α52
Alpha 52
Where AI meets Quant
FN
276.86
- 2.94%
Fabrinet
Tech Hardware

Investment Metrics

Overall Rank

For each period (3M, 6M, 1Y), we assign colors to each metric by dividing its values into four equal quartiles. Additionally, a composite rank (1–10) is calculated using seven metrics per symbol for each period, splitting symbols into 10 equal-count quantiles, with 10 indicating the symbol is in the top quantile for the corresponding period and 1 the lowest.

Color Key

4th Quartile
3rd Quartile
2nd Quartile
1st Quartile

Performance Metrics

Metric 3M 6M 1Y
Return 25.23% 18.44% 23.76%
Price Trend 0.95 0.88 0.36

Risk Metrics

Metric 3M 6M 1Y
Volatility 22.17% 44.53% 63.30%
Max Drawdown -18.12% -28.45% -37.47%

Risk-Adjusted Metrics

Metric 3M 6M 1Y
Sharpe Ratio 1.09 0.37 0.30
Calmar Ratio 1.39 0.65 0.63
Sortino Ratio 1.18 0.47 0.37
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