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 ⓘ | 7.69% | 41.68% | N/A |
Price Trend ⓘ | 0.63 | 0.92 | N/A |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Volatility ⓘ | 13.04% | 24.57% | N/A |
Max Drawdown ⓘ | -6.50% | -17.83% | N/A |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Sharpe Ratio ⓘ | 0.51 | 1.61 | N/A |
Calmar Ratio ⓘ | 1.18 | 2.34 | N/A |
Sortino Ratio ⓘ | 0.76 | 2.18 | N/A |