α52
Alpha 52
Where AI meets Quant
EWJ
74.60
+ 0.19%
iShares MSCI Japan ETF
Country ETF

Investment Metrics

Overall Rank

3M 6M 1Y
5 7 4

Performance Metrics

Metric 3M 6M 1Y
Return 10.07% 10.82% 11.72%
Price Trend 0.84 0.74 0.48

Risk Metrics

Metric 3M 6M 1Y
Volatility 13.59% 15.82% 21.49%
Max Drawdown -10.11% -14.48% -14.67%

Risk-Adjusted Metrics

Metric 3M 6M 1Y
Sharpe Ratio 0.66 0.55 0.33
Calmar Ratio 1.00 0.75 0.80
Sortino Ratio 0.83 0.76 0.45
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