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 ⓘ | 4.54% | -1.63% | -0.18% |
| Price Trend ⓘ | 0.45 | -0.47 | -0.27 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.14% | 14.19% | 22.16% |
| Max Drawdown ⓘ | -6.94% | -11.28% | -14.55% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.35 | -0.25 | -0.19 |
| Calmar Ratio ⓘ | 0.65 | -0.14 | -0.01 |
| Sortino Ratio ⓘ | 0.70 | -0.42 | -0.28 |