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 ⓘ | 4.37% | 10.61% | -14.62% |
| Price Trend ⓘ | 0.09 | -0.21 | -0.70 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 15.61% | 20.24% | 36.30% |
| Max Drawdown ⓘ | -16.01% | -16.30% | -31.59% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.22 | 0.42 | -0.52 |
| Calmar Ratio ⓘ | 0.27 | 0.65 | -0.46 |
| Sortino Ratio ⓘ | 0.31 | 0.62 | -0.63 |