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 ⓘ | 8.08% | -6.30% | -2.70% |
| Price Trend ⓘ | 0.50 | 0.44 | -0.15 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 21.14% | 31.32% | 48.86% |
| Max Drawdown ⓘ | -17.77% | -36.02% | -44.41% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.34 | -0.26 | -0.14 |
| Calmar Ratio ⓘ | 0.45 | -0.17 | -0.06 |
| Sortino Ratio ⓘ | 0.56 | -0.42 | -0.19 |