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 ⓘ | 7.62% | -2.06% | 32.46% |
| Price Trend ⓘ | 0.43 | -0.64 | 0.62 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.87% | 21.52% | 27.78% |
| Max Drawdown ⓘ | -10.12% | -18.71% | -18.71% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.55 | -0.19 | 1.01 |
| Calmar Ratio ⓘ | 0.75 | -0.11 | 1.74 |
| Sortino Ratio ⓘ | 0.85 | -0.20 | 1.12 |