α52
Alpha 52
Where AI meets Quant
IBKR
57.98
- 0.41%
Interactive Brokers Group, Inc.
Financial Services

Investment Metrics

Overall Rank

3M 6M 1Y
9 6 10

Performance Metrics

Metric 3M 6M 1Y
Return 34.77% 30.45% 91.07%
Price Trend 0.90 0.04 0.80

Risk Metrics

Metric 3M 6M 1Y
Volatility 27.26% 38.11% 43.62%
Max Drawdown -17.21% -38.66% -38.66%

Risk-Adjusted Metrics

Metric 3M 6M 1Y
Sharpe Ratio 1.24 0.74 1.98
Calmar Ratio 2.02 0.79 2.36
Sortino Ratio 1.54 0.96 2.51
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