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 ⓘ | 9.17% | -1.70% | 7.11% |
| Price Trend ⓘ | 0.71 | -0.78 | -0.55 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.51% | 18.32% | 31.91% |
| Max Drawdown ⓘ | -7.08% | -24.14% | -29.93% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.66 | -0.20 | 0.09 |
| Calmar Ratio ⓘ | 1.29 | -0.07 | 0.24 |
| Sortino Ratio ⓘ | 0.82 | -0.27 | 0.11 |