JD.com, Inc. (JD) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
JD.com, Inc. (JD): 1Y return -13.1%, Sharpe ratio -0.31, volatility 29.5%, max drawdown -26.4%. 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: 0.5%, Sharpe: 0.67, Volatility: 25.2%, Max Drawdown: -3.1%
- YTD
- Return: -3.6%, Sharpe: 0.01, Volatility: 31.0%, Max Drawdown: -25.4%
- 1Y
- Return: -13.1%, Sharpe: -0.31, Volatility: 29.5%, Max Drawdown: -26.4%
- 5Y
- Return: -61.1%, Sharpe: -0.10, Volatility: 51.6%, Max Drawdown: -75.6%
- 10Y
- Return: 14.7%, Sharpe: 0.26, 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.