PortfoliosLab logo

Alibaba Group Holding Limited

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

BABAPrice Chart


Chart placeholderClick Calculate to get results
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 $17,047 for a total return of roughly 70.47%. 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-7.87%
6M-32.31%
YTD-31.23%
1Y-42.46%
5Y8.88%
10Y7.93%

BABAMonthly Returns Heatmap


Chart placeholderClick Calculate to get results

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 -1.04. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

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

The Drawdowns chart displays portfolio losses from any high point along the way.


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 Alibaba Group Holding Limited 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
-50.73%Oct 28, 2020223Sep 16, 2021
-38.06%Jun 15, 2018139Jan 3, 2019244Dec 20, 2019383
-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 33.86%. 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)

Portfolios with Alibaba Group Holding Limited


Loading data...

More Tools for Alibaba Group Holding Limited