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 ⓘ | 27.99% | 0.00% | 14.00% |
| Price Trend ⓘ | 0.41 | 0.56 | -0.06 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 22.75% | 34.57% | 56.70% |
| Max Drawdown ⓘ | -18.05% | -18.42% | -34.31% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.19 | -0.06 | 0.17 |
| Calmar Ratio ⓘ | 1.55 | 0.00 | 0.41 |
| Sortino Ratio ⓘ | 2.41 | -0.07 | 0.23 |