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 ⓘ | 6.49% | 5.71% | -12.16% |
| Price Trend ⓘ | 0.28 | -0.25 | -0.81 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 14.18% | 19.20% | 28.23% |
| Max Drawdown ⓘ | -9.17% | -13.70% | -29.90% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.39 | 0.19 | -0.58 |
| Calmar Ratio ⓘ | 0.71 | 0.42 | -0.41 |
| Sortino Ratio ⓘ | 0.68 | 0.29 | -0.80 |