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 ⓘ | 29.50% | 16.26% | 168.69% |
Price Trend ⓘ | 0.71 | 0.64 | 0.39 |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Volatility ⓘ | 49.32% | 74.68% | 117.25% |
Max Drawdown ⓘ | -21.63% | -35.14% | -70.37% |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Sharpe Ratio ⓘ | 0.58 | 0.19 | 1.40 |
Calmar Ratio ⓘ | 1.36 | 0.46 | 2.40 |
Sortino Ratio ⓘ | 1.56 | 0.47 | 2.66 |