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 ⓘ | 6.36% | 13.28% | -2.77% |
| Price Trend ⓘ | 0.51 | 0.70 | -0.60 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.02% | 16.25% | 21.92% |
| Max Drawdown ⓘ | -11.74% | -13.17% | -25.93% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.46 | 0.70 | -0.31 |
| Calmar Ratio ⓘ | 0.54 | 1.01 | -0.11 |
| Sortino Ratio ⓘ | 0.75 | 1.10 | -0.43 |