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 ⓘ | 6.03% | -4.41% | 7.22% |
| Price Trend ⓘ | 0.86 | -0.18 | 0.08 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.06% | 13.15% | 20.08% |
| Max Drawdown ⓘ | -5.61% | -11.45% | -19.63% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.56 | -0.49 | 0.15 |
| Calmar Ratio ⓘ | 1.08 | -0.39 | 0.37 |
| Sortino Ratio ⓘ | 0.99 | -0.75 | 0.23 |