α52
Alpha 52
Where AI meets Quant
CME
276.70
+ 0.32%
CME Group Inc.
Financial Services

Investment Metrics

Overall Rank

3M 6M 1Y
3 9 10

Performance Metrics

Metric 3M 6M 1Y
Return 5.67% 19.26% 46.63%
Price Trend 0.54 0.92 0.98

Risk Metrics

Metric 3M 6M 1Y
Volatility 10.97% 14.13% 17.89%
Max Drawdown -8.04% -8.04% -8.04%

Risk-Adjusted Metrics

Metric 3M 6M 1Y
Sharpe Ratio 0.42 1.21 2.35
Calmar Ratio 0.71 2.40 5.80
Sortino Ratio 0.43 1.44 3.07
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