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 ⓘ | 11.67% | -4.73% | -2.38% |
| Price Trend ⓘ | 0.83 | -0.00 | -0.58 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.65% | 30.44% | 35.56% |
| Max Drawdown ⓘ | -7.77% | -36.29% | -40.00% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.78 | -0.22 | -0.20 |
| Calmar Ratio ⓘ | 1.50 | -0.13 | -0.06 |
| Sortino Ratio ⓘ | 1.52 | -0.30 | -0.27 |