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 ⓘ | 5.00% | -1.63% | 4.67% |
| Price Trend ⓘ | 0.46 | -0.24 | -0.29 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 14.52% | 17.96% | 27.34% |
| Max Drawdown ⓘ | -12.24% | -13.82% | -19.45% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.28 | -0.20 | 0.02 |
| Calmar Ratio ⓘ | 0.41 | -0.12 | 0.24 |
| Sortino Ratio ⓘ | 0.43 | -0.31 | 0.04 |