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 ⓘ | 33.33% | 3.46% | 55.73% |
| Price Trend ⓘ | 0.74 | 0.74 | 0.24 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 38.28% | 58.01% | 87.93% |
| Max Drawdown ⓘ | -24.91% | -45.78% | -57.98% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.84 | 0.02 | 0.58 |
| Calmar Ratio ⓘ | 1.34 | 0.08 | 0.96 |
| Sortino Ratio ⓘ | 1.13 | 0.04 | 0.95 |