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 ⓘ | 8.55% | 8.13% | -3.43% |
| Price Trend ⓘ | 0.50 | 0.04 | -0.73 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.70% | 22.38% | 35.23% |
| Max Drawdown ⓘ | -10.50% | -17.07% | -35.55% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.55 | 0.28 | -0.21 |
| Calmar Ratio ⓘ | 0.81 | 0.48 | -0.10 |
| Sortino Ratio ⓘ | 0.97 | 0.38 | -0.28 |