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 ⓘ | 2.86% | -6.01% | 9.02% |
| Price Trend ⓘ | 0.70 | -0.18 | -0.26 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.80% | 22.60% | 28.59% |
| Max Drawdown ⓘ | -6.47% | -21.85% | -24.71% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.15 | -0.36 | 0.16 |
| Calmar Ratio ⓘ | 0.44 | -0.28 | 0.37 |
| Sortino Ratio ⓘ | 0.34 | -0.57 | 0.25 |