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 ⓘ | 11.19% | -0.46% | 31.48% |
| Price Trend ⓘ | 0.76 | 0.60 | 0.37 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.27% | 30.39% | 41.63% |
| Max Drawdown ⓘ | -10.54% | -28.82% | -33.07% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.76 | -0.08 | 0.65 |
| Calmar Ratio ⓘ | 1.06 | -0.02 | 0.95 |
| Sortino Ratio ⓘ | 1.43 | -0.10 | 0.93 |