Alibaba Group Holding Limited (BABA) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Alibaba Group Holding Limited (BABA): 1Y return 7.8%, Sharpe ratio 0.38, volatility 42.7%, max drawdown -36.8%. 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: -5.8%, Sharpe: -1.25, Volatility: 48.6%, Max Drawdown: -14.8%
- YTD
- Return: -15.3%, Sharpe: -0.69, Volatility: 43.0%, Max Drawdown: -32.4%
- 1Y
- Return: 7.8%, Sharpe: 0.38, Volatility: 42.7%, Max Drawdown: -36.8%
- 5Y
- Return: -38.9%, Sharpe: 0.06, Volatility: 50.3%, Max Drawdown: -72.5%
- 10Y
- Return: 61.5%, Sharpe: 0.32, Volatility: 42.6%, 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.