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 ⓘ | 8.69% | -4.58% | 8.39% |
| Price Trend ⓘ | 0.89 | 0.44 | -0.47 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.26% | 27.37% | 33.84% |
| Max Drawdown ⓘ | -7.46% | -23.15% | -28.66% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.58 | -0.24 | 0.13 |
| Calmar Ratio ⓘ | 1.17 | -0.20 | 0.29 |
| Sortino Ratio ⓘ | 1.18 | -0.23 | 0.13 |