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 ⓘ | 7.71% | -11.50% | -6.20% |
| Price Trend ⓘ | 0.68 | -0.10 | -0.70 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.52% | 29.22% | 33.09% |
| Max Drawdown ⓘ | -9.85% | -33.12% | -37.83% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.53 | -0.47 | -0.33 |
| Calmar Ratio ⓘ | 0.78 | -0.35 | -0.16 |
| Sortino Ratio ⓘ | 1.11 | -0.58 | -0.42 |