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HANG SENG INDEX (^HSI)

Index · Currency in HKD · Last updated Aug 13, 2022

^HSIShare Price Chart


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^HSIPerformance

The chart shows the growth of HK$10,000 invested in HANG SENG INDEX in Jan 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly HK$9,245 for a total return of roughly -7.55%. All prices are adjusted for splits and dividends.


-30.00%-20.00%-10.00%0.00%10.00%MarchAprilMayJuneJulyAugust
-17.84%
1.79%
^HSI (HANG SENG INDEX)
Benchmark (^GSPC)

^HSIReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M-3.21%12.08%
6M-19.05%-0.53%
YTD-13.77%-5.20%
1Y-24.32%-3.40%
5Y-5.69%12.70%
10Y0.05%13.03%

^HSIMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20221.73%-4.58%-3.15%-4.13%1.54%2.08%-7.79%0.09%
20213.87%2.46%-2.08%1.22%1.49%-1.11%-9.94%-0.32%-5.04%3.26%-7.49%-0.33%
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%
20198.11%2.47%1.46%2.23%-9.42%6.10%-2.68%-7.39%1.43%3.12%-2.08%7.00%
20189.92%-6.21%-2.44%2.38%-1.10%-4.97%-1.29%-2.43%-0.36%-10.11%6.11%-2.49%
20176.18%1.63%1.56%2.09%4.25%0.41%6.05%2.37%-1.49%2.51%3.30%2.54%
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%
20153.82%1.29%0.31%12.98%-2.52%-4.28%-6.15%-12.04%-3.80%8.60%-2.84%-0.37%
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%
20134.73%-2.99%-3.13%1.96%-1.52%-7.10%5.19%-0.70%5.19%1.52%2.91%-2.41%
201210.61%6.32%-5.19%2.62%-11.68%4.36%1.83%-1.59%6.97%3.85%1.80%2.84%
20111.79%-0.47%0.81%0.82%-0.15%-5.43%0.19%-8.49%-14.33%12.92%-9.44%2.47%
2010-7.80%2.42%3.06%-0.62%-6.36%1.84%4.48%-2.35%8.87%3.30%-0.38%0.12%

^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 -0.86. 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.

The chart below displays rolling 12-month Sharpe Ratio.


-1.50-1.00-0.500.000.50MarchAprilMayJuneJulyAugust
-0.86
-0.16
^HSI (HANG SENG INDEX)
Benchmark (^GSPC)

^HSIDrawdowns Chart

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


-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2022FebruaryMarchAprilMayJuneJulyAugust
-39.15%
-5.80%
^HSI (HANG SENG INDEX)
Benchmark (^GSPC)

^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 44.46%, recorded on Mar 15, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-44.46%Jan 29, 20181019Mar 15, 2022
-35.59%Apr 29, 2015196Feb 12, 2016410Oct 6, 2017606
-34.91%Nov 9, 2010224Oct 4, 2011712Aug 19, 2014936
-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 25.40%. 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.


20.00%40.00%60.00%80.00%MarchAprilMayJuneJulyAugust
25.40%
16.68%
^HSI (HANG SENG INDEX)
Benchmark (^GSPC)