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 ⓘ | 5.13% | 22.19% | -3.13% |
| Price Trend ⓘ | 0.25 | 0.58 | -0.51 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 21.92% | 35.22% | 56.91% |
| Max Drawdown ⓘ | -16.37% | -17.05% | -51.39% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.19 | 0.57 | -0.13 |
| Calmar Ratio ⓘ | 0.31 | 1.30 | -0.06 |
| Sortino Ratio ⓘ | 0.36 | 0.95 | -0.20 |