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 ⓘ | 1.97% | -5.39% | 5.33% |
| Price Trend ⓘ | 0.24 | -0.62 | 0.34 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.66% | 15.21% | 29.95% |
| Max Drawdown ⓘ | -12.61% | -17.08% | -28.32% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.08 | -0.48 | 0.04 |
| Calmar Ratio ⓘ | 0.16 | -0.32 | 0.19 |
| Sortino Ratio ⓘ | 0.09 | -0.63 | 0.05 |