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 ⓘ | 11.48% | 20.34% | -2.54% |
| Price Trend ⓘ | 0.83 | 0.64 | -0.37 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 15.49% | 20.24% | 32.75% |
| Max Drawdown ⓘ | -11.83% | -14.48% | -30.20% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.68 | 0.90 | -0.21 |
| Calmar Ratio ⓘ | 0.97 | 1.40 | -0.08 |
| Sortino Ratio ⓘ | 1.89 | 1.83 | -0.29 |