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 ⓘ | 10.60% | 0.60% | 28.39% |
| Price Trend ⓘ | 0.82 | 0.65 | 0.44 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.45% | 27.56% | 33.66% |
| Max Drawdown ⓘ | -9.59% | -26.17% | -30.88% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.71 | -0.05 | 0.71 |
| Calmar Ratio ⓘ | 1.10 | 0.02 | 0.92 |
| Sortino Ratio ⓘ | 0.79 | -0.08 | 1.03 |