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 ⓘ | 4.31% | -1.39% | 12.79% |
| Price Trend ⓘ | 0.60 | 0.54 | -0.20 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.62% | 21.99% | 28.87% |
| Max Drawdown ⓘ | -8.32% | -21.84% | -30.65% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.30 | -0.16 | 0.29 |
| Calmar Ratio ⓘ | 0.52 | -0.06 | 0.42 |
| Sortino Ratio ⓘ | 0.44 | -0.19 | 0.37 |