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 ⓘ | 7.99% | -4.83% | 9.36% |
| Price Trend ⓘ | 0.80 | 0.40 | -0.05 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.07% | 23.56% | 30.67% |
| Max Drawdown ⓘ | -6.47% | -26.82% | -26.94% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.62 | -0.29 | 0.16 |
| Calmar Ratio ⓘ | 1.23 | -0.18 | 0.35 |
| Sortino Ratio ⓘ | 1.02 | -0.36 | 0.22 |