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 ⓘ | 12.19% | -3.43% | 18.23% |
| Price Trend ⓘ | 0.92 | -0.58 | 0.34 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.32% | 17.42% | 25.67% |
| Max Drawdown ⓘ | -3.91% | -18.50% | -20.71% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.21 | -0.31 | 0.55 |
| Calmar Ratio ⓘ | 3.12 | -0.19 | 0.88 |
| Sortino Ratio ⓘ | 1.91 | -0.32 | 0.62 |