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 ⓘ | 6.73% | -7.73% | -0.44% |
| Price Trend ⓘ | 0.66 | -0.04 | 0.28 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 18.85% | 22.51% | 32.44% |
| Max Drawdown ⓘ | -11.48% | -20.76% | -20.76% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.31 | -0.43 | -0.14 |
| Calmar Ratio ⓘ | 0.59 | -0.37 | -0.02 |
| Sortino Ratio ⓘ | 0.56 | -0.84 | -0.22 |