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 ⓘ | 3.72% | 8.09% | 29.49% |
| Price Trend ⓘ | -0.18 | 0.55 | 0.91 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.58% | 17.16% | 30.61% |
| Max Drawdown ⓘ | -11.55% | -11.55% | -11.55% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.20 | 0.35 | 0.82 |
| Calmar Ratio ⓘ | 0.32 | 0.70 | 2.55 |
| Sortino Ratio ⓘ | 0.24 | 0.45 | 1.19 |