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 ⓘ | 10.99% | -0.35% | 9.45% |
| Price Trend ⓘ | 0.91 | -0.03 | 0.14 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.62% | 20.32% | 24.64% |
| Max Drawdown ⓘ | -4.25% | -20.64% | -20.64% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.03 | -0.12 | 0.20 |
| Calmar Ratio ⓘ | 2.58 | -0.02 | 0.46 |
| Sortino Ratio ⓘ | 1.92 | -0.13 | 0.23 |