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 ⓘ | 31.99% | 38.15% | 5.87% |
| Price Trend ⓘ | 0.90 | 0.90 | 0.22 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 18.89% | 24.55% | 41.34% |
| Max Drawdown ⓘ | -12.03% | -12.03% | -35.05% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.64 | 1.47 | 0.04 |
| Calmar Ratio ⓘ | 2.66 | 3.17 | 0.17 |
| Sortino Ratio ⓘ | 3.86 | 2.89 | 0.05 |