HKD 447.20
+4.80 (+1.08%)
HKD · as of 2026-08-19 · marketstack
From 681 daily returns, 3y. Click a metric for its method.
| Ann. Volatility | 33.98% | Sharpe | 0.55 |
| Sortino | 0.81 |
| Beta | 0.16 | Correlation | 0.07 |
| Up capture | 54.53% | Down capture | 7.40% |
| Max Drawdown | −38.51% | Ulcer Index | 15.51 |
| MTD | −5.89% | QTD | 4.05% |
| YTD | −24.47% | Window (ann., 3.0y) | 12.34% |
| Skewness | −0.13 | Excess Kurtosis | 4.79 |
| Omega (θ=0) | 1.10 | Tail Ratio | 1.25 |
| Gain/Pain | 0.10 | Hit Rate | 47.14% |
| Win/Loss | 1.19 | Upside Potential | 0.56 |
| Measure | Hist 95% | Hist 99% | Gauss 95% | Gauss 99% |
|---|---|---|---|---|
| VaR | -2.87% | -4.50% | -3.45% | -4.91% |
| CVaR (ES) | -4.35% | -8.42% | -4.34% | -5.63% |
| VaR (Cornish-Fisher) | — | — | -3.32% | -7.50% |
Losses shown as negatives (a 5% loss is −5%).
| Depth | Peak | Trough | Recovery | Peak→Trough | Trough→Recovery |
|---|---|---|---|---|---|
| -38.51% | 2025-10-06 | 2026-06-26 | ongoing | 171 | — |
| -23.49% | 2024-10-07 | 2025-01-13 | 2025-02-17 | 65 | 22 |
| -21.36% | 2023-09-04 | 2024-01-22 | 2024-04-24 | 94 | 61 |
| -19.96% | 2025-03-06 | 2025-04-07 | 2025-07-29 | 21 | 37 |
| -11.54% | 2024-07-12 | 2024-07-25 | 2024-09-24 | 9 | 39 |
| -8.91% | 2024-05-20 | 2024-05-31 | 2024-07-12 | 9 | 27 |
| -7.43% | 2025-02-21 | 2025-02-28 | 2025-03-06 | 5 | 4 |
| -3.93% | 2025-09-17 | 2025-09-23 | 2025-09-30 | 4 | 4 |
| -3.58% | 2025-08-25 | 2025-09-04 | 2025-09-08 | 7 | 2 |
| -3.32% | 2025-02-18 | 2025-02-20 | 2025-02-21 | 2 | 1 |
Worst depth first · lengths in trading days.