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 ⓘ | 57.02% | 83.31% | 74.45% |
Price Trend ⓘ | 0.85 | 0.86 | 0.55 |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Volatility ⓘ | 19.48% | 35.17% | 44.45% |
Max Drawdown ⓘ | -6.26% | -22.83% | -25.36% |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Sharpe Ratio ⓘ | 2.87 | 2.31 | 1.57 |
Calmar Ratio ⓘ | 9.10 | 3.65 | 2.94 |
Sortino Ratio ⓘ | 9.74 | 3.63 | 2.38 |