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 ⓘ | 25.81% | 44.11% | 1611.83% |
Price Trend ⓘ | 0.75 | 0.86 | 0.82 |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Volatility ⓘ | 56.39% | 86.31% | 183.39% |
Max Drawdown ⓘ | -23.96% | -34.61% | -69.75% |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Sharpe Ratio ⓘ | 0.44 | 0.49 | 8.76 |
Calmar Ratio ⓘ | 1.08 | 1.27 | 23.11 |
Sortino Ratio ⓘ | 1.17 | 1.07 | 16.52 |