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 ⓘ | 6.51% | -4.26% | 1.58% |
| Price Trend ⓘ | 0.60 | -0.00 | -0.21 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.40% | 19.40% | 37.94% |
| Max Drawdown ⓘ | -13.58% | -21.54% | -34.52% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.41 | -0.32 | -0.07 |
| Calmar Ratio ⓘ | 0.48 | -0.20 | 0.05 |
| Sortino Ratio ⓘ | 0.48 | -0.38 | -0.10 |