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 ⓘ | 4.98% | 0.46% | 32.13% |
| Price Trend ⓘ | 0.53 | -0.40 | 0.21 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 18.94% | 25.62% | 36.40% |
| Max Drawdown ⓘ | -15.23% | -23.66% | -31.35% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.22 | -0.05 | 0.77 |
| Calmar Ratio ⓘ | 0.33 | 0.02 | 1.02 |
| Sortino Ratio ⓘ | 0.44 | -0.10 | 1.32 |