α52
Alpha 52
Where AI meets Quant
MS
144.14
+ 0.90%
Morgan Stanley
Financial Services

Investment Metrics

Overall Rank

3M 6M 1Y
7 6 8

Performance Metrics

Metric 3M 6M 1Y
Return 21.82% 16.32% 50.01%
Price Trend 0.95 0.00 0.68

Risk Metrics

Metric 3M 6M 1Y
Volatility 20.71% 26.89% 34.24%
Max Drawdown -7.50% -29.24% -29.24%

Risk-Adjusted Metrics

Metric 3M 6M 1Y
Sharpe Ratio 1.00 0.53 1.32
Calmar Ratio 2.91 0.56 1.71
Sortino Ratio 1.05 0.62 1.68
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