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 ⓘ | 13.86% | 30.69% | 41.23% |
Price Trend ⓘ | 0.73 | 0.85 | 0.92 |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Volatility ⓘ | 8.65% | 14.22% | 19.44% |
Max Drawdown ⓘ | -4.53% | -7.52% | -10.29% |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Sharpe Ratio ⓘ | 1.48 | 2.01 | 1.89 |
Calmar Ratio ⓘ | 3.06 | 4.08 | 4.00 |
Sortino Ratio ⓘ | 2.20 | 2.81 | 3.08 |