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 ⓘ | 11.40% | -2.76% | -9.09% |
| Price Trend ⓘ | 0.85 | 0.15 | -0.80 |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Volatility ⓘ | 10.77% | 22.10% | 27.32% |
| Max Drawdown ⓘ | -3.73% | -24.72% | -33.00% |
| Metric | 3M | 6M | 1Y |
|---|---|---|---|
| Sharpe Ratio ⓘ | 0.96 | -0.22 | -0.50 |
| Calmar Ratio ⓘ | 3.06 | -0.11 | -0.28 |
| Sortino Ratio ⓘ | 1.79 | -0.32 | -0.68 |