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 ⓘ | 11.94% | 13.70% | 63.84% |
Price Trend ⓘ | 0.76 | 0.37 | 0.92 |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Volatility ⓘ | 14.80% | 21.97% | 27.36% |
Max Drawdown ⓘ | -5.58% | -16.87% | -16.87% |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Sharpe Ratio ⓘ | 0.73 | 0.53 | 2.17 |
Calmar Ratio ⓘ | 2.14 | 0.81 | 3.78 |
Sortino Ratio ⓘ | 1.35 | 0.88 | 3.55 |