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 ⓘ | 1.35% | 31.48% | 7.11% |
| Price Trend ⓘ | 0.41 | 0.91 | 0.63 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 14.51% | 24.29% | 40.97% |
| Max Drawdown ⓘ | -12.03% | -12.03% | -35.05% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.03 | 1.22 | 0.07 |
| Calmar Ratio ⓘ | 0.11 | 2.62 | 0.20 |
| Sortino Ratio ⓘ | 0.05 | 2.41 | 0.09 |