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 ⓘ | 10.56% | -5.47% | 3.07% |
| Price Trend ⓘ | 0.80 | -0.24 | -0.53 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.42% | 28.11% | 31.96% |
| Max Drawdown ⓘ | -5.60% | -30.22% | -33.36% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.83 | -0.27 | -0.05 |
| Calmar Ratio ⓘ | 1.88 | -0.18 | 0.09 |
| Sortino Ratio ⓘ | 1.52 | -0.37 | -0.06 |