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Hang Seng Index (^HSI)

Index · Currency in HKD · Last updated Oct 3, 2023

Share Price Chart

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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.

^HSI (Hang Seng Index)
Benchmark (^GSPC)

S&P 500

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Hang Seng Index

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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.

1 month-6.00%-5.36%
6 months-14.78%2.00%
1 year1.16%9.61%
5 years (annualized)-8.48%7.28%
10 years (annualized)-2.95%10.22%

Monthly Returns Heatmap


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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
Hang Seng Index
S&P 500

Sharpe Ratio

The current Hang Seng Index Sharpe ratio is -0.23. 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.

Rolling 12-month Sharpe Ratio-0.60-0.40-
^HSI (Hang Seng Index)
Benchmark (^GSPC)

Drawdowns Chart

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

^HSI (Hang Seng Index)
Benchmark (^GSPC)

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.



To Bottom


To Recover



-91.54%Mar 12, 1973457Dec 10, 19741698Jun 12, 19812155
-65.18%Oct 31, 2007242Oct 27, 20082276Jan 16, 20182518
-62.64%Jul 20, 1981345Dec 2, 1982766Jan 7, 19861111
-60.05%Aug 8, 1997250Aug 13, 1998338Dec 24, 1999588
-55.7%Jan 29, 20181172Oct 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.

^HSI (Hang Seng Index)
Benchmark (^GSPC)