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Dow Jones Hong Kong Titans 30 Index (^XLHK)
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

Dow Jones Hong Kong Titans 30 Index (^XLHK) returned 7.75% year-to-date (YTD) and 0.35% over the past 12 months. Over the past 10 years, ^XLHK returned -3.13% annually, underperforming the S&P 500 benchmark at 10.77%.


^XLHK

YTD

7.75%

1M

15.05%

6M

5.00%

1Y

0.35%

5Y*

-4.49%

10Y*

-3.13%

^GSPC (Benchmark)

YTD

0.08%

1M

9.75%

6M

-1.63%

1Y

12.74%

5Y*

15.66%

10Y*

10.77%

*Annualized

Monthly Returns

The table below presents the monthly returns of ^XLHK, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025-2.69%5.04%-0.04%-0.49%5.98%7.75%
2024-8.93%5.24%-4.34%3.06%-0.24%-5.72%0.49%4.45%12.37%-5.90%-4.13%-0.03%-5.48%
20235.04%-7.34%0.70%0.41%-9.69%2.98%2.69%-9.99%-4.40%-4.21%0.04%7.30%-16.82%
2022-0.42%-3.14%0.18%-5.15%1.36%-1.24%-1.76%-3.82%-10.62%-12.33%20.39%7.86%-11.81%
20213.75%4.91%-0.03%2.75%-0.19%-4.91%-3.80%-1.09%-7.94%2.64%-4.71%1.24%-7.97%
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%-0.17%
20198.04%5.50%1.40%0.48%-7.53%5.91%-2.72%-8.57%-0.64%4.45%-2.88%4.37%6.41%
20185.84%-3.59%-2.15%2.59%-0.64%-5.06%2.05%-2.18%-1.32%-10.87%6.57%-0.44%-9.98%
20177.69%1.96%2.12%2.17%3.22%0.15%4.51%1.91%-0.40%0.25%2.65%2.85%32.96%
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%-0.64%
20155.63%-0.97%0.16%9.50%-0.97%-3.23%-1.50%-12.91%-2.02%8.07%-4.03%0.78%-3.40%
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%-0.63%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ^XLHK is 27, indicating average performance compared to other indices on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of ^XLHK is 2727
Overall Rank
The Sharpe Ratio Rank of ^XLHK is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of ^XLHK is 2929
Sortino Ratio Rank
The Omega Ratio Rank of ^XLHK is 2929
Omega Ratio Rank
The Calmar Ratio Rank of ^XLHK is 2626
Calmar Ratio Rank
The Martin Ratio Rank of ^XLHK is 2727
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 Dow Jones Hong Kong Titans 30 Index (^XLHK) 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.

Dow Jones Hong Kong Titans 30 Index Sharpe ratios as of May 14, 2025 (values are recalculated daily):

  • 1-Year: 0.02
  • 5-Year: -0.23
  • 10-Year: -0.17
  • All Time: 0.11

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 Dow Jones Hong Kong Titans 30 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 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 3157 trading sessions.

The current Dow Jones Hong Kong Titans 30 Index drawdown is 39.58%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-68.02%Oct 31, 2007250Oct 27, 20083157Apr 19, 20213407
-48.57%Apr 30, 2021991Apr 9, 2025
-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

Volatility Chart

The chart below shows the rolling one-month volatility.


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