α52
Alpha 52
Where AI meets Quant
XRT
80.63
+ 0.57%
SPDR S&P Retail ETF
Sector ETF

Investment Metrics

Overall Rank

3M 6M 1Y
6 1 3

Performance Metrics

Metric 3M 6M 1Y
Return 15.02% -0.29% 8.41%
Price Trend 0.92 -0.20 -0.17

Risk Metrics

Metric 3M 6M 1Y
Volatility 17.49% 20.41% 25.52%
Max Drawdown -13.04% -23.77% -25.62%

Risk-Adjusted Metrics

Metric 3M 6M 1Y
Sharpe Ratio 0.80 -0.12 0.15
Calmar Ratio 1.15 -0.01 0.33
Sortino Ratio 1.08 -0.17 0.23
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