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 ⓘ | 5.33% | 9.37% | -4.98% |
| Price Trend ⓘ | 0.66 | 0.71 | -0.52 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 17.72% | 37.47% | 45.26% |
| Max Drawdown ⓘ | -13.73% | -30.66% | -48.11% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.24 | 0.19 | -0.21 |
| Calmar Ratio ⓘ | 0.39 | 0.31 | -0.10 |
| Sortino Ratio ⓘ | 0.45 | 0.28 | -0.31 |