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 ⓘ | 17.76% | -1.60% | -3.05% |
| Price Trend ⓘ | 0.86 | -0.02 | 0.22 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 16.49% | 20.80% | 33.40% |
| Max Drawdown ⓘ | -7.27% | -21.93% | -22.76% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.02 | -0.17 | -0.21 |
| Calmar Ratio ⓘ | 2.44 | -0.07 | -0.13 |
| Sortino Ratio ⓘ | 2.40 | -0.33 | -0.37 |