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 ⓘ | 11.99% | 2.72% | -5.59% |
| Price Trend ⓘ | 0.71 | 0.04 | -0.68 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 11.78% | 19.01% | 24.51% |
| Max Drawdown ⓘ | -8.09% | -19.27% | -26.17% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.93 | 0.03 | -0.41 |
| Calmar Ratio ⓘ | 1.48 | 0.14 | -0.21 |
| Sortino Ratio ⓘ | 1.50 | 0.05 | -0.62 |