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 ⓘ | 10.13% | 12.67% | 31.56% |
Price Trend ⓘ | 0.97 | 0.87 | 0.80 |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Volatility ⓘ | 6.95% | 20.34% | 23.42% |
Max Drawdown ⓘ | -2.39% | -20.00% | -20.13% |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Sharpe Ratio ⓘ | 1.30 | 0.52 | 1.15 |
Calmar Ratio ⓘ | 4.24 | 0.63 | 1.57 |
Sortino Ratio ⓘ | 1.93 | 0.68 | 1.49 |