α52
Alpha 52
Where AI meets Quant
FEZ
59.92
- 0.18%
SPDR EURO STOXX 50 ETF
Region ETF

Investment Metrics

Overall Rank

3M 6M 1Y
6 10 7

Performance Metrics

Metric 3M 6M 1Y
Return 11.93% 26.17% 23.11%
Price Trend 0.87 0.87 0.76

Risk Metrics

Metric 3M 6M 1Y
Volatility 13.75% 16.57% 20.49%
Max Drawdown -12.18% -15.84% -15.84%

Risk-Adjusted Metrics

Metric 3M 6M 1Y
Sharpe Ratio 0.79 1.45 0.90
Calmar Ratio 0.98 1.65 1.46
Sortino Ratio 1.06 2.06 1.35
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