α52
Alpha 52
Where AI meets Quant
XLF
53.19
+ 1.08%
Financial Select Sector SPDR Fund
Sector ETF

Investment Metrics

Overall Rank

3M 6M 1Y
4 6 8

Performance Metrics

Metric 3M 6M 1Y
Return 6.40% 10.93% 31.04%
Price Trend 0.87 0.20 0.81

Risk Metrics

Metric 3M 6M 1Y
Volatility 14.34% 16.66% 20.42%
Max Drawdown -7.91% -15.55% -15.55%

Risk-Adjusted Metrics

Metric 3M 6M 1Y
Sharpe Ratio 0.37 0.53 1.29
Calmar Ratio 0.81 0.70 2.00
Sortino Ratio 0.40 0.60 1.59
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