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 ⓘ | 4.93% | 6.00% | 25.43% |
Price Trend ⓘ | 0.94 | 0.84 | 0.77 |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Volatility ⓘ | 6.22% | 19.91% | 23.06% |
Max Drawdown ⓘ | -2.32% | -20.89% | -20.99% |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Sharpe Ratio ⓘ | 0.62 | 0.20 | 0.91 |
Calmar Ratio ⓘ | 2.13 | 0.29 | 1.21 |
Sortino Ratio ⓘ | 1.07 | 0.25 | 1.14 |