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 ⓘ | 9.10% | -6.46% | -2.83% |
| Price Trend ⓘ | 0.87 | -0.31 | -0.54 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 7.92% | 12.39% | 21.39% |
| Max Drawdown ⓘ | -3.70% | -14.61% | -19.87% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.03 | -0.68 | -0.32 |
| Calmar Ratio ⓘ | 2.46 | -0.44 | -0.14 |
| Sortino Ratio ⓘ | 1.73 | -0.98 | -0.47 |