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 ⓘ | 10.23% | -3.34% | -4.17% |
| Price Trend ⓘ | 0.86 | -0.45 | -0.48 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.46% | 25.89% | 34.81% |
| Max Drawdown ⓘ | -6.08% | -23.56% | -28.66% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.88 | -0.21 | -0.24 |
| Calmar Ratio ⓘ | 1.68 | -0.14 | -0.15 |
| Sortino Ratio ⓘ | 1.68 | -0.18 | -0.23 |