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 ⓘ | 10.52% | 14.05% | -6.92% |
| Price Trend ⓘ | 0.54 | 0.92 | -0.03 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.06% | 23.19% | 35.87% |
| Max Drawdown ⓘ | -5.92% | -13.20% | -29.82% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.79 | 0.52 | -0.31 |
| Calmar Ratio ⓘ | 1.78 | 1.06 | -0.23 |
| Sortino Ratio ⓘ | 1.41 | 0.62 | -0.35 |