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 ⓘ | 8.99% | 0.12% | 16.40% |
| Price Trend ⓘ | 0.81 | 0.59 | -0.05 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.47% | 20.44% | 26.19% |
| Max Drawdown ⓘ | -6.01% | -22.89% | -29.79% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.84 | -0.10 | 0.45 |
| Calmar Ratio ⓘ | 1.50 | 0.01 | 0.55 |
| Sortino Ratio ⓘ | 1.32 | -0.11 | 0.62 |