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 ⓘ | 2.50% | -9.66% | 1.81% |
| Price Trend ⓘ | 0.28 | -0.87 | -0.39 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.05% | 12.82% | 21.61% |
| Max Drawdown ⓘ | -7.36% | -19.38% | -19.87% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.17 | -0.91 | -0.11 |
| Calmar Ratio ⓘ | 0.34 | -0.50 | 0.09 |
| Sortino Ratio ⓘ | 0.27 | -1.36 | -0.16 |