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Hang Seng Index (^HSI)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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Popular comparisons:
^HSI vs. SPY ^HSI vs. 9988.HK ^HSI vs. BCH-USD ^HSI vs. HSTC.L ^HSI vs. 0014.HK ^HSI vs. QQQ ^HSI vs. VOO ^HSI vs. BTC-USD ^HSI vs. AACFX ^HSI vs. 0066.HK
Popular comparisons:
^HSI vs. SPY ^HSI vs. 9988.HK ^HSI vs. BCH-USD ^HSI vs. HSTC.L ^HSI vs. 0014.HK ^HSI vs. QQQ ^HSI vs. VOO ^HSI vs. BTC-USD ^HSI vs. AACFX ^HSI vs. 0066.HK

Performance

Performance Chart

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.


-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
-0.35%
10.82%
^HSI (Hang Seng Index)
Benchmark (^GSPC)

Returns By Period

Hang Seng Index had a return of 14.78% year-to-date (YTD) and 12.10% in the last 12 months. Over the past 10 years, Hang Seng Index had an annualized return of -1.83%, while the S&P 500 had an annualized return of 11.10%, indicating that Hang Seng Index did not perform as well as the benchmark.


^HSI

YTD

14.78%

1M

-5.95%

6M

-0.35%

1Y

12.10%

5Y (annualized)

-6.31%

10Y (annualized)

-1.83%

^GSPC (Benchmark)

YTD

23.56%

1M

0.49%

6M

11.03%

1Y

30.56%

5Y (annualized)

13.70%

10Y (annualized)

11.10%

Monthly Returns

The table below presents the monthly returns of ^HSI, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-9.16%6.63%0.18%7.39%1.78%-2.00%-2.11%3.72%17.48%-3.86%14.78%
202310.42%-9.41%3.10%-2.48%-8.35%3.74%6.15%-8.45%-3.11%-3.91%-0.41%0.03%-13.82%
20221.73%-4.58%-3.15%-4.13%1.54%2.08%-7.79%-1.00%-13.69%-14.72%26.62%6.37%-15.46%
20213.87%2.46%-2.08%1.22%1.49%-1.11%-9.94%-0.32%-5.04%3.26%-7.49%-0.33%-14.08%
2020-6.66%-0.69%-9.67%4.41%-6.83%6.38%0.69%2.37%-6.82%2.76%9.27%3.38%-3.40%
20198.11%2.47%1.46%2.23%-9.42%6.10%-2.68%-7.39%1.43%3.12%-2.08%7.00%9.07%
20189.92%-6.21%-2.44%2.38%-1.10%-4.97%-1.29%-2.43%-0.36%-10.11%6.11%-2.49%-13.61%
20176.18%1.63%1.56%2.09%4.25%0.41%6.05%2.37%-1.49%2.51%3.30%2.54%35.99%
2016-10.18%-2.90%8.71%1.40%-1.20%-0.10%5.28%4.96%1.39%-1.56%-0.63%-3.46%0.39%
20153.82%1.29%0.31%12.98%-2.52%-4.28%-6.15%-12.04%-3.80%8.60%-2.84%-0.37%-7.16%
2014-5.45%3.64%-3.00%-0.08%4.28%0.47%6.75%-0.06%-7.31%4.64%-0.04%-1.59%1.28%
20134.73%-2.99%-3.13%1.96%-1.52%-7.10%5.19%-0.70%5.19%1.52%2.91%-2.41%2.87%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ^HSI is 14, indicating that it is in the bottom 14% of indices on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of ^HSI is 1414
Combined Rank
The Sharpe Ratio Rank of ^HSI is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of ^HSI is 1313
Sortino Ratio Rank
The Omega Ratio Rank of ^HSI is 1313
Omega Ratio Rank
The Calmar Ratio Rank of ^HSI is 1212
Calmar Ratio Rank
The Martin Ratio Rank of ^HSI is 1515
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Hang Seng Index (^HSI) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for ^HSI, currently valued at 0.46, compared to the broader market-1.000.001.002.003.000.462.51
The chart of Sortino ratio for ^HSI, currently valued at 0.82, compared to the broader market-1.000.001.002.003.004.000.823.36
The chart of Omega ratio for ^HSI, currently valued at 1.10, compared to the broader market0.801.001.201.401.601.101.47
The chart of Calmar ratio for ^HSI, currently valued at 0.21, compared to the broader market0.001.002.003.004.005.000.213.62
The chart of Martin ratio for ^HSI, currently valued at 1.26, compared to the broader market0.005.0010.0015.0020.001.2616.12
^HSI
^GSPC

The current Hang Seng Index Sharpe ratio is 0.46. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Hang Seng Index with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
0.46
2.47
^HSI (Hang Seng Index)
Benchmark (^GSPC)

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-40.98%
-1.70%
^HSI (Hang Seng Index)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Hang Seng Index. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Hang Seng Index was 91.54%, occurring on Dec 10, 1974. Recovery took 1698 trading sessions.

The current Hang Seng Index drawdown is 40.98%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-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

Volatility Chart

The current Hang Seng Index volatility is 6.15%, 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.


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
6.15%
4.07%
^HSI (Hang Seng Index)
Benchmark (^GSPC)