Metrics library
Metrics
Each metric is calculated daily. Here you find definition, source, and interpretation.
All metrics
Open any metric to review definition, calculation, interpretation, and current rankings.
Return 1 Year
Total return over the last ~12 months
Return (3y)
Total return over the last ~3 years
Return (5y)
Total return over the last ~5 years
Return (10y)
Total return over the last ~10 years
Volatility (365d, annualized)
Price fluctuation intensity - scaled to one year
Max Drawdown (365d)
Worst peak-to-trough drop within the last 12 months
Max Drawdown (3y)
Worst peak-to-trough drop within the last ~3 years
Max Drawdown (5y)
Worst peak-to-trough drop within the last ~5 years
Max Drawdown (10y)
Worst peak-to-trough drop within the last ~10 years
Current Drawdown
Distance to the most recent all-time high
Sharpe (90d)
Return per unit of risk over the last 90 days
Sortino (90d)
Like Sharpe - but penalizes mainly downside volatility
Return/Vol Ratio
1Y return relative to volatility
CAGR/Drawdown Ratio
Growth relative to the worst drawdown
Price
Latest price
SMA 50
50-day simple moving average
SMA 100
100-day simple moving average
SMA 200
200-day moving average
Price vs SMA 50
Distance to the 50-day average
Price vs SMA 100
Distance to the 100-day average
Price vs SMA 200
How far the price is above/below the 200-day average
Trend Strength
Stability/“cleanliness” of a trend
Momentum (12–1 months)
Tailwind over the last 12 months (excluding the most recent month)
Relative Strength (12M)
12M momentum relative to the benchmark
Golden Cross
Trend signal: SMA50 crosses above SMA200
Death Cross
Trend signal: SMA50 crosses below SMA200