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 ⓘ | 14.91% | 11.02% | -18.30% |
| Price Trend ⓘ | 0.83 | 0.73 | -0.78 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 16.94% | 20.68% | 33.32% |
| Max Drawdown ⓘ | -7.18% | -9.86% | -39.89% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.82 | 0.43 | -0.68 |
| Calmar Ratio ⓘ | 2.08 | 1.12 | -0.46 |
| Sortino Ratio ⓘ | 1.73 | 0.94 | -1.03 |