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 ⓘ | 4.59% | 12.04% | -4.67% |
| Price Trend ⓘ | 0.04 | 0.52 | -0.46 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.94% | 18.47% | 28.63% |
| Max Drawdown ⓘ | -9.59% | -9.59% | -24.72% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.26 | 0.54 | -0.31 |
| Calmar Ratio ⓘ | 0.48 | 1.26 | -0.19 |
| Sortino Ratio ⓘ | 0.63 | 1.31 | -0.54 |