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 ⓘ | 5.79% | -0.82% | 28.10% |
| Price Trend ⓘ | 0.75 | -0.20 | 0.78 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 8.33% | 11.98% | 18.66% |
| Max Drawdown ⓘ | -4.40% | -10.13% | -10.13% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.58 | -0.24 | 1.28 |
| Calmar Ratio ⓘ | 1.31 | -0.08 | 2.78 |
| Sortino Ratio ⓘ | 0.79 | -0.32 | 1.59 |