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 ⓘ | 3.16% | 38.59% | 39.60% |
| Price Trend ⓘ | 0.03 | 0.77 | 0.77 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 19.56% | 26.15% | 45.16% |
| Max Drawdown ⓘ | -22.46% | -22.46% | -39.56% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.11 | 1.40 | 0.78 |
| Calmar Ratio ⓘ | 0.14 | 1.72 | 1.00 |
| Sortino Ratio ⓘ | 0.16 | 2.17 | 1.19 |