α52
Alpha 52
Where AI meets Quant
SPY
625.34
+ 0.79%
SPDR S&P 500 ETF
Index ETF

Investment Metrics

Overall Rank

3M 6M 1Y
5 4 5

Performance Metrics

Metric 3M 6M 1Y
Return 10.93% 4.90% 15.42%
Price Trend 0.92 -0.02 0.42

Risk Metrics

Metric 3M 6M 1Y
Volatility 15.99% 17.90% 20.48%
Max Drawdown -12.05% -18.76% -18.76%

Risk-Adjusted Metrics

Metric 3M 6M 1Y
Sharpe Ratio 0.62 0.16 0.53
Calmar Ratio 0.91 0.26 0.82
Sortino Ratio 0.76 0.21 0.67
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