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Dow Jones Hong Kong Titans 30 Index (^XLHK)

Index · Currency in HKD · Last updated Sep 27, 2022

^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 Jan 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly HK$10,174 for a total return of roughly 1.74%. All prices are adjusted for splits and dividends.


-20.00%-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-15.91%
-19.32%
^XLHK (Dow Jones Hong Kong Titans 30 Index)
Benchmark (^GSPC)

^XLHKReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M-8.13%-9.92%
6M-15.40%-20.12%
YTD-18.75%-23.31%
1Y-18.21%-17.97%
5Y-5.28%7.71%
10Y0.37%9.57%

^XLHKMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2022-0.42%-3.14%0.18%-5.15%1.36%-1.24%-1.76%-3.82%-6.25%
20212.73%5.95%-0.03%2.75%-0.19%-4.91%-3.80%-1.09%-7.94%2.64%-4.71%1.24%
2020-4.41%-1.13%-14.00%9.26%-7.98%9.29%-0.78%5.60%-5.67%-0.26%10.32%2.77%
20198.04%5.50%1.40%0.48%-7.53%5.91%-2.72%-8.57%-0.64%4.45%-2.88%4.37%
20185.84%-3.59%-2.15%2.59%-0.64%-5.06%2.05%-2.18%-1.32%-10.87%6.57%-0.44%
20177.69%1.96%2.12%2.17%3.22%0.15%4.51%1.91%-0.40%0.25%2.65%2.85%
2016-9.55%0.62%9.67%0.10%-1.62%0.13%7.48%0.49%2.94%-0.90%-1.49%-7.00%
20155.63%-0.97%0.16%9.50%-0.97%-3.23%-1.50%-12.91%-2.02%8.07%-4.03%0.78%
2014-5.16%4.58%-2.90%2.11%3.97%-0.11%5.86%-1.43%-8.16%6.48%-0.07%-4.58%
20135.94%-1.27%-1.56%2.58%-2.93%-5.49%4.24%-1.41%5.51%1.95%1.40%0.22%
201211.56%5.75%-6.69%2.52%-11.67%2.30%3.19%-2.98%7.40%1.35%3.12%0.67%
20111.83%-1.25%3.33%0.27%0.31%-5.35%0.17%-8.00%-15.13%13.28%-8.27%2.80%
2010-7.72%1.87%5.34%-0.88%-5.11%1.55%3.25%-1.89%9.07%4.64%-0.69%-0.45%

^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 -1.19. 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.


-1.50-1.00-0.500.000.50AprilMayJuneJulyAugustSeptember
-1.19
-0.79
^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.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2022FebruaryMarchAprilMayJuneJulyAugustSeptember
-34.28%
-23.80%
^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 34.61%, recorded on Oct 4, 2011. It took 724 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.61%Nov 9, 2010234Oct 4, 2011724Jul 25, 2014958
-34.28%Apr 30, 2021363Sep 26, 2022
-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 13.81%. 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.


5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%AprilMayJuneJulyAugustSeptember
13.81%
12.36%
^XLHK (Dow Jones Hong Kong Titans 30 Index)
Benchmark (^GSPC)