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 ⓘ | 23.97% | 3.62% | -12.38% |
| Price Trend ⓘ | 0.92 | 0.23 | -0.67 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.91% | 21.68% | 31.95% |
| Max Drawdown ⓘ | -3.30% | -19.60% | -33.54% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.78 | 0.08 | -0.51 |
| Calmar Ratio ⓘ | 7.27 | 0.18 | -0.37 |
| Sortino Ratio ⓘ | 4.53 | 0.08 | -0.54 |