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 ⓘ | 14.88% | 30.52% | -16.89% |
| Price Trend ⓘ | 0.80 | 0.83 | -0.32 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 20.82% | 28.08% | 42.99% |
| Max Drawdown ⓘ | -13.10% | -13.10% | -39.03% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.67 | 1.01 | -0.49 |
| Calmar Ratio ⓘ | 1.14 | 2.33 | -0.43 |
| Sortino Ratio ⓘ | 1.25 | 1.75 | -0.68 |