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 ⓘ | 8.62% | 7.77% | 15.79% |
Price Trend ⓘ | 0.95 | 0.84 | 0.67 |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Volatility ⓘ | 4.78% | 15.02% | 17.08% |
Max Drawdown ⓘ | -2.76% | -15.10% | -16.51% |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Sharpe Ratio ⓘ | 1.58 | 0.38 | 0.66 |
Calmar Ratio ⓘ | 3.13 | 0.51 | 0.96 |
Sortino Ratio ⓘ | 2.91 | 0.49 | 0.85 |