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 ⓘ | 7.14% | 1.82% | -6.23% |
| Price Trend ⓘ | 0.52 | -0.26 | -0.33 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.16% | 20.17% | 26.72% |
| Max Drawdown ⓘ | -8.36% | -19.88% | -22.74% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.46 | -0.01 | -0.40 |
| Calmar Ratio ⓘ | 0.85 | 0.09 | -0.27 |
| Sortino Ratio ⓘ | 0.57 | -0.02 | -0.50 |