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 ⓘ | 10.76% | -1.26% | 10.88% |
| Price Trend ⓘ | 0.62 | 0.75 | 0.00 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 22.15% | 33.36% | 42.60% |
| Max Drawdown ⓘ | -19.74% | -32.48% | -48.41% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.44 | -0.10 | 0.15 |
| Calmar Ratio ⓘ | 0.54 | -0.04 | 0.22 |
| Sortino Ratio ⓘ | 0.79 | -0.17 | 0.24 |