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 ⓘ | 11.25% | 47.82% | 6.19% |
| Price Trend ⓘ | 0.13 | 0.83 | 0.51 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 24.71% | 37.03% | 50.55% |
| Max Drawdown ⓘ | -24.41% | -24.41% | -47.21% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.41 | 1.23 | 0.03 |
| Calmar Ratio ⓘ | 0.46 | 1.96 | 0.13 |
| Sortino Ratio ⓘ | 0.81 | 2.53 | 0.05 |