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 ⓘ | 37.13% | 22.12% | -5.77% |
| Price Trend ⓘ | 0.95 | 0.85 | 0.15 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 14.38% | 20.45% | 34.92% |
| Max Drawdown ⓘ | -8.57% | -13.52% | -30.26% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 2.52 | 0.99 | -0.28 |
| Calmar Ratio ⓘ | 4.33 | 1.64 | -0.19 |
| Sortino Ratio ⓘ | 4.41 | 1.71 | -0.41 |