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 ⓘ | 30.60% | 51.38% | -7.42% |
| Price Trend ⓘ | 0.84 | 0.91 | -0.15 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 28.11% | 35.50% | 53.10% |
| Max Drawdown ⓘ | -11.92% | -11.92% | -52.24% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.05 | 1.39 | -0.22 |
| Calmar Ratio ⓘ | 2.57 | 4.31 | -0.14 |
| Sortino Ratio ⓘ | 2.25 | 2.65 | -0.34 |