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 ⓘ | 10.37% | 12.87% | 16.16% |
Price Trend ⓘ | 0.85 | 0.75 | 0.32 |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Volatility ⓘ | 9.72% | 17.23% | 22.99% |
Max Drawdown ⓘ | -6.19% | -12.67% | -16.59% |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Sharpe Ratio ⓘ | 0.96 | 0.62 | 0.51 |
Calmar Ratio ⓘ | 1.67 | 1.02 | 0.97 |
Sortino Ratio ⓘ | 1.86 | 0.83 | 0.67 |