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 ⓘ | 7.74% | 15.26% | -0.77% |
| Price Trend ⓘ | 0.50 | 0.49 | 0.11 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 16.79% | 22.61% | 29.28% |
| Max Drawdown ⓘ | -10.29% | -17.21% | -21.54% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.41 | 0.59 | -0.16 |
| Calmar Ratio ⓘ | 0.75 | 0.89 | -0.04 |
| Sortino Ratio ⓘ | 0.64 | 0.82 | -0.22 |