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 ⓘ | 1.89% | 17.21% | 83.07% |
| Price Trend ⓘ | -0.15 | 0.83 | 0.95 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.68% | 24.95% | 33.11% |
| Max Drawdown ⓘ | -14.28% | -17.97% | -19.15% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.06 | 0.61 | 2.37 |
| Calmar Ratio ⓘ | 0.13 | 0.96 | 4.34 |
| Sortino Ratio ⓘ | 0.08 | 0.82 | 3.55 |