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 ⓘ | 8.96% | 4.14% | 27.73% |
Price Trend ⓘ | 0.95 | 0.78 | 0.68 |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Volatility ⓘ | 7.51% | 22.38% | 25.84% |
Max Drawdown ⓘ | -3.25% | -25.84% | -26.36% |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Sharpe Ratio ⓘ | 1.05 | 0.09 | 0.90 |
Calmar Ratio ⓘ | 2.76 | 0.16 | 1.05 |
Sortino Ratio ⓘ | 1.75 | 0.13 | 1.21 |