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 ⓘ | 13.24% | 24.01% | -0.05% |
| Price Trend ⓘ | 0.77 | 0.95 | -0.29 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 15.59% | 18.67% | 34.08% |
| Max Drawdown ⓘ | -9.34% | -9.34% | -28.66% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.79 | 1.18 | -0.12 |
| Calmar Ratio ⓘ | 1.42 | 2.57 | -0.00 |
| Sortino Ratio ⓘ | 1.86 | 2.54 | -0.12 |