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 ⓘ | 4.43% | 36.49% | 17.65% |
| Price Trend ⓘ | -0.05 | 0.85 | 0.62 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.66% | 17.96% | 32.11% |
| Max Drawdown ⓘ | -10.39% | -10.39% | -29.09% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.25 | 1.92 | 0.42 |
| Calmar Ratio ⓘ | 0.43 | 3.51 | 0.61 |
| Sortino Ratio ⓘ | 0.29 | 2.63 | 0.49 |