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 ⓘ | 8.80% | 7.09% | 19.41% |
Price Trend ⓘ | 0.63 | 0.56 | 0.59 |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Volatility ⓘ | 8.08% | 14.64% | 19.08% |
Max Drawdown ⓘ | -5.36% | -16.16% | -16.16% |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Sharpe Ratio ⓘ | 0.96 | 0.34 | 0.78 |
Calmar Ratio ⓘ | 1.64 | 0.44 | 1.20 |
Sortino Ratio ⓘ | 1.17 | 0.44 | 1.12 |