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 ⓘ | 9.99% | 18.45% | 5.82% |
| Price Trend ⓘ | 0.47 | 0.15 | 0.50 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 21.18% | 27.58% | 43.06% |
| Max Drawdown ⓘ | -18.24% | -19.55% | -26.53% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.43 | 0.60 | 0.04 |
| Calmar Ratio ⓘ | 0.55 | 0.94 | 0.22 |
| Sortino Ratio ⓘ | 0.47 | 0.82 | 0.06 |