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 ⓘ | 13.02% | 31.79% | 9.13% |
Price Trend ⓘ | 0.96 | 0.93 | 0.05 |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Volatility ⓘ | 9.14% | 17.08% | 22.68% |
Max Drawdown ⓘ | -2.82% | -10.27% | -22.55% |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Sharpe Ratio ⓘ | 1.31 | 1.74 | 0.20 |
Calmar Ratio ⓘ | 4.62 | 3.10 | 0.40 |
Sortino Ratio ⓘ | 3.22 | 2.36 | 0.26 |