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 ⓘ | 8.87% | -16.64% | 1.69% |
| Price Trend ⓘ | 0.57 | -0.36 | -0.23 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.76% | 27.86% | 32.70% |
| Max Drawdown ⓘ | -10.40% | -31.19% | -31.19% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.57 | -0.67 | -0.09 |
| Calmar Ratio ⓘ | 0.85 | -0.53 | 0.05 |
| Sortino Ratio ⓘ | 1.12 | -0.87 | -0.12 |