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 ⓘ | 4.38% | 4.93% | -2.59% |
| Price Trend ⓘ | 0.00 | -0.08 | -0.39 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 8.29% | 12.67% | 22.61% |
| Max Drawdown ⓘ | -8.86% | -8.86% | -17.69% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.41 | 0.23 | -0.30 |
| Calmar Ratio ⓘ | 0.49 | 0.56 | -0.15 |
| Sortino Ratio ⓘ | 0.62 | 0.32 | -0.45 |