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 ⓘ | 9.76% | 11.63% | 56.77% |
Price Trend ⓘ | 0.85 | 0.56 | 0.87 |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Volatility ⓘ | 8.90% | 20.96% | 34.68% |
Max Drawdown ⓘ | -5.76% | -23.22% | -23.22% |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Sharpe Ratio ⓘ | 0.98 | 0.45 | 1.51 |
Calmar Ratio ⓘ | 1.69 | 0.50 | 2.44 |
Sortino Ratio ⓘ | 2.00 | 0.59 | 2.16 |