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 ⓘ | 23.49% | 7.24% | 0.72% |
| Price Trend ⓘ | 0.87 | 0.16 | -0.59 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 21.50% | 34.58% | 39.56% |
| Max Drawdown ⓘ | -6.83% | -34.48% | -39.83% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.04 | 0.15 | -0.10 |
| Calmar Ratio ⓘ | 3.44 | 0.21 | 0.02 |
| Sortino Ratio ⓘ | 2.59 | 0.22 | -0.14 |