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 ⓘ | 35.53% | 29.96% | 6.89% |
| Price Trend ⓘ | 0.83 | 0.83 | -0.50 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 19.61% | 30.57% | 41.10% |
| Max Drawdown ⓘ | -7.22% | -7.22% | -38.53% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.76 | 0.91 | 0.06 |
| Calmar Ratio ⓘ | 4.92 | 4.15 | 0.18 |
| Sortino Ratio ⓘ | 3.44 | 0.94 | 0.08 |