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 ⓘ | 22.75% | 2.17% | 8.84% |
| Price Trend ⓘ | 0.67 | 0.20 | 0.39 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 22.45% | 35.63% | 58.52% |
| Max Drawdown ⓘ | -18.48% | -28.10% | -43.21% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.97 | 0.01 | 0.08 |
| Calmar Ratio ⓘ | 1.23 | 0.08 | 0.20 |
| Sortino Ratio ⓘ | 1.89 | 0.01 | 0.12 |