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 ⓘ | 11.08% | 3.86% | -22.53% |
| Price Trend ⓘ | 0.71 | -0.50 | -0.92 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.07% | 21.62% | 26.85% |
| Max Drawdown ⓘ | -7.78% | -22.49% | -37.04% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.83 | 0.08 | -1.01 |
| Calmar Ratio ⓘ | 1.42 | 0.17 | -0.61 |
| Sortino Ratio ⓘ | 1.25 | 0.11 | -1.26 |