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 ⓘ | 16.00% | 12.68% | 0.60% |
| Price Trend ⓘ | 0.87 | -0.05 | -0.17 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 15.52% | 20.04% | 34.79% |
| Max Drawdown ⓘ | -6.23% | -13.46% | -22.09% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.97 | 0.53 | -0.10 |
| Calmar Ratio ⓘ | 2.57 | 0.94 | 0.03 |
| Sortino Ratio ⓘ | 1.97 | 0.89 | -0.13 |