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 ⓘ | 116.49% | 84.31% | 156.28% |
Price Trend ⓘ | 0.95 | 0.89 | 0.68 |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Volatility ⓘ | 41.63% | 64.65% | 98.77% |
Max Drawdown ⓘ | -16.44% | -46.18% | -49.44% |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Sharpe Ratio ⓘ | 2.77 | 1.27 | 1.54 |
Calmar Ratio ⓘ | 7.09 | 1.83 | 3.16 |
Sortino Ratio ⓘ | 7.14 | 2.58 | 2.18 |