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 ⓘ | 12.37% | 35.38% | 2.31% |
| Price Trend ⓘ | 0.80 | 0.78 | 0.33 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 31.21% | 38.84% | 50.01% |
| Max Drawdown ⓘ | -21.11% | -21.11% | -48.41% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.37 | 0.86 | -0.04 |
| Calmar Ratio ⓘ | 0.59 | 1.68 | 0.05 |
| Sortino Ratio ⓘ | 0.80 | 1.76 | -0.07 |