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 ⓘ | 9.36% | 4.75% | 14.98% |
Price Trend ⓘ | 0.96 | 0.80 | 0.51 |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Volatility ⓘ | 5.03% | 17.66% | 19.66% |
Max Drawdown ⓘ | -2.41% | -17.00% | -18.76% |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Sharpe Ratio ⓘ | 1.65 | 0.15 | 0.53 |
Calmar Ratio ⓘ | 3.88 | 0.28 | 0.80 |
Sortino Ratio ⓘ | 2.82 | 0.20 | 0.68 |