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 ⓘ | 24.91% | 10.84% | -17.39% |
| Price Trend ⓘ | 0.73 | -0.09 | -0.60 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 14.52% | 20.47% | 34.13% |
| Max Drawdown ⓘ | -13.35% | -20.29% | -38.66% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.65 | 0.43 | -0.63 |
| Calmar Ratio ⓘ | 1.87 | 0.53 | -0.45 |
| Sortino Ratio ⓘ | 3.07 | 0.69 | -0.91 |