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 ⓘ | 8.79% | -2.11% | -0.39% |
| Price Trend ⓘ | 0.45 | -0.70 | -0.79 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.78% | 13.96% | 21.68% |
| Max Drawdown ⓘ | -6.11% | -15.00% | -21.71% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.73 | -0.29 | -0.21 |
| Calmar Ratio ⓘ | 1.44 | -0.14 | -0.02 |
| Sortino Ratio ⓘ | 1.31 | -0.53 | -0.32 |