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 ⓘ | 7.88% | -5.47% | 49.80% |
| Price Trend ⓘ | 0.58 | -0.47 | 0.31 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.58% | 18.48% | 26.54% |
| Max Drawdown ⓘ | -8.69% | -19.27% | -20.63% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.55 | -0.40 | 1.72 |
| Calmar Ratio ⓘ | 0.91 | -0.28 | 2.41 |
| Sortino Ratio ⓘ | 0.86 | -0.51 | 2.29 |