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Dow Jones Hong Kong Titans 30 Index (^XLHK)

Index · Currency in HKD · Last updated Jan 31, 2023

^XLHKShare Price Chart


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^XLHKPerformance

The chart shows the growth of HK$10,000 invested in Dow Jones Hong Kong Titans 30 Index in Aug 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly HK$11,781 for a total return of roughly 17.81%. All prices are adjusted for splits and dividends.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2023
6.51%
-3.30%
^XLHK (Dow Jones Hong Kong Titans 30 Index)
Benchmark (^GSPC)

^XLHKCompare to other instruments

Search for stocks, ETFs, and funds to compare with ^XLHK

^XLHKReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M6.68%4.64%
YTD6.68%4.64%
6M4.57%-2.45%
1Y-5.61%-9.34%
5Y-4.68%7.13%
10Y0.74%10.02%

^XLHKMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2022-1.76%-3.82%-10.62%-12.33%20.39%7.86%

^XLHKSharpe 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 Dow Jones Hong Kong Titans 30 Index Sharpe ratio is -0.09. 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.


-2.00-1.50-1.00-0.500.00SeptemberOctoberNovemberDecember2023
-0.09
-0.29
^XLHK (Dow Jones Hong Kong Titans 30 Index)
Benchmark (^GSPC)

^XLHKDrawdowns Chart

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


-50.00%-40.00%-30.00%-20.00%-10.00%SeptemberOctoberNovemberDecember2023
-23.90%
-16.24%
^XLHK (Dow Jones Hong Kong Titans 30 Index)
Benchmark (^GSPC)

^XLHKWorst Drawdowns

The table below shows the maximum drawdowns of the Dow Jones Hong Kong Titans 30 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 Dow Jones Hong Kong Titans 30 Index is 45.07%, recorded on Oct 31, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-45.07%Apr 30, 2021389Oct 31, 2022
-34.61%Nov 9, 2010234Oct 4, 2011724Jul 25, 2014958
-34.26%Apr 4, 2019245Mar 23, 2020278Apr 19, 2021523
-28.83%May 27, 2015170Jan 21, 2016387Jul 21, 2017557
-20.8%Jan 29, 2018193Oct 30, 2018103Apr 1, 2019296
-14.37%Apr 12, 201032May 25, 201089Sep 27, 2010121
-12.83%Jan 7, 201023Feb 8, 201042Apr 9, 201065
-12.75%Aug 21, 201485Dec 17, 201477Apr 9, 2015162
-3.62%Apr 14, 20155Apr 20, 201510May 4, 201515
-3.44%Nov 26, 20179Dec 6, 201714Dec 27, 201723

^XLHKVolatility Chart

Current Dow Jones Hong Kong Titans 30 Index volatility is 7.81%. 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.


10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2023
7.81%
14.72%
^XLHK (Dow Jones Hong Kong Titans 30 Index)
Benchmark (^GSPC)