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 ⓘ | 11.32% | -16.81% | 382.12% |
Price Trend ⓘ | 0.37 | 0.55 | 0.74 |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Volatility ⓘ | 28.63% | 63.34% | 92.81% |
Max Drawdown ⓘ | -22.30% | -55.61% | -57.00% |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Sharpe Ratio ⓘ | 0.36 | -0.30 | 4.07 |
Calmar Ratio ⓘ | 0.51 | -0.30 | 6.70 |
Sortino Ratio ⓘ | 0.64 | -0.38 | 6.20 |