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 ⓘ | 21.79% | -4.84% | -5.28% |
| Price Trend ⓘ | 0.87 | -0.08 | -0.53 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 14.00% | 20.13% | 34.42% |
| Max Drawdown ⓘ | -8.32% | -25.22% | -37.39% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.49 | -0.34 | -0.27 |
| Calmar Ratio ⓘ | 2.62 | -0.19 | -0.14 |
| Sortino Ratio ⓘ | 2.71 | -0.60 | -0.41 |