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 ⓘ | 7.90% | -3.63% | -1.57% |
| Price Trend ⓘ | 0.50 | -0.63 | -0.65 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.51% | 17.47% | 26.17% |
| Max Drawdown ⓘ | -9.38% | -18.87% | -26.97% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.51 | -0.32 | -0.22 |
| Calmar Ratio ⓘ | 0.84 | -0.19 | -0.06 |
| Sortino Ratio ⓘ | 0.74 | -0.46 | -0.31 |