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% | -9.42% | 9.83% |
| Price Trend ⓘ | 0.51 | -0.58 | 0.49 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.72% | 16.82% | 26.10% |
| Max Drawdown ⓘ | -10.74% | -14.77% | -17.80% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.14 | -0.67 | 0.22 |
| Calmar Ratio ⓘ | 0.27 | -0.64 | 0.55 |
| Sortino Ratio ⓘ | 0.19 | -0.93 | 0.33 |