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 ⓘ | 7.23% | 8.28% | 100.03% |
| Price Trend ⓘ | -0.02 | 0.79 | 0.95 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 22.58% | 36.92% | 45.15% |
| Max Drawdown ⓘ | -20.09% | -20.09% | -24.54% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.27 | 0.17 | 2.12 |
| Calmar Ratio ⓘ | 0.36 | 0.41 | 4.08 |
| Sortino Ratio ⓘ | 0.34 | 0.23 | 3.01 |