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 ⓘ | 22.93% | 22.13% | -14.86% |
| Price Trend ⓘ | 0.90 | 0.76 | 0.05 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 22.47% | 31.64% | 54.53% |
| Max Drawdown ⓘ | -11.18% | -17.05% | -51.39% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.98 | 0.64 | -0.35 |
| Calmar Ratio ⓘ | 2.05 | 1.30 | -0.29 |
| Sortino Ratio ⓘ | 1.94 | 1.04 | -0.52 |