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 ⓘ | 13.00% | -0.73% | 44.96% |
| Price Trend ⓘ | 0.75 | 0.45 | 0.27 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 16.81% | 32.06% | 35.76% |
| Max Drawdown ⓘ | -9.72% | -32.83% | -35.21% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.71 | -0.09 | 1.13 |
| Calmar Ratio ⓘ | 1.34 | -0.02 | 1.28 |
| Sortino Ratio ⓘ | 1.21 | -0.14 | 1.77 |