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 ⓘ | 25.03% | 34.04% | 18.41% |
Price Trend ⓘ | 0.94 | 0.72 | 0.21 |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Volatility ⓘ | 12.55% | 22.81% | 26.80% |
Max Drawdown ⓘ | -6.33% | -15.56% | -19.97% |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Sharpe Ratio ⓘ | 1.91 | 1.40 | 0.52 |
Calmar Ratio ⓘ | 3.95 | 2.19 | 0.92 |
Sortino Ratio ⓘ | 3.11 | 1.39 | 0.58 |