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 ⓘ | 2.49% | 37.69% | 36.53% |
| Price Trend ⓘ | 0.29 | 0.69 | 0.65 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 19.81% | 29.71% | 48.37% |
| Max Drawdown ⓘ | -16.20% | -16.20% | -41.15% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.08 | 1.20 | 0.67 |
| Calmar Ratio ⓘ | 0.15 | 2.33 | 0.89 |
| Sortino Ratio ⓘ | 0.13 | 2.16 | 0.87 |