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 ⓘ | 12.77% | 27.85% | -3.31% |
| Price Trend ⓘ | 0.72 | 0.07 | -0.48 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 20.95% | 29.14% | 56.27% |
| Max Drawdown ⓘ | -15.29% | -28.67% | -41.04% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.57 | 0.89 | -0.13 |
| Calmar Ratio ⓘ | 0.83 | 0.97 | -0.08 |
| Sortino Ratio ⓘ | 0.93 | 1.28 | -0.13 |