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 ⓘ | 8.02% | 4.59% | 26.23% |
Price Trend ⓘ | 0.70 | 0.69 | 0.47 |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Volatility ⓘ | 10.08% | 23.23% | 28.09% |
Max Drawdown ⓘ | -8.20% | -24.94% | -27.52% |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Sharpe Ratio ⓘ | 0.69 | 0.11 | 0.77 |
Calmar Ratio ⓘ | 0.98 | 0.18 | 0.95 |
Sortino Ratio ⓘ | 0.93 | 0.11 | 0.93 |