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 ⓘ | 6.61% | 17.57% | -8.80% |
| Price Trend ⓘ | 0.55 | -0.33 | -0.33 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 22.72% | 32.41% | 45.90% |
| Max Drawdown ⓘ | -11.93% | -24.61% | -33.98% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.25 | 0.48 | -0.28 |
| Calmar Ratio ⓘ | 0.55 | 0.71 | -0.26 |
| Sortino Ratio ⓘ | 0.50 | 0.93 | -0.47 |