α52
Alpha 52
Where AI meets Quant
XLB
91.37
- 0.07%
Materials Select Sector SPDR Fund
Sector ETF

Investment Metrics

Overall Rank

3M 6M 1Y
5 6 3

Performance Metrics

Metric 3M 6M 1Y
Return 6.47% 8.69% 5.55%
Price Trend 0.86 -0.01 -0.51

Risk Metrics

Metric 3M 6M 1Y
Volatility 15.16% 17.04% 19.88%
Max Drawdown -14.64% -17.99% -23.16%

Risk-Adjusted Metrics

Metric 3M 6M 1Y
Sharpe Ratio 0.36 0.39 0.04
Calmar Ratio 0.44 0.48 0.24
Sortino Ratio 0.49 0.54 0.06
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