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HANG SENG INDEX

^HSI
Index · Currency in HKD

^HSIPrice Chart


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^HSIPerformance

The chart shows the growth of HK$10,000 invested in HANG SENG INDEX on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly HK$11,972 for a total return of roughly 19.72%. All prices are adjusted for splits and dividends.


^HSI (HANG SENG INDEX)
Benchmark (S&P 500)

^HSIReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M7.87%
6M-9.14%
YTD-4.05%
1Y5.54%
5Y2.30%
10Y3.45%

^HSIMonthly Returns Heatmap


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^HSISharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current HANG SENG INDEX Sharpe ratio is 0.30. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


^HSI (HANG SENG INDEX)
Benchmark (S&P 500)

^HSIDrawdowns Chart

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


^HSI (HANG SENG INDEX)
Benchmark (S&P 500)

^HSIWorst 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 35.59%, recorded on Feb 12, 2016. It took 406 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35.59%Apr 29, 2015196Feb 12, 2016406Oct 6, 2017602
-34.91%Nov 9, 2010221Oct 4, 2011704Aug 19, 2014925
-34.56%Jan 29, 2018529Mar 23, 2020
-15.31%Jan 7, 201093May 25, 201090Oct 4, 2010183
-10.79%Sep 4, 201472Dec 17, 201472Apr 8, 2015144
-5.93%Nov 23, 201710Dec 6, 201716Jan 2, 201826
-3.29%Apr 14, 20155Apr 20, 20154Apr 24, 20159
-3.17%Oct 15, 201011Oct 29, 20103Nov 3, 201014
-1.94%Oct 19, 20174Oct 24, 201710Nov 7, 201714
-1.69%Aug 26, 20143Aug 28, 20144Sep 3, 20147

^HSIVolatility Chart

Current HANG SENG INDEX volatility is 17.08%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


^HSI (HANG SENG INDEX)
Benchmark (S&P 500)

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