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 ⓘ | 19.44% | 4.82% | -15.11% |
| Price Trend ⓘ | 0.87 | 0.24 | -0.81 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 14.41% | 19.79% | 28.97% |
| Max Drawdown ⓘ | -5.35% | -18.96% | -41.15% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.28 | 0.14 | -0.66 |
| Calmar Ratio ⓘ | 3.63 | 0.25 | -0.37 |
| Sortino Ratio ⓘ | 2.66 | 0.23 | -0.88 |