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 ⓘ | 20.20% | 6.28% | 108.80% |
Price Trend ⓘ | 0.92 | 0.79 | 0.81 |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Volatility ⓘ | 16.24% | 36.64% | 44.14% |
Max Drawdown ⓘ | -7.72% | -37.90% | -38.66% |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Sharpe Ratio ⓘ | 1.18 | 0.11 | 2.36 |
Calmar Ratio ⓘ | 2.62 | 0.17 | 2.81 |
Sortino Ratio ⓘ | 1.76 | 0.14 | 3.03 |