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 ⓘ | 17.51% | 1.30% | 0.84% |
| Price Trend ⓘ | 0.62 | -0.59 | -0.44 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 15.33% | 23.07% | 28.89% |
| Max Drawdown ⓘ | -12.61% | -26.45% | -27.68% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.08 | -0.02 | -0.11 |
| Calmar Ratio ⓘ | 1.39 | 0.05 | 0.03 |
| Sortino Ratio ⓘ | 1.95 | -0.03 | -0.14 |