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 ⓘ | 5.71% | -1.75% | 22.81% |
| Price Trend ⓘ | 0.45 | -0.60 | 0.55 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.08% | 16.62% | 24.62% |
| Max Drawdown ⓘ | -9.27% | -17.28% | -17.28% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.36 | -0.22 | 0.76 |
| Calmar Ratio ⓘ | 0.62 | -0.10 | 1.32 |
| Sortino Ratio ⓘ | 0.73 | -0.36 | 1.16 |