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 ⓘ | 21.99% | -10.51% | -27.48% |
| Price Trend ⓘ | 0.60 | -0.19 | -0.81 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 16.46% | 28.46% | 39.45% |
| Max Drawdown ⓘ | -12.31% | -30.11% | -48.82% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.28 | -0.44 | -0.80 |
| Calmar Ratio ⓘ | 1.79 | -0.35 | -0.56 |
| Sortino Ratio ⓘ | 2.37 | -0.48 | -0.96 |