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 ⓘ | 27.38% | -11.74% | 15.64% |
| Price Trend ⓘ | 0.90 | 0.62 | -0.25 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 20.44% | 45.11% | 54.66% |
| Max Drawdown ⓘ | -9.55% | -44.53% | -52.96% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.29 | -0.31 | 0.20 |
| Calmar Ratio ⓘ | 2.87 | -0.26 | 0.30 |
| Sortino Ratio ⓘ | 2.14 | -0.33 | 0.24 |