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 ⓘ | 9.13% | -5.02% | 21.75% |
| Price Trend ⓘ | 0.36 | -0.39 | 0.70 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 18.62% | 24.60% | 38.69% |
| Max Drawdown ⓘ | -15.57% | -25.15% | -25.15% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.44 | -0.28 | 0.46 |
| Calmar Ratio ⓘ | 0.59 | -0.20 | 0.86 |
| Sortino Ratio ⓘ | 0.90 | -0.47 | 0.85 |