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 ⓘ | 10.79% | -7.04% | -9.83% |
| Price Trend ⓘ | 0.81 | 0.09 | -0.67 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.46% | 18.08% | 30.69% |
| Max Drawdown ⓘ | -7.08% | -18.52% | -29.93% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.73 | -0.50 | -0.45 |
| Calmar Ratio ⓘ | 1.52 | -0.38 | -0.33 |
| Sortino Ratio ⓘ | 0.98 | -0.67 | -0.52 |