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 ⓘ | 15.06% | -4.67% | -16.14% |
| Price Trend ⓘ | 0.82 | 0.32 | -0.52 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 13.96% | 18.31% | 28.40% |
| Max Drawdown ⓘ | -10.11% | -18.37% | -30.40% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 1.01 | -0.36 | -0.71 |
| Calmar Ratio ⓘ | 1.49 | -0.25 | -0.53 |
| Sortino Ratio ⓘ | 2.21 | -0.64 | -1.17 |