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 ⓘ | 6.43% | 6.11% | -13.22% |
| Price Trend ⓘ | 0.19 | -0.59 | -0.42 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 14.17% | 20.54% | 37.03% |
| Max Drawdown ⓘ | -8.70% | -18.63% | -31.14% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.39 | 0.20 | -0.47 |
| Calmar Ratio ⓘ | 0.74 | 0.33 | -0.42 |
| Sortino Ratio ⓘ | 0.69 | 0.28 | -0.60 |