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 ⓘ | 3.01% | -0.73% | 15.01% |
| Price Trend ⓘ | 0.67 | -0.53 | 0.71 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 8.66% | 12.26% | 20.69% |
| Max Drawdown ⓘ | -6.03% | -13.29% | -14.62% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.23 | -0.23 | 0.52 |
| Calmar Ratio ⓘ | 0.50 | -0.06 | 1.03 |
| Sortino Ratio ⓘ | 0.46 | -0.43 | 0.87 |