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 ⓘ | 34.68% | 24.38% | -18.10% |
| Price Trend ⓘ | 0.91 | 0.73 | -0.42 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 22.02% | 31.98% | 51.54% |
| Max Drawdown ⓘ | -12.06% | -18.57% | -43.92% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.53 | 0.70 | -0.43 |
| Calmar Ratio ⓘ | 2.88 | 1.31 | -0.41 |
| Sortino Ratio ⓘ | 2.85 | 1.33 | -0.60 |