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 ⓘ | 9.08% | 3.90% | 33.40% |
| Price Trend ⓘ | 0.40 | 0.30 | 0.19 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 41.13% | 48.75% | 56.85% |
| Max Drawdown ⓘ | -27.26% | -27.26% | -36.76% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.20 | 0.04 | 0.52 |
| Calmar Ratio ⓘ | 0.33 | 0.14 | 0.91 |
| Sortino Ratio ⓘ | 0.20 | 0.05 | 0.61 |