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 ⓘ | 8.40% | -4.84% | 20.23% |
| Price Trend ⓘ | 0.78 | -0.74 | -0.16 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.37% | 13.16% | 19.41% |
| Max Drawdown ⓘ | -8.92% | -22.53% | -22.53% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.72 | -0.52 | 0.83 |
| Calmar Ratio ⓘ | 0.94 | -0.21 | 0.90 |
| Sortino Ratio ⓘ | 1.05 | -0.77 | 1.15 |