Hang Seng Investment Index Funds Series II - Hang Seng Index ETF
Provider: HangSeng
Hang Seng Investment Index Funds Series II - HSI ETF is an exchange-traded fund established in Hong Kong. The Fund's objective is to match before expenses as closely as practicable the performance of the Hang Seng Index. The Fund invests in constituent stocks of the Hang Seng Index.
| Annualised Return | 5.42% |
| Realised Volatility | 19.75% |
| Downside Volatility | 14.31% |
| Max Drawdown | -57.12% |
| Winning months | 59.45% |
| Sharpe Ratio | 0.27 |
| Sortino Ratio | 0.38 |
| Calmar Ratio | 0.09 |
| Viking Ratio | 0.17 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | 1.84% | -4.85% | -2.85% | -4.1% | 1.58% | 2.95% | -7.33% | -0.96% | -2.24% | -15.29% | |||
| 2021 | 4.12% | 2.57% | -2.13% | 0.97% | 2.13% | -0.52% | -9.69% | -0.45% | -4.38% | 3.45% | -7.29% | -0.08% | -11.68% |
| 2020 | -6.29% | -0.56% | -8.25% | 2.87% | -5.99% | 6.96% | 1.77% | 2.29% | -6.27% | 2.33% | 9.28% | 3.32% | -0.29% |
| 2019 | 8.37% | 2.11% | 1.65% | 2.54% | -8.6% | 6.53% | -2.24% | -7.41% | 2.07% | 3.01% | -1.65% | 6.85% | 12.33% |
| 2018 | 10.03% | -6.28% | -2.07% | 2.38% | -0.32% | -4.77% | -0.51% | -2.22% | -0.04% | -9.22% | 6.45% | -3.05% | -10.59% |
| 2017 | 6.45% | 1.94% | 1.73% | 1.95% | 5.1% | 0.85% | 6.26% | 3.09% | -1.13% | 2.64% | 3.75% | 2.3% | 40.72% |
| 2016 | -10.46% | -2.46% | 8.94% | 1.13% | 0.09% | 0.82% | 5.2% | 5.48% | 1.62% | -1.09% | -0.59% | -3.69% | 3.69% |
| 2015 | 3.75% | 1.37% | 0.79% | 12.81% | -2.02% | -3.47% | -6.22% | -11.59% | -3.35% | 9.17% | -3.08% | -0.17% | -4.27% |
| 2014 | -5.69% | 3.87% | -2.86% | 0.27% | 5.25% | 1.16% | 7.75% | 0.24% | -7.18% | 4.59% | 0.16% | -1.36% | 5.24% |
| 2013 | 4.55% | -3.01% | -2.85% | 2.04% | -0.52% | -6.21% | 5.53% | -1.08% | 6.39% | 1.37% | 3.05% | -2.42% | 6.17% |
| 2012 | 10.63% | 6.44% | -4.95% | 2.89% | -10.73% | 5.3% | 1.79% | -1.45% | 7.43% | 3.98% | 2.19% | 2.73% | 27.33% |
| 2011 | 1.82% | -0.34% | 0.94% | 0.84% | 0.92% | -4.82% | 0.09% | -8.08% | -14.01% | 13.03% | -9.1% | 2.49% | -17.35% |
| 2010 | -8.29% | 2.98% | 3.28% | -0.56% | -5.45% | 2.14% | 4.53% | -2.54% | 9.77% | 3.17% | 0% | -0.06% | 8.01% |
| 2009 | -8.34% | -2.71% | 5.56% | 14.71% | 18.06% | 1.69% | 11.59% | -4.01% | 6.49% | 3.97% | 0.36% | 0.38% | 54.91% |
| 2008 | -16.05% | 4.01% | -5.17% | 12.02% | -3.55% | -9.68% | 2.98% | -5.62% | -14.98% | -23.41% | 1.07% | 4.39% | -46.04% |
| 2007 | 0.9% | -2.18% | 0.81% | 2.91% | 1.95% | 6.21% | 6.14% | 3.71% | 14.23% | 15.08% | -7.97% | -3.17% | 42.95% |
| 2006 | 6.04% | 0.63% | -0.63% | 6.65% | -3.32% | 2.2% | 4.36% | 2.76% | 1.32% | 4.07% | 3.85% | 5.95% | 39.02% |
| 2005 | -3.52% | 3.65% | -3.87% | 2.56% | 1.07% | 2.32% | 4.86% | 0.81% | 3.6% | -6.49% | 4.81% | -0.93% | 8.4% |
| 2004 | -1.12% | -0.38% | 7.22% | 1.56% | 7.26% |