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 ⓘ | 11.53% | 1.10% | -24.16% |
| Price Trend ⓘ | 0.85 | -0.39 | -0.85 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.44% | 20.41% | 32.69% |
| Max Drawdown ⓘ | -5.55% | -20.27% | -36.92% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.79 | -0.05 | -0.87 |
| Calmar Ratio ⓘ | 2.08 | 0.05 | -0.65 |
| Sortino Ratio ⓘ | 1.58 | -0.06 | -0.97 |