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 ⓘ | 8.52% | 13.25% | 0.20% |
| Price Trend ⓘ | 0.57 | 0.57 | 0.47 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.37% | 15.27% | 23.81% |
| Max Drawdown ⓘ | -8.15% | -11.88% | -26.74% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.73 | 0.73 | -0.17 |
| Calmar Ratio ⓘ | 1.04 | 1.12 | 0.01 |
| Sortino Ratio ⓘ | 1.48 | 1.15 | -0.25 |