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 ⓘ | 7.00% | 19.96% | 97.51% |
Price Trend ⓘ | 0.79 | 0.91 | 0.84 |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Volatility ⓘ | 15.97% | 30.30% | 46.81% |
Max Drawdown ⓘ | -8.48% | -22.22% | -28.22% |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Sharpe Ratio ⓘ | 0.37 | 0.59 | 1.99 |
Calmar Ratio ⓘ | 0.83 | 0.90 | 3.45 |
Sortino Ratio ⓘ | 0.69 | 0.88 | 3.52 |