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 ⓘ | 10.87% | -0.90% | 16.20% |
| Price Trend ⓘ | 0.90 | 0.68 | -0.12 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 15.09% | 37.79% | 44.55% |
| Max Drawdown ⓘ | -8.56% | -32.99% | -44.39% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.65 | -0.08 | 0.26 |
| Calmar Ratio ⓘ | 1.27 | -0.03 | 0.36 |
| Sortino Ratio ⓘ | 1.16 | -0.10 | 0.33 |