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 ⓘ | 17.62% | 8.07% | -1.31% |
| Price Trend ⓘ | 0.54 | -0.28 | -0.45 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 20.13% | 26.51% | 54.39% |
| Max Drawdown ⓘ | -14.00% | -27.99% | -43.04% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.83 | 0.23 | -0.10 |
| Calmar Ratio ⓘ | 1.26 | 0.29 | -0.03 |
| Sortino Ratio ⓘ | 1.70 | 0.43 | -0.11 |