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 ⓘ | 13.57% | 33.34% | 16.68% |
Price Trend ⓘ | 0.74 | 0.85 | 0.21 |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Volatility ⓘ | 13.55% | 19.01% | 29.68% |
Max Drawdown ⓘ | -7.46% | -9.02% | -30.55% |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Sharpe Ratio ⓘ | 0.92 | 1.64 | 0.41 |
Calmar Ratio ⓘ | 1.82 | 3.70 | 0.55 |
Sortino Ratio ⓘ | 1.62 | 2.42 | 0.43 |