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 ⓘ | 21.46% | 10.21% | -15.84% |
| Price Trend ⓘ | 0.85 | -0.21 | -0.81 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.15% | 16.43% | 22.70% |
| Max Drawdown ⓘ | -9.74% | -22.50% | -35.86% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.84 | 0.50 | -0.88 |
| Calmar Ratio ⓘ | 2.20 | 0.45 | -0.44 |
| Sortino Ratio ⓘ | 2.59 | 0.75 | -1.31 |