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 ⓘ | 3.17% | -15.64% | 13.26% |
| Price Trend ⓘ | 0.70 | 0.36 | -0.15 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 17.11% | 32.70% | 38.30% |
| Max Drawdown ⓘ | -9.64% | -32.78% | -38.74% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.12 | -0.54 | 0.23 |
| Calmar Ratio ⓘ | 0.33 | -0.48 | 0.34 |
| Sortino Ratio ⓘ | 0.18 | -0.71 | 0.29 |