α52
Alpha 52
Where AI meets Quant
IWM
223.08
+ 0.93%
iShares Russell 2000 ETF
Index ETF

Investment Metrics

Overall Rank

3M 6M 1Y
4 2 3

Performance Metrics

Metric 3M 6M 1Y
Return 11.09% -0.11% 10.20%
Price Trend 0.91 -0.44 -0.30

Risk Metrics

Metric 3M 6M 1Y
Volatility 15.82% 18.41% 24.51%
Max Drawdown -13.74% -23.75% -27.50%

Risk-Adjusted Metrics

Metric 3M 6M 1Y
Sharpe Ratio 0.63 -0.12 0.23
Calmar Ratio 0.81 -0.00 0.37
Sortino Ratio 0.80 -0.17 0.33
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