α52
Alpha 52
Where AI meets Quant
TSM
234.80
+ 0.51%
Signal: 77.8
Slowing Down
Taiwan Semiconductor Manufacturing
Semiconductors

Investment Metrics

Overall Rank

3M 6M 1Y
10 6 6

Performance Metrics

Metric 3M 6M 1Y
Return 38.90% 16.53% 35.92%
Price Trend 0.97 -0.01 0.36

Risk Metrics

Metric 3M 6M 1Y
Volatility 23.38% 34.06% 45.83%
Max Drawdown -17.03% -36.87% -36.87%

Risk-Adjusted Metrics

Metric 3M 6M 1Y
Sharpe Ratio 1.62 0.42 0.68
Calmar Ratio 2.28 0.45 0.97
Sortino Ratio 2.40 0.55 0.97
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