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 ⓘ | 9.04% | -6.50% | 25.81% |
| Price Trend ⓘ | 0.31 | -0.24 | 0.75 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 17.53% | 27.14% | 38.77% |
| Max Drawdown ⓘ | -17.34% | -19.97% | -20.67% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.46 | -0.31 | 0.56 |
| Calmar Ratio ⓘ | 0.52 | -0.33 | 1.25 |
| Sortino Ratio ⓘ | 0.54 | -0.31 | 0.68 |