Zai Lab Ltd (9688.HK)
|Gross Profit (TTM)||-HK$145.39M|
|Year Range||HK$16.92 - HK$44.00|
Share Price Chart
The chart shows the growth of an initial investment of HK$10,000 in Zai Lab Ltd, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Compare to other instruments
Zai Lab Ltd had a return of 4.67% year-to-date (YTD) and 7.07% in the last 12 months. Over the past 10 years, Zai Lab Ltd had an annualized return of -28.38%, while the S&P 500 had an annualized return of 7.83%, indicating that Zai Lab Ltd did not perform as well as the benchmark.
|5 years (annualized)||-28.38%||7.83%|
|10 years (annualized)||-28.38%||7.83%|
Monthly Returns Heatmap
This table presents a comparison of risk-adjusted performance metrics for Zai Lab Ltd (9688.HK) and S&P 500 (^GSPC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
|Sharpe ratio||Sortino ratio||Omega ratio||Calmar ratio||Ulcer Index|
|Zai Lab Ltd||-0.11|
The Drawdowns chart displays portfolio losses from any high point along the way.
The table below shows the maximum drawdowns of the Zai Lab Ltd. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the Zai Lab Ltd is 88.59%, recorded on Oct 28, 2022. The portfolio has not recovered from it yet.
|-88.59%||Jan 22, 2021||435||Oct 28, 2022||—||—||—|
|-13.09%||Oct 14, 2020||14||Nov 3, 2020||7||Nov 12, 2020||21|
|-4.53%||Dec 2, 2020||7||Dec 10, 2020||4||Dec 16, 2020||11|
|-3.35%||Jan 5, 2021||3||Jan 7, 2021||1||Jan 8, 2021||4|
|-3.26%||Dec 28, 2020||3||Dec 30, 2020||1||Dec 31, 2020||4|
The current Zai Lab Ltd volatility is 16.85%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.