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 ⓘ | 16.06% | 1.34% | -11.86% |
| Price Trend ⓘ | 0.74 | -0.52 | -0.44 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 19.50% | 30.46% | 38.90% |
| Max Drawdown ⓘ | -17.75% | -33.83% | -38.73% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.77 | -0.02 | -0.41 |
| Calmar Ratio ⓘ | 0.91 | 0.04 | -0.31 |
| Sortino Ratio ⓘ | 1.37 | -0.02 | -0.46 |