For each period (3M, 6M, 1Y), we assign colors to each metric by dividing its values into four equal quartiles. Additionally, a composite rank (1–10) is calculated using seven metrics per symbol for each period, splitting symbols into 10 equal-count quantiles, with 10 indicating the symbol is in the top quantile for the corresponding period and 1 the lowest.
Metric | 3M | 6M | 1Y |
---|---|---|---|
Return ⓘ | 12.01% | 6.97% | 10.47% |
Price Trend ⓘ | 0.82 | -0.22 | 0.24 |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Volatility ⓘ | 9.61% | 19.63% | 27.66% |
Max Drawdown ⓘ | -5.25% | -20.73% | -20.73% |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Sharpe Ratio ⓘ | 1.14 | 0.25 | 0.21 |
Calmar Ratio ⓘ | 2.29 | 0.34 | 0.51 |
Sortino Ratio ⓘ | 1.78 | 0.28 | 0.24 |