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 ⓘ | 7.62% | -16.07% | -18.95% |
Price Trend ⓘ | 0.83 | -0.31 | -0.90 |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Volatility ⓘ | 15.94% | 27.68% | 40.48% |
Max Drawdown ⓘ | -7.13% | -32.12% | -43.76% |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Sharpe Ratio ⓘ | 0.41 | -0.66 | -0.58 |
Calmar Ratio ⓘ | 1.07 | -0.50 | -0.43 |
Sortino Ratio ⓘ | 0.74 | -0.92 | -0.66 |