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 ⓘ | 20.04% | 26.84% | -5.89% |
| Price Trend ⓘ | 0.93 | 0.79 | -0.37 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.33% | 19.03% | 32.92% |
| Max Drawdown ⓘ | -9.07% | -10.73% | -34.41% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.54 | 1.30 | -0.31 |
| Calmar Ratio ⓘ | 2.21 | 2.50 | -0.17 |
| Sortino Ratio ⓘ | 2.02 | 1.98 | -0.39 |