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 ⓘ | 1.73% | 25.35% | 36.18% |
Price Trend ⓘ | -0.36 | 0.74 | 0.83 |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Volatility ⓘ | 11.50% | 17.23% | 23.81% |
Max Drawdown ⓘ | -8.70% | -8.70% | -18.13% |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Sharpe Ratio ⓘ | 0.06 | 1.35 | 1.33 |
Calmar Ratio ⓘ | 0.20 | 2.91 | 2.00 |
Sortino Ratio ⓘ | 0.09 | 2.21 | 1.96 |