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 ⓘ | 11.80% | 6.57% | -10.45% |
| Price Trend ⓘ | 0.42 | 0.57 | -0.75 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.96% | 18.58% | 26.74% |
| Max Drawdown ⓘ | -8.81% | -14.10% | -28.03% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.99 | 0.25 | -0.54 |
| Calmar Ratio ⓘ | 1.34 | 0.47 | -0.37 |
| Sortino Ratio ⓘ | 1.59 | 0.38 | -0.62 |