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 ⓘ | 27.92% | 29.53% | -8.11% |
| Price Trend ⓘ | 0.77 | 0.78 | -0.64 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 33.44% | 52.85% | 64.02% |
| Max Drawdown ⓘ | -18.02% | -26.64% | -52.93% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.80 | 0.52 | -0.20 |
| Calmar Ratio ⓘ | 1.55 | 1.11 | -0.15 |
| Sortino Ratio ⓘ | 0.99 | 0.81 | -0.32 |