HDFC Bank Limited (HDB) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
HDFC Bank Limited (HDB): 1Y return -35.6%, Sharpe ratio -1.66, volatility 23.8%, max drawdown -39.3%. 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: -6.4%, Sharpe: -2.52, Volatility: 29.8%, Max Drawdown: -7.8%
- YTD
- Return: -34.9%, Sharpe: -3.14, Volatility: 30.7%, Max Drawdown: -35.2%
- 1Y
- Return: -35.6%, Sharpe: -1.66, Volatility: 23.8%, Max Drawdown: -39.3%
- 5Y
- Return: -33.1%, Sharpe: -0.16, Volatility: 26.2%, Max Drawdown: -39.3%
- 10Y
- Return: 61.9%, Sharpe: 0.31, Volatility: 28.5%, 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.