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 ⓘ | 14.49% | 21.09% | 0.21% |
| Price Trend ⓘ | 0.81 | 0.05 | 0.01 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 16.74% | 26.38% | 38.54% |
| Max Drawdown ⓘ | -18.14% | -26.49% | -33.12% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.81 | 0.73 | -0.10 |
| Calmar Ratio ⓘ | 0.80 | 0.80 | 0.01 |
| Sortino Ratio ⓘ | 1.12 | 0.81 | -0.10 |