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 ⓘ | 25.74% | -0.11% | 18.73% |
| Price Trend ⓘ | 0.78 | -0.29 | -0.38 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 24.30% | 30.66% | 52.10% |
| Max Drawdown ⓘ | -23.36% | -38.34% | -45.92% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.02 | -0.07 | 0.28 |
| Calmar Ratio ⓘ | 1.10 | -0.00 | 0.41 |
| Sortino Ratio ⓘ | 1.75 | -0.11 | 0.41 |