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 ⓘ | 8.58% | -11.96% | 8.36% |
| Price Trend ⓘ | 0.69 | -0.57 | -0.08 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 14.37% | 28.25% | 34.57% |
| Max Drawdown ⓘ | -10.40% | -32.18% | -32.18% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.52 | -0.50 | 0.11 |
| Calmar Ratio ⓘ | 0.82 | -0.37 | 0.26 |
| Sortino Ratio ⓘ | 0.77 | -0.62 | 0.15 |