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 ⓘ | 23.14% | -0.51% | 17.00% |
Price Trend ⓘ | 0.87 | 0.63 | -0.14 |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Volatility ⓘ | 16.96% | 36.75% | 46.44% |
Max Drawdown ⓘ | -7.17% | -42.29% | -48.36% |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Sharpe Ratio ⓘ | 1.30 | -0.07 | 0.27 |
Calmar Ratio ⓘ | 3.23 | -0.01 | 0.35 |
Sortino Ratio ⓘ | 2.98 | -0.09 | 0.34 |