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 ⓘ | 2.38% | 23.02% | 34.71% |
| Price Trend ⓘ | 0.31 | 0.81 | 0.81 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 19.55% | 25.20% | 45.43% |
| Max Drawdown ⓘ | -16.46% | -16.46% | -38.67% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.07 | 0.83 | 0.67 |
| Calmar Ratio ⓘ | 0.14 | 1.40 | 0.90 |
| Sortino Ratio ⓘ | 0.09 | 1.07 | 0.86 |