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 ⓘ | 5.95% | 2.34% | 13.29% |
Price Trend ⓘ | 0.85 | 0.58 | 0.30 |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Volatility ⓘ | 8.40% | 18.36% | 21.90% |
Max Drawdown ⓘ | -4.00% | -19.09% | -19.25% |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Sharpe Ratio ⓘ | 0.58 | 0.01 | 0.40 |
Calmar Ratio ⓘ | 1.49 | 0.12 | 0.69 |
Sortino Ratio ⓘ | 1.16 | 0.02 | 0.53 |