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 ⓘ | 0.90% | 22.53% | 25.56% |
Price Trend ⓘ | -0.07 | 0.80 | 0.91 |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Volatility ⓘ | 9.26% | 15.97% | 20.66% |
Max Drawdown ⓘ | -7.97% | -8.60% | -10.68% |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Sharpe Ratio ⓘ | -0.02 | 1.28 | 1.02 |
Calmar Ratio ⓘ | 0.11 | 2.62 | 2.39 |
Sortino Ratio ⓘ | -0.03 | 1.63 | 1.41 |