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 ⓘ | 7.09% | 16.06% | 51.81% |
Price Trend ⓘ | 0.69 | 0.88 | 0.86 |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Volatility ⓘ | 10.93% | 23.28% | 30.81% |
Max Drawdown ⓘ | -7.60% | -21.09% | -21.22% |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Sharpe Ratio ⓘ | 0.55 | 0.60 | 1.53 |
Calmar Ratio ⓘ | 0.93 | 0.76 | 2.44 |
Sortino Ratio ⓘ | 0.57 | 0.74 | 2.20 |