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 ⓘ | 20.00% | 16.51% | 14.00% |
Price Trend ⓘ | 0.87 | 0.81 | 0.57 |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Volatility ⓘ | 16.28% | 37.01% | 47.82% |
Max Drawdown ⓘ | -7.92% | -33.43% | -33.43% |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Sharpe Ratio ⓘ | 1.16 | 0.39 | 0.20 |
Calmar Ratio ⓘ | 2.53 | 0.49 | 0.42 |
Sortino Ratio ⓘ | 1.34 | 0.53 | 0.28 |