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 ⓘ | 10.88% | 3.93% | 47.45% |
Price Trend ⓘ | 0.92 | 0.77 | 0.69 |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Volatility ⓘ | 9.14% | 26.15% | 33.29% |
Max Drawdown ⓘ | -3.36% | -29.04% | -29.23% |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Sharpe Ratio ⓘ | 1.07 | 0.07 | 1.29 |
Calmar Ratio ⓘ | 3.24 | 0.14 | 1.62 |
Sortino Ratio ⓘ | 1.42 | 0.08 | 1.68 |