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 ⓘ | 6.09% | 11.44% | 12.76% |
Price Trend ⓘ | 0.90 | 0.73 | 0.62 |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Volatility ⓘ | 6.65% | 12.86% | 18.12% |
Max Drawdown ⓘ | -2.87% | -8.66% | -13.30% |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Sharpe Ratio ⓘ | 0.75 | 0.73 | 0.45 |
Calmar Ratio ⓘ | 2.12 | 1.32 | 0.96 |
Sortino Ratio ⓘ | 1.18 | 1.02 | 0.67 |