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 ⓘ | 6.08% | -5.45% | 10.01% |
| Price Trend ⓘ | 0.74 | 0.21 | -0.35 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.90% | 23.46% | 33.89% |
| Max Drawdown ⓘ | -7.01% | -21.37% | -27.64% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.39 | -0.32 | 0.16 |
| Calmar Ratio ⓘ | 0.87 | -0.25 | 0.36 |
| Sortino Ratio ⓘ | 0.67 | -0.41 | 0.24 |