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 ⓘ | 7.67% | 10.13% | -3.47% |
| Price Trend ⓘ | 0.60 | 0.83 | -0.63 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 14.33% | 26.22% | 36.14% |
| Max Drawdown ⓘ | -14.20% | -16.16% | -39.06% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.47 | 0.31 | -0.21 |
| Calmar Ratio ⓘ | 0.54 | 0.63 | -0.09 |
| Sortino Ratio ⓘ | 0.78 | 0.35 | -0.24 |