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 ⓘ | 10.31% | 8.36% | -4.09% |
| Price Trend ⓘ | 0.31 | 0.69 | -0.31 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 18.21% | 38.16% | 44.97% |
| Max Drawdown ⓘ | -16.67% | -32.21% | -43.54% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.51 | 0.16 | -0.19 |
| Calmar Ratio ⓘ | 0.62 | 0.26 | -0.09 |
| Sortino Ratio ⓘ | 0.72 | 0.22 | -0.27 |