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 ⓘ | 7.94% | 13.02% | 10.26% |
Price Trend ⓘ | 0.90 | 0.91 | 0.40 |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Volatility ⓘ | 6.05% | 13.70% | 16.79% |
Max Drawdown ⓘ | -2.95% | -13.11% | -19.09% |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Sharpe Ratio ⓘ | 1.13 | 0.80 | 0.34 |
Calmar Ratio ⓘ | 2.69 | 0.99 | 0.54 |
Sortino Ratio ⓘ | 1.77 | 1.11 | 0.48 |