
| -4.36% | Jun 15, 2021 | 3 | Jun 18, 2021 | 5 | Jun 25, 2021 | 8 |
| -3.56% | Jun 19, 2014 | 11 | Jul 7, 2014 | 16 | Jul 29, 2014 | 27 |
| -3.17% | Apr 9, 2014 | 1 | Apr 10, 2014 | 3 | Apr 15, 2014 | 4 |
| -3.07% | May 22, 2015 | 11 | Jun 9, 2015 | 9 | Jun 22, 2015 | 20 |
| -2.84% | Jun 6, 2014 | 5 | Jun 13, 2014 | 1 | Jun 16, 2014 | 6 |
| -2.75% | Jul 12, 2012 | 3 | Jul 17, 2012 | 1 | Jul 18, 2012 | 4 |