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 ⓘ | 4.08% | 12.14% | 23.24% |
Price Trend ⓘ | 0.47 | 0.81 | 0.84 |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Volatility ⓘ | 7.55% | 16.54% | 20.13% |
Max Drawdown ⓘ | -6.68% | -15.84% | -15.84% |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Sharpe Ratio ⓘ | 0.40 | 0.61 | 0.93 |
Calmar Ratio ⓘ | 0.61 | 0.77 | 1.47 |
Sortino Ratio ⓘ | 0.64 | 0.88 | 1.38 |