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

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Compare to other instruments

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Performance

Performance Chart


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Returns By Period

Hang Seng Index (^HSI) returned 16.38% year-to-date (YTD) and 19.39% over the past 12 months. Over the past 10 years, ^HSI returned -1.68% annually, underperforming the S&P 500 benchmark at 10.87%.


^HSI

YTD

16.38%

1M

9.11%

6M

20.17%

1Y

19.39%

5Y*

-0.89%

10Y*

-1.68%

^GSPC (Benchmark)

YTD

1.30%

1M

12.79%

6M

1.49%

1Y

12.35%

5Y*

15.37%

10Y*

10.87%

*Annualized

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
20250.82%13.43%0.78%-4.33%5.54%16.38%
2024-9.16%6.63%0.18%7.39%1.78%-2.00%-2.11%3.72%17.48%-3.86%-4.40%3.28%17.67%
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%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 76, ^HSI is among the top 24% of indices on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of ^HSI is 7676
Overall Rank
The Sharpe Ratio Rank of ^HSI is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of ^HSI is 8686
Sortino Ratio Rank
The Omega Ratio Rank of ^HSI is 8888
Omega Ratio Rank
The Calmar Ratio Rank of ^HSI is 5454
Calmar Ratio Rank
The Martin Ratio Rank of ^HSI is 7272
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.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Hang Seng Index Sharpe ratios as of May 19, 2025 (values are recalculated daily):

  • 1-Year: 0.73
  • 5-Year: -0.02
  • 10-Year: -0.08
  • All Time: 0.26

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Hang Seng Index compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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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.


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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 65.18%, occurring on Oct 27, 2008. Recovery took 2279 trading sessions.

The current Hang Seng Index drawdown is 29.59%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-65.18%Oct 31, 2007242Oct 27, 20082279Jan 16, 20182521
-60.05%Aug 8, 1997250Aug 13, 1998338Dec 24, 1999588
-55.7%Jan 29, 20181172Oct 31, 2022
-54.05%Mar 29, 2000755Apr 25, 2003870Oct 26, 20061625
-53.21%Jan 13, 1982220Dec 2, 1982578Apr 3, 1985798

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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