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 ⓘ | 4.14% | 0.42% | 25.72% |
| Price Trend ⓘ | 0.55 | 0.65 | 0.32 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.54% | 24.77% | 31.61% |
| Max Drawdown ⓘ | -9.62% | -24.98% | -29.95% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.26 | -0.07 | 0.67 |
| Calmar Ratio ⓘ | 0.43 | 0.02 | 0.86 |
| Sortino Ratio ⓘ | 0.45 | -0.08 | 0.92 |