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 ⓘ | 7.67% | -1.72% | -6.14% |
| Price Trend ⓘ | 0.80 | -0.40 | -0.74 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.21% | 14.96% | 22.34% |
| Max Drawdown ⓘ | -9.70% | -18.61% | -25.93% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.60 | -0.24 | -0.46 |
| Calmar Ratio ⓘ | 0.79 | -0.09 | -0.24 |
| Sortino Ratio ⓘ | 0.87 | -0.35 | -0.63 |