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 ⓘ | 5.85% | 4.56% | 51.44% |
Price Trend ⓘ | 0.84 | 0.73 | 0.89 |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Volatility ⓘ | 9.81% | 19.02% | 23.34% |
Max Drawdown ⓘ | -7.79% | -17.38% | -17.41% |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Sharpe Ratio ⓘ | 0.49 | 0.13 | 2.01 |
Calmar Ratio ⓘ | 0.75 | 0.26 | 2.95 |
Sortino Ratio ⓘ | 0.73 | 0.18 | 2.76 |