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 ⓘ | 21.70% | 2.09% | -16.06% |
| Price Trend ⓘ | 0.82 | 0.38 | -0.31 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 15.50% | 19.48% | 31.91% |
| Max Drawdown ⓘ | -10.30% | -23.74% | -32.73% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.34 | 0.01 | -0.63 |
| Calmar Ratio ⓘ | 2.11 | 0.09 | -0.49 |
| Sortino Ratio ⓘ | 2.49 | 0.01 | -0.76 |