JD.com, Inc. (JD) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
JD.com, Inc. (JD): 1Y return -3.8%, Sharpe ratio 0.04, volatility 31.9%, max drawdown -29.8%. A Stock in the Equity asset class. Compare JD with other assets and invest through your own broker with pfolio.
JD.com, Inc. (JD) Overview
- Type: Stock
- Asset Class: Equity
- Region: Asia
- Country: CN (Emerging)
- Currency: USD
JD Performance
- MTD
- Return: 13.3%, Sharpe: 13.30, Volatility: 26.8%, Max Drawdown: -1.1%
- YTD
- Return: 4.2%, Sharpe: 0.39, Volatility: 32.9%, Max Drawdown: -25.4%
- 1Y
- Return: -3.8%, Sharpe: 0.04, Volatility: 31.9%, Max Drawdown: -29.8%
- 5Y
- Return: -56.9%, Sharpe: -0.05, Volatility: 52.6%, Max Drawdown: -75.6%
- 10Y
- Return: 52.0%, Sharpe: 0.32, Volatility: 46.8%, Max Drawdown: -79.1%
Frequently Asked Questions
- What is JD.com, Inc. (JD)?
- JD.com, Inc. (JD) 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 JD compare to other assets?
- You can compare JD with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in JD through pfolio?
- pfolio helps you build diversified portfolios that may include JD. You invest through your own broker — pfolio provides the analytics.