HDFC Bank Limited (HDB) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
HDFC Bank Limited (HDB): 1Y return -35.2%, Sharpe ratio -1.29, volatility 29.1%, max drawdown -41.3%. 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: 1.1%, Sharpe: 1.31, Volatility: 28.5%, Max Drawdown: -4.1%
- YTD
- Return: -38.2%, Sharpe: -1.74, Volatility: 31.4%, Max Drawdown: -40.2%
- 1Y
- Return: -35.2%, Sharpe: -1.29, Volatility: 29.1%, Max Drawdown: -41.3%
- 5Y
- Return: -34.5%, Sharpe: -0.17, Volatility: 27.1%, Max Drawdown: -44.0%
- 10Y
- Return: 37.5%, Sharpe: 0.25, Volatility: 29.0%, 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.