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 ⓘ | 11.82% | 1.24% | 17.01% |
| Price Trend ⓘ | 0.54 | -0.58 | -0.19 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.13% | 16.96% | 25.57% |
| Max Drawdown ⓘ | -10.17% | -20.05% | -23.90% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.90 | -0.04 | 0.50 |
| Calmar Ratio ⓘ | 1.16 | 0.06 | 0.71 |
| Sortino Ratio ⓘ | 1.95 | -0.06 | 0.74 |