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Dow Jones Hong Kong Titans 30 Index (^XLHK)

Index · Currency in HKD · Last updated Dec 7, 2023
Summary

Share Price Chart


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Performance

The chart shows the growth of an initial investment of HK$10,000 in Dow Jones Hong Kong Titans 30 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%-15.00%-10.00%-5.00%0.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
-16.97%
6.18%
^XLHK (Dow Jones Hong Kong Titans 30 Index)
Benchmark (^GSPC)

S&P 500

Compare to other instruments

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Dow Jones Hong Kong Titans 30 Index

Popular comparisons: ^XLHK vs. ^SP600, ^XLHK vs. VOO

Return

Dow Jones Hong Kong Titans 30 Index had a return of -23.18% year-to-date (YTD) and -20.46% in the last 12 months. Over the past 10 years, Dow Jones Hong Kong Titans 30 Index had an annualized return of -2.63%, while the S&P 500 had an annualized return of 9.70%, indicating that Dow Jones Hong Kong Titans 30 Index did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date-23.18%18.49%
1 month-5.70%4.20%
6 months-16.97%6.60%
1 year-20.46%15.43%
5 years (annualized)-7.78%11.59%
10 years (annualized)-2.63%9.70%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2023-9.69%2.98%2.69%-9.99%-4.40%-4.21%0.04%

Risk-Adjusted Performance

This table presents a comparison of risk-adjusted performance metrics for Dow Jones Hong Kong Titans 30 Index (^XLHK) 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
^XLHK
Dow Jones Hong Kong Titans 30 Index
-1.55
^GSPC
S&P 500
1.00

Sharpe Ratio

The current Dow Jones Hong Kong Titans 30 Index Sharpe ratio is -1.55. 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-2.00-1.000.001.002.00JulyAugustSeptemberOctoberNovemberDecember
-1.55
1.36
^XLHK (Dow Jones Hong Kong Titans 30 Index)
Benchmark (^GSPC)

Drawdowns Chart

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


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-45.20%
-4.99%
^XLHK (Dow Jones Hong Kong Titans 30 Index)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Dow Jones Hong Kong Titans 30 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 Dow Jones Hong Kong Titans 30 Index was 68.02%, occurring on Oct 27, 2008. Recovery took 3198 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-68.02%Oct 31, 2007250Oct 27, 20083198Apr 19, 20213448
-46%Apr 30, 2021696Dec 5, 2023
-40.53%Jun 11, 2001468Apr 24, 2003187Jan 21, 2004655
-23.32%Mar 2, 200454May 17, 2004132Nov 23, 2004186
-15.48%Jul 25, 200718Aug 17, 20076Aug 27, 200724

Volatility Chart

The current Dow Jones Hong Kong Titans 30 Index volatility is 6.24%, 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.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
6.24%
1.43%
^XLHK (Dow Jones Hong Kong Titans 30 Index)
Benchmark (^GSPC)