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 ⓘ | 13.27% | 59.42% | -14.59% |
| Price Trend ⓘ | 0.81 | 0.95 | -0.03 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 18.07% | 30.04% | 53.56% |
| Max Drawdown ⓘ | -12.05% | -12.05% | -53.71% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.68 | 1.91 | -0.35 |
| Calmar Ratio ⓘ | 1.10 | 4.93 | -0.27 |
| Sortino Ratio ⓘ | 1.13 | 3.27 | -0.47 |