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 ⓘ | 19.38% | 8.34% | 21.72% |
| Price Trend ⓘ | 0.81 | -0.10 | 0.04 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 27.35% | 40.41% | 58.06% |
| Max Drawdown ⓘ | -12.65% | -30.34% | -45.17% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.67 | 0.16 | 0.30 |
| Calmar Ratio ⓘ | 1.53 | 0.27 | 0.48 |
| Sortino Ratio ⓘ | 1.69 | 0.21 | 0.40 |