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 ⓘ | 11.28% | 23.16% | 5.66% |
| Price Trend ⓘ | 0.85 | 0.79 | 0.45 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 18.46% | 25.46% | 49.97% |
| Max Drawdown ⓘ | -10.70% | -10.70% | -47.92% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.56 | 0.83 | 0.03 |
| Calmar Ratio ⓘ | 1.05 | 2.16 | 0.12 |
| Sortino Ratio ⓘ | 0.99 | 1.66 | 0.05 |