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 ⓘ | 5.11% | 25.08% | 40.77% |
| Price Trend ⓘ | -0.04 | 0.80 | 0.79 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 24.39% | 31.82% | 69.38% |
| Max Drawdown ⓘ | -22.97% | -22.97% | -56.83% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.17 | 0.73 | 0.53 |
| Calmar Ratio ⓘ | 0.22 | 1.09 | 0.72 |
| Sortino Ratio ⓘ | 0.23 | 0.92 | 0.69 |