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 ⓘ | 24.87% | 6.30% | 0.96% |
| Price Trend ⓘ | 0.65 | 0.72 | -0.13 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 19.00% | 23.24% | 36.32% |
| Max Drawdown ⓘ | -8.08% | -17.17% | -29.63% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.26 | 0.19 | -0.09 |
| Calmar Ratio ⓘ | 3.08 | 0.37 | 0.03 |
| Sortino Ratio ⓘ | 3.92 | 0.35 | -0.13 |