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 ⓘ | 13.07% | 25.99% | 33.14% |
Price Trend ⓘ | 0.94 | 0.88 | 0.85 |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Volatility ⓘ | 9.58% | 21.64% | 25.62% |
Max Drawdown ⓘ | -4.78% | -16.15% | -16.15% |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Sharpe Ratio ⓘ | 1.25 | 1.10 | 1.12 |
Calmar Ratio ⓘ | 2.73 | 1.61 | 2.05 |
Sortino Ratio ⓘ | 2.40 | 1.12 | 1.27 |