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 ⓘ | 6.41% | 6.01% | -7.87% |
| Price Trend ⓘ | -0.42 | 0.66 | 0.74 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 21.75% | 30.46% | 55.98% |
| Max Drawdown ⓘ | -20.48% | -20.48% | -40.25% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.25 | 0.13 | -0.21 |
| Calmar Ratio ⓘ | 0.31 | 0.29 | -0.20 |
| Sortino Ratio ⓘ | 0.42 | 0.23 | -0.33 |