PortfoliosLab logo

Baozun Inc.

BZUN
Equity · Currency in USD
Sector
Consumer Cyclical
Industry
Internet Retail
ISIN
US06684L1035
CUSIP
06684L103

BZUNPrice Chart


Chart placeholderClick Calculate to get results
S&P 500

BZUNPerformance

The chart shows the growth of $10,000 invested in Baozun Inc. on May 21, 2015 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $19,310 for a total return of roughly 93.10%. All prices are adjusted for splits and dividends.


BZUN (Baozun Inc.)
Benchmark (S&P 500)

BZUNReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M-6.85%
6M-43.75%
YTD-43.78%
1Y-44.73%
5Y5.25%
10Y10.82%

BZUNMonthly Returns Heatmap


Chart placeholderClick Calculate to get results

BZUNSharpe 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 Baozun Inc. Sharpe ratio is -0.64. 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.


BZUN (Baozun Inc.)
Benchmark (S&P 500)

BZUNDividends


BZUN doesn't pay dividends

BZUNDrawdowns Chart

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


BZUN (Baozun Inc.)
Benchmark (S&P 500)

BZUNWorst Drawdowns

The table below shows the maximum drawdowns of the Baozun Inc.. 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 Baozun Inc. is 74.97%, recorded on Oct 4, 2021. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-74.97%Jun 13, 2018834Oct 4, 2021
-63.69%May 27, 201590Oct 1, 2015230Aug 30, 2016320
-39.62%Oct 11, 201656Dec 29, 201689May 9, 2017145
-31.55%Sep 19, 201753Dec 1, 201763Mar 6, 2018116
-26.07%Aug 17, 20174Aug 22, 201715Sep 13, 201719
-15.41%Jun 9, 20175Jun 15, 201713Jul 5, 201718
-15.13%Mar 21, 201825Apr 25, 201816May 17, 201841
-12.3%Jul 28, 20174Aug 2, 201710Aug 16, 201714
-12.16%May 17, 20171May 17, 201715Jun 8, 201716
-9.99%Sep 6, 20164Sep 9, 20165Sep 16, 20169

BZUNVolatility Chart

Current Baozun Inc. volatility is 66.55%. 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.


BZUN (Baozun Inc.)
Benchmark (S&P 500)

Portfolios with Baozun Inc.


Loading data...

More Tools for Baozun Inc.