Hang Seng Index (^HSI)
Share Price Chart
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Performance
The chart shows the growth of an initial investment of HK$10,000 in Hang Seng 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
Return
Hang Seng Index had a return of -12.65% year-to-date (YTD) and 1.16% in the last 12 months. Over the past 10 years, Hang Seng Index had an annualized return of -2.95%, while the S&P 500 had an annualized return of 10.22%, indicating that Hang Seng Index did not perform as well as the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| 1 month | -6.00% | -5.36% |
| 6 months | -14.78% | 2.00% |
| Year-To-Date | -12.65% | 8.28% |
| 1 year | 1.16% | 9.61% |
| 5 years (annualized) | -8.48% | 7.28% |
| 10 years (annualized) | -2.95% | 10.22% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 3.10% | -2.48% | -8.35% | 3.74% | 6.15% | -8.45% | -3.11% |
Risk-Adjusted Performance
This table presents a comparison of risk-adjusted performance metrics for Hang Seng Index (^HSI) 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 | |
|---|---|---|---|---|---|
^HSI Hang Seng Index | -0.23 | ||||
^GSPC S&P 500 | 1.04 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the Hang Seng 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 Hang Seng Index is 91.54%, recorded on Dec 10, 1974. It took 1698 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -91.54% | Mar 12, 1973 | 457 | Dec 10, 1974 | 1698 | Jun 12, 1981 | 2155 |
| -65.18% | Oct 31, 2007 | 242 | Oct 27, 2008 | 2276 | Jan 16, 2018 | 2518 |
| -62.64% | Jul 20, 1981 | 345 | Dec 2, 1982 | 766 | Jan 7, 1986 | 1111 |
| -60.05% | Aug 8, 1997 | 250 | Aug 13, 1998 | 338 | Dec 24, 1999 | 588 |
| -55.7% | Jan 29, 2018 | 1172 | Oct 31, 2022 | — | — | — |
Volatility Chart
The current Hang Seng Index volatility is 6.99%, 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.