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 ⓘ | 12.20% | 6.46% | -2.55% |
| Price Trend ⓘ | 0.80 | -0.01 | -0.69 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.42% | 12.26% | 18.43% |
| Max Drawdown ⓘ | -7.03% | -13.30% | -20.09% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.19 | 0.37 | -0.36 |
| Calmar Ratio ⓘ | 1.73 | 0.49 | -0.13 |
| Sortino Ratio ⓘ | 2.03 | 0.61 | -0.52 |