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 ⓘ | 16.03% | -7.57% | 25.05% |
| Price Trend ⓘ | 0.87 | -0.30 | 0.46 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.28% | 18.13% | 26.44% |
| Max Drawdown ⓘ | -7.56% | -21.72% | -21.91% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.14 | -0.52 | 0.79 |
| Calmar Ratio ⓘ | 2.12 | -0.35 | 1.14 |
| Sortino Ratio ⓘ | 2.23 | -0.72 | 1.19 |