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 ⓘ | -0.65% | 8.15% | 18.41% |
| Price Trend ⓘ | -0.42 | 0.22 | 0.86 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 9.86% | 12.84% | 22.73% |
| Max Drawdown ⓘ | -8.02% | -8.02% | -12.69% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | -0.16 | 0.48 | 0.63 |
| Calmar Ratio ⓘ | -0.08 | 1.02 | 1.45 |
| Sortino Ratio ⓘ | -0.22 | 0.66 | 0.79 |