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 ⓘ | 10.15% | 17.01% | -10.74% |
| Price Trend ⓘ | 0.83 | 0.58 | -0.48 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.04% | 17.80% | 30.79% |
| Max Drawdown ⓘ | -7.65% | -11.18% | -33.39% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.83 | 0.84 | -0.48 |
| Calmar Ratio ⓘ | 1.33 | 1.52 | -0.32 |
| Sortino Ratio ⓘ | 2.62 | 1.95 | -0.51 |