α52
Alpha 52
Where AI meets Quant
EWZ
29.31
+ 1.38%
iShares MSCI Brazil ETF
Country ETF

Investment Metrics

Overall Rank

3M 6M 1Y
6 10 3

Performance Metrics

Metric 3M 6M 1Y
Return 12.62% 30.46% 12.62%
Price Trend 0.87 0.88 -0.14

Risk Metrics

Metric 3M 6M 1Y
Volatility 13.68% 17.90% 24.85%
Max Drawdown -10.98% -13.00% -24.29%

Risk-Adjusted Metrics

Metric 3M 6M 1Y
Sharpe Ratio 0.85 1.58 0.32
Calmar Ratio 1.15 2.34 0.52
Sortino Ratio 1.12 2.31 0.44
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