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 ⓘ | 6.59% | -9.85% | 8.95% |
| Price Trend ⓘ | 0.71 | 0.22 | -0.40 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 17.36% | 33.47% | 44.42% |
| Max Drawdown ⓘ | -10.45% | -34.41% | -35.99% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.32 | -0.36 | 0.10 |
| Calmar Ratio ⓘ | 0.63 | -0.29 | 0.25 |
| Sortino Ratio ⓘ | 0.56 | -0.46 | 0.14 |