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 ⓘ | 15.72% | 1.90% | -11.17% |
| Price Trend ⓘ | 0.91 | -0.28 | -0.84 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.16% | 17.61% | 21.61% |
| Max Drawdown ⓘ | -5.56% | -17.79% | -26.66% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.21 | -0.01 | -0.73 |
| Calmar Ratio ⓘ | 2.83 | 0.11 | -0.42 |
| Sortino Ratio ⓘ | 2.58 | -0.02 | -1.08 |