Sector Performance & Riski
These charts show the evolution of each size cohort’s metrics over
time. Click on a sector row to see the individual assets within
it.ket
| Sector / Asset |
Market Cap
|
Returns
i
The market-cap weighted average percentage change in
price over the selected period.
|
Volatility
i
The annualized standard deviation of hourly returns for
the sector, indicating the degree of price variation or
instability. Higher values mean higher risk.
|
Upside Volatility
i
Volatility calculated using only positive (upward) price
movements. A high value suggests strong positive price
trends.
|
Downside Volatility
i
Volatility calculated using only negative (downward)
price movements. This is often considered "bad"
volatility and a key measure of investment risk.
|
Sharpe Ratio
i
Measures risk-adjusted return by dividing the excess
return over the risk-free rate by the total volatility.
A higher Sharpe Ratio indicates better performance for
the amount of risk taken.
|
Sortino Ratio
i
Similar to the Sharpe Ratio, but it only penalizes for
downside volatility. It differentiates harmful
volatility from overall volatility. A higher Sortino
Ratio is better.
|
|---|