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 ⓘ | 18.47% | 14.79% | -12.00% |
| Price Trend ⓘ | 0.89 | 0.77 | -0.09 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 14.58% | 19.99% | 34.42% |
| Max Drawdown ⓘ | -6.21% | -12.60% | -31.31% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.20 | 0.64 | -0.47 |
| Calmar Ratio ⓘ | 2.97 | 1.17 | -0.38 |
| Sortino Ratio ⓘ | 2.39 | 1.23 | -0.67 |