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 ⓘ | 25.23% | 18.44% | 23.76% |
Price Trend ⓘ | 0.95 | 0.88 | 0.36 |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Volatility ⓘ | 22.17% | 44.53% | 63.30% |
Max Drawdown ⓘ | -18.12% | -28.45% | -37.47% |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Sharpe Ratio ⓘ | 1.09 | 0.37 | 0.30 |
Calmar Ratio ⓘ | 1.39 | 0.65 | 0.63 |
Sortino Ratio ⓘ | 1.18 | 0.47 | 0.37 |