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 ⓘ | 18.23% | 13.52% | 18.57% |
Price Trend ⓘ | 0.94 | 0.82 | 0.35 |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Volatility ⓘ | 10.83% | 30.79% | 38.82% |
Max Drawdown ⓘ | -4.16% | -30.20% | -32.65% |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Sharpe Ratio ⓘ | 1.58 | 0.37 | 0.36 |
Calmar Ratio ⓘ | 4.39 | 0.45 | 0.57 |
Sortino Ratio ⓘ | 2.75 | 0.52 | 0.48 |