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 ⓘ | 11.03% | 27.80% | 44.47% |
Price Trend ⓘ | 0.86 | 0.92 | 0.90 |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Volatility ⓘ | 7.79% | 17.83% | 20.78% |
Max Drawdown ⓘ | -4.03% | -16.81% | -16.81% |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Sharpe Ratio ⓘ | 1.28 | 1.44 | 1.92 |
Calmar Ratio ⓘ | 2.74 | 1.65 | 2.65 |
Sortino Ratio ⓘ | 1.96 | 1.86 | 2.57 |