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 ⓘ | 8.36% | 29.64% | 21.22% |
| Price Trend ⓘ | 0.58 | 0.94 | 0.64 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.34% | 15.54% | 37.69% |
| Max Drawdown ⓘ | -10.32% | -10.32% | -35.23% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.60 | 1.78 | 0.45 |
| Calmar Ratio ⓘ | 0.81 | 2.87 | 0.60 |
| Sortino Ratio ⓘ | 0.73 | 2.33 | 0.57 |