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 ⓘ | 12.49% | 15.02% | 59.21% |
Price Trend ⓘ | 0.94 | 0.82 | 0.90 |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Volatility ⓘ | 8.57% | 19.06% | 23.74% |
Max Drawdown ⓘ | -2.52% | -17.58% | -17.58% |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Sharpe Ratio ⓘ | 1.33 | 0.68 | 2.30 |
Calmar Ratio ⓘ | 4.96 | 0.85 | 3.37 |
Sortino Ratio ⓘ | 2.17 | 0.77 | 2.93 |