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 ⓘ | 2.38% | 10.40% | 45.28% |
| Price Trend ⓘ | 0.56 | 0.62 | 0.63 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 30.06% | 38.52% | 52.58% |
| Max Drawdown ⓘ | -23.24% | -23.24% | -28.33% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.05 | 0.22 | 0.79 |
| Calmar Ratio ⓘ | 0.10 | 0.45 | 1.60 |
| Sortino Ratio ⓘ | 0.07 | 0.32 | 1.16 |