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α52
Alpha 52
Where AI meets Quant
SHLD
74.86
+ 0.70%
Global X Defense Tech ETF
Industry ETF

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 22.09% 19.04% 77.85%
Price Trend 0.82 0.61 0.93

Risk Metrics

Metric 3M 6M 1Y
Volatility 13.11% 16.41% 25.09%
Max Drawdown -8.91% -15.06% -15.06%

Risk-Adjusted Metrics

Metric 3M 6M 1Y
Sharpe Ratio 1.61 1.04 2.94
Calmar Ratio 2.48 1.26 5.17
Sortino Ratio 2.73 1.77 4.32
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