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 ⓘ | 1.75% | 0.18% | 13.34% |
| Price Trend ⓘ | -0.75 | -0.58 | 0.60 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 12.51% | 16.17% | 24.58% |
| Max Drawdown ⓘ | -12.29% | -17.28% | -17.28% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.06 | -0.12 | 0.37 |
| Calmar Ratio ⓘ | 0.14 | 0.01 | 0.77 |
| Sortino Ratio ⓘ | 0.11 | -0.18 | 0.55 |