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 ⓘ | 26.02% | 2.34% | 58.06% |
Price Trend ⓘ | 0.88 | 0.30 | 0.48 |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Volatility ⓘ | 14.99% | 33.68% | 41.96% |
Max Drawdown ⓘ | -8.28% | -33.70% | -33.70% |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Sharpe Ratio ⓘ | 1.66 | 0.01 | 1.28 |
Calmar Ratio ⓘ | 3.14 | 0.07 | 1.72 |
Sortino Ratio ⓘ | 3.91 | 0.01 | 2.09 |