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 ⓘ | 17.30% | -0.06% | -17.93% |
| Price Trend ⓘ | 0.85 | 0.29 | -0.63 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 16.47% | 23.60% | 38.58% |
| Max Drawdown ⓘ | -7.61% | -19.11% | -39.90% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.99 | -0.09 | -0.58 |
| Calmar Ratio ⓘ | 2.27 | -0.00 | -0.45 |
| Sortino Ratio ⓘ | 2.26 | -0.11 | -0.72 |