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 ⓘ | 1.86% | -1.46% | 13.12% |
| Price Trend ⓘ | 0.26 | -0.47 | 0.64 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.97% | 17.94% | 30.42% |
| Max Drawdown ⓘ | -8.97% | -12.22% | -28.87% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.07 | -0.19 | 0.30 |
| Calmar Ratio ⓘ | 0.21 | -0.12 | 0.45 |
| Sortino Ratio ⓘ | 0.09 | -0.27 | 0.39 |