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 ⓘ | 5.57% | -4.76% | 1.53% |
| Price Trend ⓘ | -0.21 | -0.72 | -0.44 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 14.91% | 22.52% | 41.30% |
| Max Drawdown ⓘ | -14.81% | -22.14% | -35.90% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.31 | -0.30 | -0.06 |
| Calmar Ratio ⓘ | 0.38 | -0.22 | 0.04 |
| Sortino Ratio ⓘ | 0.67 | -0.48 | -0.09 |