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 ⓘ | 14.42% | 19.22% | 28.54% |
Price Trend ⓘ | 0.87 | 0.73 | 0.13 |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Volatility ⓘ | 17.22% | 27.11% | 37.64% |
Max Drawdown ⓘ | -8.43% | -19.21% | -29.09% |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Sharpe Ratio ⓘ | 0.77 | 0.63 | 0.64 |
Calmar Ratio ⓘ | 1.71 | 1.00 | 0.98 |
Sortino Ratio ⓘ | 1.00 | 0.88 | 0.85 |