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 ⓘ | 0.09% | 14.99% | 76.05% |
| Price Trend ⓘ | 0.73 | 0.14 | 0.88 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 28.83% | 37.40% | 58.42% |
| Max Drawdown ⓘ | -15.05% | -17.51% | -38.29% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.03 | 0.35 | 1.23 |
| Calmar Ratio ⓘ | 0.01 | 0.86 | 1.99 |
| Sortino Ratio ⓘ | -0.05 | 0.62 | 1.59 |