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Alibaba Group Holding Limited

BABA
Equity · Currency in USD
ISIN
US01609W1027
CUSIP
01609W102
Sector
Consumer Cyclical
Industry
Internet Retail

BABAPrice Chart


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S&P 500

BABAPerformance

The chart shows the growth of $10,000 invested in Alibaba Group Holding Limited on Sep 22, 2014 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $23,784 for a total return of roughly 137.84%. All prices are adjusted for splits and dividends.


BABA (Alibaba Group Holding Limited)
Benchmark (S&P 500)

BABAReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M-1.60%
YTD-4.05%
6M-25.43%
1Y7.27%
5Y23.23%
10Y14.16%

BABAMonthly Returns Heatmap


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BABASharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Alibaba Group Holding Limited Sharpe ratio is 0.34. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


BABA (Alibaba Group Holding Limited)
Benchmark (S&P 500)

BABADividends


BABA doesn't pay dividends

BABADrawdowns Chart


BABA (Alibaba Group Holding Limited)
Benchmark (S&P 500)

BABAWorst Drawdowns

The table below shows the maximum drawdowns of the Alibaba Group Holding Limited. 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 {{portfolioName}} is 51.83%, recorded on Sep 28, 2015. It took 406 trading sessions for the portfolio to recover.


Depth
Start
To Bottom
Bottom
To Recover
End
Total
-51.83%Nov 11, 2014221Sep 28, 2015406May 9, 2017627
-38.06%Jun 15, 2018139Jan 3, 2019244Dec 20, 2019383
-30%Oct 28, 202041Dec 24, 2020
-23.49%Jan 14, 202048Mar 23, 202072Jul 6, 2020120
-18.37%Jan 29, 201848Apr 6, 201840Jun 4, 201888
-11.63%Nov 27, 20177Dec 5, 201732Jan 23, 201839
-10.22%Sep 2, 20206Sep 10, 202020Oct 8, 202026
-9.52%Sep 22, 201417Oct 14, 20147Oct 23, 201424
-7.83%Oct 12, 201710Oct 25, 20174Oct 31, 201714
-7.29%Jul 10, 20205Jul 16, 202013Aug 4, 202018

BABAVolatility Chart

Current Alibaba Group Holding Limited volatility is 27.62%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


BABA (Alibaba Group Holding Limited)
Benchmark (S&P 500)

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