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 ⓘ | 34.81% | 23.37% | 64.13% |
Price Trend ⓘ | 0.91 | 0.76 | 0.66 |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Volatility ⓘ | 14.94% | 26.16% | 32.42% |
Max Drawdown ⓘ | -2.71% | -25.40% | -27.59% |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Sharpe Ratio ⓘ | 2.26 | 0.81 | 1.84 |
Calmar Ratio ⓘ | 12.82 | 0.92 | 2.32 |
Sortino Ratio ⓘ | 7.18 | 1.14 | 2.48 |