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 ⓘ | 5.98% | 42.58% | 29.54% |
| Price Trend ⓘ | 0.34 | 0.91 | 0.88 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 28.90% | 36.37% | 62.86% |
| Max Drawdown ⓘ | -16.43% | -16.43% | -37.59% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.17 | 1.12 | 0.40 |
| Calmar Ratio ⓘ | 0.36 | 2.59 | 0.79 |
| Sortino Ratio ⓘ | 0.31 | 2.03 | 0.63 |