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 ⓘ | 21.59% | -9.88% | -20.12% |
| Price Trend ⓘ | 0.89 | -0.42 | -0.86 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 16.69% | 25.92% | 30.13% |
| Max Drawdown ⓘ | -7.43% | -27.53% | -37.27% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.23 | -0.46 | -0.82 |
| Calmar Ratio ⓘ | 2.91 | -0.36 | -0.54 |
| Sortino Ratio ⓘ | 2.47 | -0.73 | -1.29 |