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 ⓘ | 24.83% | 32.96% | -8.97% |
| Price Trend ⓘ | 0.89 | 0.83 | -0.24 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 17.97% | 30.69% | 42.32% |
| Max Drawdown ⓘ | -6.65% | -25.82% | -48.88% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.32 | 1.01 | -0.32 |
| Calmar Ratio ⓘ | 3.73 | 1.28 | -0.18 |
| Sortino Ratio ⓘ | 2.75 | 1.48 | -0.45 |