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 ⓘ | 33.16% | 48.14% | 248.08% |
Price Trend ⓘ | 0.59 | 0.88 | 0.75 |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Volatility ⓘ | 55.06% | 76.03% | 117.67% |
Max Drawdown ⓘ | -36.81% | -40.37% | -58.29% |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Sharpe Ratio ⓘ | 0.58 | 0.61 | 2.07 |
Calmar Ratio ⓘ | 0.90 | 1.19 | 4.26 |
Sortino Ratio ⓘ | 1.21 | 1.28 | 4.14 |