Alibaba Group Holding Limited (BABA) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Alibaba Group Holding Limited (BABA): 1Y return 6.2%, Sharpe ratio 0.35, volatility 44.3%, max drawdown -49.5%. A Stock in the Equity asset class. Compare BABA with other assets and invest through your own broker with pfolio.
Alibaba Group Holding Limited (BABA) Overview
- Type: Stock
- Asset Class: Equity
- Region: Asia
- Country: CN (Emerging)
- Currency: USD
BABA Performance
- MTD
- Return: 17.1%, Sharpe: 7.85, Volatility: 58.5%, Max Drawdown: -1.9%
- YTD
- Return: -22.6%, Sharpe: -0.87, Volatility: 43.5%, Max Drawdown: -46.0%
- 1Y
- Return: 6.2%, Sharpe: 0.35, Volatility: 44.3%, Max Drawdown: -49.5%
- 5Y
- Return: -43.0%, Sharpe: 0.03, Volatility: 50.7%, Max Drawdown: -70.6%
- 10Y
- Return: 48.2%, Sharpe: 0.30, Volatility: 42.7%, Max Drawdown: -80.1%
Frequently Asked Questions
- What is Alibaba Group Holding Limited (BABA)?
- Alibaba Group Holding Limited (BABA) is a Stock in the Equity asset class. pfolio shows its cumulative return, volatility, Sharpe ratio, and max drawdown across MTD, YTD, 1Y, 5Y, 10Y, 20Y, and all-time periods.
- How does BABA compare to other assets?
- You can compare BABA with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in BABA through pfolio?
- pfolio helps you build diversified portfolios that may include BABA. You invest through your own broker — pfolio provides the analytics.