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 ⓘ | 1.21% | 3.53% | 5.66% |
Price Trend ⓘ | 0.16 | 0.37 | 0.29 |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Volatility ⓘ | 5.24% | 11.10% | 13.32% |
Max Drawdown ⓘ | -3.09% | -8.18% | -8.36% |
Metric | 3M | 6M | 1Y |
---|---|---|---|
Sharpe Ratio ⓘ | 0.02 | 0.13 | 0.08 |
Calmar Ratio ⓘ | 0.39 | 0.43 | 0.68 |
Sortino Ratio ⓘ | 0.04 | 0.18 | 0.12 |