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 ⓘ | 12.60% | 28.58% | 48.72% |
Price Trend ⓘ | 0.88 | 0.93 | 0.90 |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Volatility ⓘ | 12.11% | 23.73% | 28.99% |
Max Drawdown ⓘ | -5.73% | -15.81% | -15.81% |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Sharpe Ratio ⓘ | 0.95 | 1.12 | 1.52 |
Calmar Ratio ⓘ | 2.20 | 1.81 | 3.08 |
Sortino Ratio ⓘ | 1.60 | 1.67 | 2.39 |