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 ⓘ | 2.66% | 7.95% | 42.42% |
| Price Trend ⓘ | -0.33 | 0.35 | 0.85 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 8.93% | 14.06% | 25.76% |
| Max Drawdown ⓘ | -6.84% | -8.35% | -23.24% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.19 | 0.42 | 1.49 |
| Calmar Ratio ⓘ | 0.39 | 0.95 | 1.83 |
| Sortino Ratio ⓘ | 0.44 | 0.68 | 2.04 |