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 ⓘ | 14.67% | -6.45% | -15.22% |
| Price Trend ⓘ | 0.81 | 0.19 | -0.81 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 8.83% | 28.30% | 33.99% |
| Max Drawdown ⓘ | -3.55% | -32.12% | -41.21% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.55 | -0.30 | -0.57 |
| Calmar Ratio ⓘ | 4.13 | -0.20 | -0.37 |
| Sortino Ratio ⓘ | 2.60 | -0.33 | -0.69 |