HDFC Bank Limited (HDB) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
HDFC Bank Limited (HDB): 1Y return -20.8%, Sharpe ratio -0.85, volatility 23.3%, max drawdown -38.2%. A Stock in the Equity asset class. Compare HDB with other assets and invest through your own broker with pfolio.
HDFC Bank Limited (HDB) Overview
- Type: Stock
- Asset Class: Equity
- Region: Asia
- Country: IN (Emerging)
- Currency: USD
HDB Performance
- MTD
- Return: 9.1%, Sharpe: 5.95, Volatility: 34.5%, Max Drawdown: -1.4%
- YTD
- Return: -25.7%, Sharpe: -3.06, Volatility: 31.1%, Max Drawdown: -34.0%
- 1Y
- Return: -20.8%, Sharpe: -0.85, Volatility: 23.3%, Max Drawdown: -38.2%
- 5Y
- Return: -18.3%, Sharpe: -0.02, Volatility: 26.3%, Max Drawdown: -38.2%
- 10Y
- Return: 90.2%, Sharpe: 0.36, Volatility: 28.4%, Max Drawdown: -54.3%
Frequently Asked Questions
- What is HDFC Bank Limited (HDB)?
- HDFC Bank Limited (HDB) 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 HDB compare to other assets?
- You can compare HDB with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in HDB through pfolio?
- pfolio helps you build diversified portfolios that may include HDB. You invest through your own broker — pfolio provides the analytics.