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 ⓘ | 8.92% | 30.87% | 7.27% |
| Price Trend ⓘ | -0.40 | 0.75 | -0.11 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 24.37% | 30.38% | 39.36% |
| Max Drawdown ⓘ | -17.65% | -17.65% | -32.47% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.33 | 0.96 | 0.08 |
| Calmar Ratio ⓘ | 0.51 | 1.75 | 0.22 |
| Sortino Ratio ⓘ | 0.85 | 1.91 | 0.13 |