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 ⓘ | 7.26% | -12.74% | 0.24% |
| Price Trend ⓘ | 0.14 | -0.65 | 0.28 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 17.33% | 23.48% | 39.67% |
| Max Drawdown ⓘ | -13.69% | -24.44% | -28.00% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.36 | -0.62 | -0.10 |
| Calmar Ratio ⓘ | 0.53 | -0.52 | 0.01 |
| Sortino Ratio ⓘ | 0.92 | -0.85 | -0.15 |