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 ⓘ | 5.32% | 14.01% | -23.41% |
| Price Trend ⓘ | 0.31 | -0.23 | -0.77 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 15.94% | 20.05% | 31.69% |
| Max Drawdown ⓘ | -16.37% | -23.74% | -39.06% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.27 | 0.60 | -0.87 |
| Calmar Ratio ⓘ | 0.32 | 0.59 | -0.60 |
| Sortino Ratio ⓘ | 0.58 | 1.13 | -1.07 |