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 ⓘ | -0.99% | 7.30% | 25.92% |
Price Trend ⓘ | -0.21 | 0.59 | 0.84 |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Volatility ⓘ | 15.33% | 25.05% | 31.42% |
Max Drawdown ⓘ | -8.86% | -15.93% | -22.06% |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Sharpe Ratio ⓘ | -0.14 | 0.21 | 0.68 |
Calmar Ratio ⓘ | -0.11 | 0.46 | 1.17 |
Sortino Ratio ⓘ | -0.17 | 0.25 | 0.84 |