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 ⓘ | 12.92% | 26.02% | 37.93% |
Price Trend ⓘ | 0.82 | 0.88 | 0.80 |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Volatility ⓘ | 13.57% | 30.97% | 38.07% |
Max Drawdown ⓘ | -9.12% | -26.62% | -26.66% |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Sharpe Ratio ⓘ | 0.87 | 0.77 | 0.88 |
Calmar Ratio ⓘ | 1.42 | 0.98 | 1.42 |
Sortino Ratio ⓘ | 1.30 | 0.99 | 1.21 |