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 ⓘ | 12.34% | -0.42% | 10.80% |
| Price Trend ⓘ | 0.70 | -0.13 | -0.23 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 28.06% | 30.50% | 40.06% |
| Max Drawdown ⓘ | -15.72% | -25.10% | -28.46% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.40 | -0.08 | 0.16 |
| Calmar Ratio ⓘ | 0.78 | -0.02 | 0.38 |
| Sortino Ratio ⓘ | 0.72 | -0.14 | 0.27 |