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 ⓘ | 5.68% | 16.26% | 26.49% |
Price Trend ⓘ | 0.69 | 0.87 | 0.86 |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Volatility ⓘ | 6.88% | 15.98% | 19.23% |
Max Drawdown ⓘ | -5.49% | -15.03% | -15.03% |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Sharpe Ratio ⓘ | 0.67 | 0.89 | 1.14 |
Calmar Ratio ⓘ | 1.03 | 1.08 | 1.76 |
Sortino Ratio ⓘ | 1.08 | 1.25 | 1.65 |