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 ⓘ | 4.69% | 18.29% | 14.03% |
Price Trend ⓘ | 0.55 | 0.91 | 0.75 |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Volatility ⓘ | 7.41% | 18.17% | 23.95% |
Max Drawdown ⓘ | -4.33% | -11.41% | -16.15% |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Sharpe Ratio ⓘ | 0.49 | 0.89 | 0.40 |
Calmar Ratio ⓘ | 1.08 | 1.60 | 0.87 |
Sortino Ratio ⓘ | 0.90 | 1.21 | 0.60 |