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 ⓘ | 7.47% | 7.72% | 17.91% |
Price Trend ⓘ | 0.95 | 0.81 | 0.67 |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Volatility ⓘ | 4.95% | 15.26% | 17.28% |
Max Drawdown ⓘ | -2.71% | -16.45% | -16.55% |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Sharpe Ratio ⓘ | 1.29 | 0.37 | 0.77 |
Calmar Ratio ⓘ | 2.75 | 0.47 | 1.08 |
Sortino Ratio ⓘ | 2.18 | 0.47 | 0.98 |